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SIMO vs. POWI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SIMO and POWI is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

SIMO vs. POWI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Silicon Motion Technology Corporation (SIMO) and Power Integrations, Inc. (POWI). The values are adjusted to include any dividend payments, if applicable.

500.00%600.00%700.00%800.00%900.00%1,000.00%JulyAugustSeptemberOctoberNovemberDecember
601.15%
549.43%
SIMO
POWI

Key characteristics

Sharpe Ratio

SIMO:

-0.12

POWI:

-0.63

Sortino Ratio

SIMO:

0.09

POWI:

-0.75

Omega Ratio

SIMO:

1.01

POWI:

0.92

Calmar Ratio

SIMO:

-0.10

POWI:

-0.52

Martin Ratio

SIMO:

-0.21

POWI:

-1.24

Ulcer Index

SIMO:

20.39%

POWI:

19.07%

Daily Std Dev

SIMO:

36.75%

POWI:

37.73%

Max Drawdown

SIMO:

-93.20%

POWI:

-85.76%

Current Drawdown

SIMO:

-40.34%

POWI:

-42.19%

Fundamentals

Market Cap

SIMO:

$2.03B

POWI:

$3.70B

EPS

SIMO:

$2.66

POWI:

$0.65

PE Ratio

SIMO:

22.61

POWI:

100.09

PEG Ratio

SIMO:

-4.43

POWI:

1.70

Total Revenue (TTM)

SIMO:

$824.93M

POWI:

$403.23M

Gross Profit (TTM)

SIMO:

$380.52M

POWI:

$213.69M

EBITDA (TTM)

SIMO:

$132.09M

POWI:

$40.36M

Returns By Period

In the year-to-date period, SIMO achieves a -9.19% return, which is significantly higher than POWI's -23.97% return. Over the past 10 years, SIMO has outperformed POWI with an annualized return of 11.12%, while POWI has yielded a comparatively lower 9.90% annualized return.


SIMO

YTD

-9.19%

1M

-1.64%

6M

-33.46%

1Y

-8.32%

5Y*

4.01%

10Y*

11.12%

POWI

YTD

-23.97%

1M

1.25%

6M

-12.99%

1Y

-24.67%

5Y*

5.83%

10Y*

9.90%

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Risk-Adjusted Performance

SIMO vs. POWI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Silicon Motion Technology Corporation (SIMO) and Power Integrations, Inc. (POWI). 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.


Sharpe ratio
The chart of Sharpe ratio for SIMO, currently valued at -0.12, compared to the broader market-4.00-2.000.002.00-0.12-0.63
The chart of Sortino ratio for SIMO, currently valued at 0.09, compared to the broader market-4.00-2.000.002.004.000.09-0.75
The chart of Omega ratio for SIMO, currently valued at 1.01, compared to the broader market0.501.001.502.001.010.92
The chart of Calmar ratio for SIMO, currently valued at -0.10, compared to the broader market0.002.004.006.00-0.10-0.52
The chart of Martin ratio for SIMO, currently valued at -0.21, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.21-1.24
SIMO
POWI

The current SIMO Sharpe Ratio is -0.12, which is higher than the POWI Sharpe Ratio of -0.63. The chart below compares the historical Sharpe Ratios of SIMO and POWI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.12
-0.63
SIMO
POWI

Dividends

SIMO vs. POWI - Dividend Comparison

SIMO's dividend yield for the trailing twelve months is around 3.71%, more than POWI's 1.31% yield.


TTM20232022202120202019201820172016201520142013
SIMO
Silicon Motion Technology Corporation
3.71%0.82%2.31%1.63%2.91%2.46%3.48%1.70%1.53%1.91%2.54%4.24%
POWI
Power Integrations, Inc.
1.31%0.94%1.00%0.58%0.51%0.71%1.05%0.76%0.77%0.99%0.85%0.57%

Drawdowns

SIMO vs. POWI - Drawdown Comparison

The maximum SIMO drawdown since its inception was -93.20%, which is greater than POWI's maximum drawdown of -85.76%. Use the drawdown chart below to compare losses from any high point for SIMO and POWI. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-40.34%
-42.19%
SIMO
POWI

Volatility

SIMO vs. POWI - Volatility Comparison

Silicon Motion Technology Corporation (SIMO) has a higher volatility of 14.50% compared to Power Integrations, Inc. (POWI) at 12.41%. This indicates that SIMO's price experiences larger fluctuations and is considered to be riskier than POWI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%JulyAugustSeptemberOctoberNovemberDecember
14.50%
12.41%
SIMO
POWI

Financials

SIMO vs. POWI - Financials Comparison

This section allows you to compare key financial metrics between Silicon Motion Technology Corporation and Power Integrations, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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