SILC vs. STM

Last updated Jun 3, 2026

SILC (Silicom) and STM (STMicroelectronics N.V.) are both stocks. Both are in the Technology sector — SILC in Communication Equipment, STM in Semiconductors. Over the past 10 years, SILC returned 4.89%/yr vs 30.87%/yr for STM. At a 0.22 correlation, their price movements are largely independent.

Performance

SILC vs. STM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Silicom (SILC) and STMicroelectronics N.V. (STM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with SILC having a 204.15% return and STM slightly higher at 207.39%. Over the past 10 years, SILC has underperformed STM with an annualized return of 4.89%, while STM has yielded a comparatively higher 30.87% annualized return.

SILC

• 1D: 16.16%
• 1M: 5.92%
• YTD: 204.15%
• 6M: 197.08%
• 1Y: 205.19%
• 3Y*: 6.63%
• 5Y*: 1.32%
• 10Y*: 4.89%

STM

• 1D: 15.20%
• 1M: 42.62%
• YTD: 207.39%
• 6M: 232.12%
• 1Y: 221.40%
• 3Y*: 22.21%
• 5Y*: 17.95%
• 10Y*: 30.87%

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

SILC vs. STM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SILC Silicom	204.15%	-9.87%	-9.89%	-57.06%	-18.31%	23.30%	25.83%	-4.81%	-50.16%	74.26%
STM STMicroelectronics N.V.	207.39%	5.28%	-49.67%	41.66%	-26.76%	32.39%	38.91%	96.34%	-35.65%	94.77%

Correlation

The correlation between SILC and STM is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.23
Correlation (3Y) Calculated over the trailing 3-year period	0.20
Correlation (5Y) Calculated over the trailing 5-year period	0.29
Correlation (10Y) Calculated over the trailing 10-year period	0.30
Correlation (All Time) Calculated using the full available price history since Dec 9, 1994	0.22

The correlation between SILC and STM shifts across timeframes, from 0.20 (3 years) to 0.30 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap SILC : $255.12M STM : $73.55B
EPS SILC : -$1.94 STM : $0.15
PS Ratio SILC : 3.82 STM : 5.99
PB Ratio SILC : 2.20 STM : 4.14
Total Revenue (TTM) SILC : $66.64M STM : $12.40B
Gross Profit (TTM) SILC : $20.29M STM : $4.20B
EBITDA (TTM) SILC : -$10.90M STM : $2.32B

Return for Risk

SILC vs. STM — Risk / Return Rank

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

SILC

SILC Risk / Return Rank: 93
SILC Sharpe Ratio Rank: 93
SILC Sortino Ratio Rank: 93
SILC Omega Ratio Rank: 90
SILC Calmar Ratio Rank: 95
SILC Martin Ratio Rank: 93

STM

STM Risk / Return Rank: 95
STM Sharpe Ratio Rank: 98
STM Sortino Ratio Rank: 95
STM Omega Ratio Rank: 95
STM Calmar Ratio Rank: 93
STM Martin Ratio Rank: 91

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.

SILC vs. STM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Silicom (SILC) and STMicroelectronics N.V. (STM). 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.

	SILC	STM	Difference
Sharpe ratio Return per unit of total volatility	2.69	4.26	-1.57
Sortino ratio Return per unit of downside risk	3.72	4.18	-0.46
Omega ratio Gain probability vs. loss probability	1.45	1.59	-0.14
Calmar ratio Return relative to maximum drawdown	6.96	6.11	+0.85
Martin ratio Return relative to average drawdown	16.47	13.97	+2.50
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SILC vs. STM - Sharpe Ratio Comparison

The current SILC Sharpe Ratio is 2.69, which is lower than the STM Sharpe Ratio of 4.26. The chart below compares the historical Sharpe Ratios of SILC and STM, 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

	SILC	STM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.69	4.26	-1.57
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.03	0.40	-0.38
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.11	0.70	-0.60
Sharpe Ratio (All Time) Calculated using the full available price history	0.09	0.26	-0.17

Drawdowns

SILC vs. STM - Drawdown Comparison

The maximum SILC drawdown since its inception was -98.80%, roughly equal to the maximum STM drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for SILC and STM.

Drawdown Indicators

	SILC	STM	Difference
Max Drawdown Largest peak-to-trough decline	-98.80%	-94.40%	-4.40%
Max Drawdown (1Y) Largest decline over 1 year	-27.42%	-36.35%	+8.93%
Max Drawdown (3Y) Largest decline over 3 years	-71.14%	-66.66%	-4.48%
Max Drawdown (5Y) Largest decline over 5 years	-77.33%	-66.66%	-10.67%
Max Drawdown (10Y) Largest decline over 10 years	-84.76%	-66.66%	-18.10%
Current Drawdown Current decline from peak	-41.78%	0.00%	-41.78%
Average Drawdown Average peak-to-trough decline	-56.24%	-55.24%	-1.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.58%	15.89%	-4.31%

Volatility

SILC vs. STM - Volatility Comparison

Silicom (SILC) has a higher volatility of 31.39% compared to STMicroelectronics N.V. (STM) at 20.98%. This indicates that SILC's price experiences larger fluctuations and is considered to be riskier than STM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SILC	STM	Difference
Volatility (1M) Calculated over the trailing 1-month period	31.39%	20.98%	+10.41%
Volatility (6M) Calculated over the trailing 6-month period	63.90%	38.05%	+25.85%
Volatility (1Y) Calculated over the trailing 1-year period	76.94%	52.37%	+24.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	51.68%	44.64%	+7.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	46.66%	44.15%	+2.51%

Dividends

SILC vs. STM - Dividend Comparison

SILC has not paid dividends to shareholders, while STM's dividend yield for the trailing twelve months is around 0.45%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SILC Silicom	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	1.43%	2.43%	3.30%
STM STMicroelectronics N.V.	0.45%	1.39%	1.32%	0.48%	0.67%	0.45%	0.50%	0.89%	1.73%	0.98%	2.10%	5.11%

Financials

SILC vs. STM - Profitability Comparison

The chart below illustrates the profitability comparison between Silicom and STMicroelectronics N.V. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

SILC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Silicom reported a gross profit of 5.64M and revenue of 19.10M. Therefore, the gross margin over that period was 29.6%.

STM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, STMicroelectronics N.V. reported a gross profit of 1.05B and revenue of 3.10B. Therefore, the gross margin over that period was 33.8%.

SILC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Silicom reported an operating income of -2.81M and revenue of 19.10M, resulting in an operating margin of -14.7%.

STM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, STMicroelectronics N.V. reported an operating income of 96.00M and revenue of 3.10B, resulting in an operating margin of 3.1%.

SILC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Silicom reported a net income of -2.37M and revenue of 19.10M, resulting in a net margin of -12.4%.

STM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, STMicroelectronics N.V. reported a net income of 37.00M and revenue of 3.10B, resulting in a net margin of 1.2%.

Frequently Asked Questions

Can I hold both SILC and STM in my portfolio?

SILC and STM have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SILC or STM?

SILC has higher volatility (31.39%) compared to STM (20.98%). In terms of maximum drawdown, SILC dropped -98.80% vs STM's -94.40%.

Which has better risk-adjusted returns?

STM currently has the higher Sharpe Ratio (4.26 vs 2.69), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.