ROHCY vs. STMPA.PA

Last updated Jun 9, 2026

ROHCY (Rohm Co Ltd ADR) and STMPA.PA (STMicroelectronics N.V.) are both stocks. Both operate in the Semiconductors industry within the Technology sector. Over the past 10 years, ROHCY returned 12.17%/yr vs 30.15%/yr for STMPA.PA. At a 0.27 correlation, their price movements are largely independent.

Performance

ROHCY vs. STMPA.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rohm Co Ltd ADR (ROHCY) and STMicroelectronics N.V. (STMPA.PA). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

ROHCY is traded in USD, while STMPA.PA is traded in EUR. To make them comparable, the STMPA.PA values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ROHCY achieves a 125.34% return, which is significantly lower than STMPA.PA's 194.64% return. Over the past 10 years, ROHCY has underperformed STMPA.PA with an annualized return of 12.17%, while STMPA.PA has yielded a comparatively higher 30.15% annualized return.

ROHCY

• 1D: 1.26%
• 1M: 27.94%
• YTD: 125.34%
• 6M: 127.50%
• 1Y: 182.32%
• 3Y*: 13.45%
• 5Y*: 6.81%
• 10Y*: 12.17%

STMPA.PA

• 1D: -2.48%
• 1M: 34.05%
• YTD: 194.64%
• 6M: 198.57%
• 1Y: 174.43%
• 3Y*: 21.30%
• 5Y*: 16.67%
• 10Y*: 30.15%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ROHCY vs. STMPA.PA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ROHCY Rohm Co Ltd ADR	125.34%	56.57%	-49.11%	3.36%	-20.60%	-9.16%	25.79%	22.73%	-41.72%	92.89%
STMPA.PA STMicroelectronics N.V.	194.64%	6.09%	-49.22%	42.09%	-28.10%	34.09%	38.35%	90.31%	-33.92%	95.15%

Correlation

The correlation between ROHCY and STMPA.PA is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.20
Correlation (3Y) Calculated over the trailing 3-year period	0.24
Correlation (5Y) Calculated over the trailing 5-year period	0.30
Correlation (10Y) Calculated over the trailing 10-year period	0.26
Correlation (All Time) Calculated using the full available price history since Nov 25, 2008	0.27

Return for Risk

ROHCY vs. STMPA.PA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ROHCY

ROHCY Risk / Return Rank: 96
ROHCY Sharpe Ratio Rank: 96
ROHCY Sortino Ratio Rank: 95
ROHCY Omega Ratio Rank: 95
ROHCY Calmar Ratio Rank: 96
ROHCY Martin Ratio Rank: 96

STMPA.PA

STMPA.PA Risk / Return Rank: 92
STMPA.PA Sharpe Ratio Rank: 96
STMPA.PA Sortino Ratio Rank: 93
STMPA.PA Omega Ratio Rank: 94
STMPA.PA Calmar Ratio Rank: 91
STMPA.PA Martin Ratio Rank: 88

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ROHCY vs. STMPA.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rohm Co Ltd ADR (ROHCY) and STMicroelectronics N.V. (STMPA.PA). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	ROHCY	STMPA.PA	Difference
Sharpe ratio: Return per unit of total volatility	3.11	3.48	-0.36
Sortino ratio: Return per unit of downside risk	3.88	3.66	+0.21
Omega ratio: Gain probability vs. loss probability	1.57	1.53	+0.03
Calmar ratio: Return relative to maximum drawdown	7.96	4.97	+2.99
Martin ratio: Return relative to average drawdown	22.36	11.03	+11.33
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ROHCY vs. STMPA.PA - Sharpe Ratio Comparison

The current ROHCY Sharpe Ratio is 3.11, which is comparable to the STMPA.PA Sharpe Ratio of 3.48. The chart below compares the historical Sharpe Ratios of ROHCY and STMPA.PA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ROHCY	STMPA.PA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.11	3.48	-0.36
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.16	0.40	-0.24
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.30	0.72	-0.42
Sharpe Ratio (All Time) Calculated using the full available price history	0.16	0.23	-0.07

Drawdowns

ROHCY vs. STMPA.PA - Drawdown Comparison

The maximum ROHCY drawdown since its inception was -73.15%, smaller than the maximum STMPA.PA drawdown of -79.98%. Use the drawdown chart below to compare losses from any high point for ROHCY and STMPA.PA.

Drawdown Indicators

	ROHCY	STMPA.PA	Difference
Max Drawdown Largest peak-to-trough decline	-73.15%	-79.98%	+6.83%
Max Drawdown (1Y) Largest decline over 1 year	-23.05%	-34.63%	+11.58%
Max Drawdown (3Y) Largest decline over 3 years	-68.72%	-66.55%	-2.17%
Max Drawdown (5Y) Largest decline over 5 years	-70.45%	-66.55%	-3.90%
Max Drawdown (10Y) Largest decline over 10 years	-73.15%	-66.55%	-6.60%
Current Drawdown Current decline from peak	-6.41%	-2.48%	-3.93%
Average Drawdown Average peak-to-trough decline	-31.60%	-36.22%	+4.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.19%	15.69%	-7.50%

Volatility

ROHCY vs. STMPA.PA - Volatility Comparison

Rohm Co Ltd ADR (ROHCY) has a higher volatility of 30.41% compared to STMicroelectronics N.V. (STMPA.PA) at 21.17%. This indicates that ROHCY's price experiences larger fluctuations and is considered to be riskier than STMPA.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ROHCY	STMPA.PA	Difference
Volatility (1M) Calculated over the trailing 1-month period	30.41%	21.17%	+9.24%
Volatility (6M) Calculated over the trailing 6-month period	47.63%	36.80%	+10.83%
Volatility (1Y) Calculated over the trailing 1-year period	59.06%	50.68%	+8.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	43.78%	41.39%	+2.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.23%	41.30%	-0.07%

Dividends

ROHCY vs. STMPA.PA - Dividend Comparison

ROHCY has not paid dividends to shareholders, while STMPA.PA's dividend yield for the trailing twelve months is around 0.40%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ROHCY Rohm Co Ltd ADR	0.00%	1.21%	1.80%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	1.87%	0.00%
STMPA.PA STMicroelectronics N.V.	0.40%	1.20%	1.08%	0.42%	0.60%	0.38%	0.46%	0.77%	1.41%	1.00%	2.02%	5.01%

Financials

Frequently Asked Questions

Can I hold both ROHCY and STMPA.PA in my portfolio?

ROHCY and STMPA.PA have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.