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

Key characteristics


SIMOPOWI
YTD Return19.14%-22.96%
1Y Return16.11%-16.10%
3Y Return (Ann)3.76%-8.87%
5Y Return (Ann)15.17%10.48%
10Y Return (Ann)18.40%8.41%
Sharpe Ratio0.30-0.48
Daily Std Dev47.64%35.32%
Max Drawdown-93.19%-85.76%
Current Drawdown-21.73%-41.42%

Fundamentals


SIMOPOWI
Market Cap$2.40B$3.58B
EPS$1.58$0.97
PE Ratio45.4764.84
PEG Ratio-4.431.70
Revenue (TTM)$639.14M$444.54M
Gross Profit (TTM)$473.89M$366.91M
EBITDA (TTM)$67.00M$72.44M

Correlation

-0.50.00.51.00.4

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.

Performance

SIMO vs. POWI - Performance Comparison

In the year-to-date period, SIMO achieves a 19.14% return, which is significantly higher than POWI's -22.96% return. Over the past 10 years, SIMO has outperformed POWI with an annualized return of 18.40%, while POWI has yielded a comparatively lower 8.41% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%40.00%50.00%NovemberDecember2024FebruaryMarchApril
35.09%
-10.54%
SIMO
POWI

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Silicon Motion Technology Corporation

Power Integrations, Inc.

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.


SIMO
Sharpe ratio
The chart of Sharpe ratio for SIMO, currently valued at 0.30, compared to the broader market-2.00-1.000.001.002.003.000.30
Sortino ratio
The chart of Sortino ratio for SIMO, currently valued at 0.83, compared to the broader market-4.00-2.000.002.004.000.83
Omega ratio
The chart of Omega ratio for SIMO, currently valued at 1.12, compared to the broader market0.501.001.501.12
Calmar ratio
The chart of Calmar ratio for SIMO, currently valued at 0.31, compared to the broader market0.001.002.003.004.005.000.31
Martin ratio
The chart of Martin ratio for SIMO, currently valued at 0.64, compared to the broader market0.0010.0020.0030.000.64
POWI
Sharpe ratio
The chart of Sharpe ratio for POWI, currently valued at -0.48, compared to the broader market-2.00-1.000.001.002.003.00-0.48
Sortino ratio
The chart of Sortino ratio for POWI, currently valued at -0.51, compared to the broader market-4.00-2.000.002.004.00-0.51
Omega ratio
The chart of Omega ratio for POWI, currently valued at 0.94, compared to the broader market0.501.001.500.94
Calmar ratio
The chart of Calmar ratio for POWI, currently valued at -0.41, compared to the broader market0.001.002.003.004.005.00-0.41
Martin ratio
The chart of Martin ratio for POWI, currently valued at -0.87, compared to the broader market0.0010.0020.0030.00-0.87

SIMO vs. POWI - Sharpe Ratio Comparison

The current SIMO Sharpe Ratio is 0.30, which is higher than the POWI Sharpe Ratio of -0.48. The chart below compares the 12-month rolling Sharpe Ratio of SIMO and POWI.


Rolling 12-month Sharpe Ratio-0.60-0.40-0.200.000.200.400.60NovemberDecember2024FebruaryMarchApril
0.30
-0.48
SIMO
POWI

Dividends

SIMO vs. POWI - Dividend Comparison

SIMO's dividend yield for the trailing twelve months is around 1.38%, more than POWI's 1.24% yield.


TTM20232022202120202019201820172016201520142013
SIMO
Silicon Motion Technology Corporation
1.38%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.
1.24%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 -93.19%, 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%-25.00%-20.00%-15.00%-10.00%NovemberDecember2024FebruaryMarchApril
-21.73%
-41.42%
SIMO
POWI

Volatility

SIMO vs. POWI - Volatility Comparison

Silicon Motion Technology Corporation (SIMO) and Power Integrations, Inc. (POWI) have volatilities of 8.33% and 8.56%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2024FebruaryMarchApril
8.33%
8.56%
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