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SITM vs. ARM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SITM and ARM is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

SITM vs. ARM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SiTime Corporation (SITM) and Arm Holdings plc American Depositary Shares (ARM). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SITM:

0.68

ARM:

0.04

Sortino Ratio

SITM:

1.33

ARM:

0.52

Omega Ratio

SITM:

1.19

ARM:

1.06

Calmar Ratio

SITM:

0.77

ARM:

-0.01

Martin Ratio

SITM:

2.25

ARM:

-0.01

Ulcer Index

SITM:

22.83%

ARM:

27.59%

Daily Std Dev

SITM:

82.44%

ARM:

70.78%

Max Drawdown

SITM:

-78.12%

ARM:

-53.97%

Current Drawdown

SITM:

-41.47%

ARM:

-33.21%

Fundamentals

Market Cap

SITM:

$4.68B

ARM:

$131.92B

EPS

SITM:

-$3.78

ARM:

$0.75

PEG Ratio

SITM:

3.38

ARM:

1.37

PS Ratio

SITM:

20.33

ARM:

32.92

PB Ratio

SITM:

6.72

ARM:

19.29

Total Revenue (TTM)

SITM:

$229.99M

ARM:

$4.01B

Gross Profit (TTM)

SITM:

$117.17M

ARM:

$2.63B

EBITDA (TTM)

SITM:

-$60.65M

ARM:

$555.00M

Returns By Period

In the year-to-date period, SITM achieves a -8.60% return, which is significantly lower than ARM's 0.96% return.


SITM

YTD

-8.60%

1M

25.26%

6M

-7.68%

1Y

60.95%

3Y*

-2.72%

5Y*

45.75%

10Y*

N/A

ARM

YTD

0.96%

1M

7.92%

6M

-7.26%

1Y

3.34%

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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SiTime Corporation

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

SITM vs. ARM — Risk-Adjusted Performance Rank

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

SITM
The Risk-Adjusted Performance Rank of SITM is 7575
Overall Rank
The Sharpe Ratio Rank of SITM is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of SITM is 7373
Sortino Ratio Rank
The Omega Ratio Rank of SITM is 7575
Omega Ratio Rank
The Calmar Ratio Rank of SITM is 7979
Calmar Ratio Rank
The Martin Ratio Rank of SITM is 7474
Martin Ratio Rank

ARM
The Risk-Adjusted Performance Rank of ARM is 5050
Overall Rank
The Sharpe Ratio Rank of ARM is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of ARM is 5151
Sortino Ratio Rank
The Omega Ratio Rank of ARM is 4949
Omega Ratio Rank
The Calmar Ratio Rank of ARM is 5050
Calmar Ratio Rank
The Martin Ratio Rank of ARM is 5050
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.

SITM vs. ARM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SiTime Corporation (SITM) and Arm Holdings plc American Depositary Shares (ARM). 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.


The current SITM Sharpe Ratio is 0.68, which is higher than the ARM Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of SITM and ARM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

SITM vs. ARM - Dividend Comparison

Neither SITM nor ARM has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SITM vs. ARM - Drawdown Comparison

The maximum SITM drawdown since its inception was -78.12%, which is greater than ARM's maximum drawdown of -53.97%. Use the drawdown chart below to compare losses from any high point for SITM and ARM.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

SITM vs. ARM - Volatility Comparison

SiTime Corporation (SITM) and Arm Holdings plc American Depositary Shares (ARM) have volatilities of 16.93% and 16.42%, 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.


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Financials

SITM vs. ARM - Financials Comparison

This section allows you to compare key financial metrics between SiTime Corporation and Arm Holdings plc American Depositary Shares. 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


0.00200.00M400.00M600.00M800.00M1.00B1.20B20212022202320242025
60.31M
1.24B
(SITM) Total Revenue
(ARM) Total Revenue
Values in USD except per share items