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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.

-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-5.04%
-1.15%
SIMO
POWI

Key characteristics

Sharpe Ratio

SIMO:

-0.25

POWI:

-0.22

Sortino Ratio

SIMO:

-0.10

POWI:

-0.06

Omega Ratio

SIMO:

0.99

POWI:

0.99

Calmar Ratio

SIMO:

-0.22

POWI:

-0.17

Martin Ratio

SIMO:

-0.40

POWI:

-0.51

Ulcer Index

SIMO:

24.58%

POWI:

15.76%

Daily Std Dev

SIMO:

38.79%

POWI:

37.03%

Max Drawdown

SIMO:

-93.20%

POWI:

-85.76%

Current Drawdown

SIMO:

-33.30%

POWI:

-37.51%

Fundamentals

Market Cap

SIMO:

$1.98B

POWI:

$3.67B

EPS

SIMO:

$2.69

POWI:

$0.56

PE Ratio

SIMO:

21.88

POWI:

115.14

PEG Ratio

SIMO:

-4.43

POWI:

1.70

Total Revenue (TTM)

SIMO:

$826.92M

POWI:

$418.97M

Gross Profit (TTM)

SIMO:

$385.14M

POWI:

$224.75M

EBITDA (TTM)

SIMO:

$133.72M

POWI:

$35.90M

Returns By Period

In the year-to-date period, SIMO achieves a 11.50% return, which is significantly higher than POWI's 8.10% return. Both investments have delivered pretty close results over the past 10 years, with SIMO having a 10.04% annualized return and POWI not far ahead at 10.22%.


SIMO

YTD

11.50%

1M

14.51%

6M

-6.11%

1Y

-8.79%

5Y*

7.84%

10Y*

10.04%

POWI

YTD

8.10%

1M

5.45%

6M

2.64%

1Y

-7.07%

5Y*

7.12%

10Y*

10.22%

*Annualized

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Risk-Adjusted Performance

SIMO vs. POWI — Risk-Adjusted Performance Rank

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

SIMO
The Risk-Adjusted Performance Rank of SIMO is 3333
Overall Rank
The Sharpe Ratio Rank of SIMO is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of SIMO is 3030
Sortino Ratio Rank
The Omega Ratio Rank of SIMO is 3030
Omega Ratio Rank
The Calmar Ratio Rank of SIMO is 3333
Calmar Ratio Rank
The Martin Ratio Rank of SIMO is 3838
Martin Ratio Rank

POWI
The Risk-Adjusted Performance Rank of POWI is 3434
Overall Rank
The Sharpe Ratio Rank of POWI is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of POWI is 3131
Sortino Ratio Rank
The Omega Ratio Rank of POWI is 3131
Omega Ratio Rank
The Calmar Ratio Rank of POWI is 3535
Calmar Ratio Rank
The Martin Ratio Rank of POWI is 3636
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 -0.25, compared to the broader market-2.000.002.00-0.25-0.22
The chart of Sortino ratio for SIMO, currently valued at -0.10, compared to the broader market-4.00-2.000.002.004.006.00-0.10-0.06
The chart of Omega ratio for SIMO, currently valued at 0.99, compared to the broader market0.501.001.502.000.990.99
The chart of Calmar ratio for SIMO, currently valued at -0.22, compared to the broader market0.002.004.006.00-0.22-0.17
The chart of Martin ratio for SIMO, currently valued at -0.40, compared to the broader market-10.000.0010.0020.0030.00-0.40-0.51
SIMO
POWI

The current SIMO Sharpe Ratio is -0.25, which is comparable to the POWI Sharpe Ratio of -0.22. 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-0.500.000.50SeptemberOctoberNovemberDecember2025February
-0.25
-0.22
SIMO
POWI

Dividends

SIMO vs. POWI - Dividend Comparison

SIMO's dividend yield for the trailing twelve months is around 3.35%, more than POWI's 1.21% yield.


TTM20242023202220212020201920182017201620152014
SIMO
Silicon Motion Technology Corporation
3.35%3.70%0.82%2.31%1.63%2.91%2.46%3.48%1.70%1.53%1.91%2.54%
POWI
Power Integrations, Inc.
1.21%1.31%0.94%1.00%0.58%0.51%0.71%1.05%0.76%0.77%0.99%0.85%

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.


-45.00%-40.00%-35.00%-30.00%SeptemberOctoberNovemberDecember2025February
-33.30%
-37.51%
SIMO
POWI

Volatility

SIMO vs. POWI - Volatility Comparison

Silicon Motion Technology Corporation (SIMO) has a higher volatility of 13.48% compared to Power Integrations, Inc. (POWI) at 11.07%. 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%SeptemberOctoberNovemberDecember2025February
13.48%
11.07%
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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