PortfoliosLab logoPortfoliosLab logo
SITM vs. HUT
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SITM vs. HUT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SiTime Corporation (SITM) and Hut 8 Corp. (HUT). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SITM achieves a 51.53% return, which is significantly lower than HUT's 134.28% return.


SITM

1D
1.39%
1M
-23.96%
6M
47.39%
YTD
51.53%
1Y
163.84%
3Y*
58.81%
5Y*
31.59%
10Y*
ALL TIME*
74.26%

HUT

1D
-0.59%
1M
1.74%
6M
92.78%
YTD
134.28%
1Y
406.97%
3Y*
85.18%
5Y*
35.40%
10Y*
ALL TIME*
23.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$525.36M$446.23M$513.46M
$238.88M$264.90M$400.80M

SITM vs. HUT - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SITM
SiTime Corporation
51.53%64.63%75.73%20.13%-65.26%161.36%338.94%96.15%
HUT
Hut 8 Corp.
134.28%124.21%53.60%213.88%-89.17%185.45%250.63%-35.42%

Correlation

The correlation between SITM and HUT is 0.38, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.38

Correlation (3Y)
Balances recent behavior with more history.

0.39

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.46

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2019

0.40

Fundamentals

Market Cap

SITM:

$14.13B

HUT:

$12.12B

EPS

SITM:

-$0.92

HUT:

-$2.77

PB Ratio

SITM:

12.16

HUT:

8.66

Total Revenue (TTM)

SITM:

$379.91M

HUT:

-$40.96M

Gross Profit (TTM)

SITM:

$211.60M

HUT:

-$132.19M

EBITDA (TTM)

SITM:

-$13.71M

HUT:

-$306.16M

Compare stocks, funds, or ETFs

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


Return for Risk

SITM vs. HUT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SITM
SITM Risk / Return Rank: 8989
Overall Rank
SITM Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
SITM Sortino Ratio Rank: 8989
Sortino Ratio Rank
SITM Omega Ratio Rank: 8686
Omega Ratio Rank
SITM Calmar Ratio Rank: 8989
Calmar Ratio Rank
SITM Martin Ratio Rank: 9191
Martin Ratio Rank

HUT
HUT Risk / Return Rank: 9797
Overall Rank
HUT Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
HUT Sortino Ratio Rank: 9595
Sortino Ratio Rank
HUT Omega Ratio Rank: 9393
Omega Ratio Rank
HUT Calmar Ratio Rank: 9999
Calmar Ratio Rank
HUT Martin Ratio Rank: 9898
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SITM vs. HUT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SiTime Corporation (SITM) and Hut 8 Corp. (HUT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SITMHUTDifference
Sharpe ratioReturn per unit of total volatility

-1.77

Sortino ratioReturn per unit of downside risk

-0.68

Omega ratioGain probability vs. loss probability

1.32

1.41

-0.09

Calmar ratioReturn relative to maximum drawdown

3.38

10.62

-7.24

Martin ratioReturn relative to average drawdown

10.14

26.07

-15.94

SITM vs. HUT - Sharpe Ratio Comparison

The current SITM Sharpe Ratio is 2.04, which is lower than the HUT Sharpe Ratio of 3.81. The chart below compares the historical Sharpe Ratios of SITM and HUT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

SITM vs. HUT - Drawdown Comparison

The maximum SITM drawdown since its inception was -78.12%, smaller than the maximum HUT drawdown of -95.04%. Use the drawdown chart below to compare losses from any high point for SITM and HUT.


Loading charts...

Drawdown Indicators


SITMHUTDifference

Max Drawdown

Largest peak-to-trough decline

-78.12%

-95.04%

+16.92%

Max Drawdown (1Y)

Largest decline over 1 year

-48.73%

-38.62%

-10.11%

Max Drawdown (3Y)

Largest decline over 3 years

-55.26%

-65.08%

+9.82%

Max Drawdown (5Y)

Largest decline over 5 years

-78.12%

-95.04%

+16.92%

Current Drawdown

Current decline from peak

-40.63%

-19.09%

-21.54%

Average Drawdown

Average peak-to-trough decline

-36.64%

-62.83%

+26.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.24%

15.71%

+0.53%

Volatility

SITM vs. HUT - Volatility Comparison

The current volatility for SiTime Corporation (SITM) is 27.75%, while Hut 8 Corp. (HUT) has a volatility of 37.29%. This indicates that SITM experiences smaller price fluctuations and is considered to be less risky than HUT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SITMHUTDifference

Volatility (1M)

Calculated over the trailing 1-month period

27.75%

37.29%

-9.54%

Volatility (6M)

Calculated over the trailing 6-month period

62.42%

76.96%

-14.54%

Volatility (1Y)

Calculated over the trailing 1-year period

80.71%

107.84%

-27.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

77.22%

105.81%

-28.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

80.69%

114.67%

-33.98%

Dividends

SITM vs. HUT - Dividend Comparison

Neither SITM nor HUT has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

SITM vs. HUT - Financials Comparison

This section allows you to compare key financial metrics between SiTime Corporation and Hut 8 Corp.. 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

Frequently Asked Questions


SITM and HUT have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HUT has higher volatility (37.29%) compared to SITM (27.75%). In terms of maximum drawdown, SITM dropped -78.12% vs HUT's -95.04%.

HUT currently has the higher Sharpe Ratio (3.81 vs 2.04), 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.

Portfolio Optimizer

Find the right allocation for SITM and HUT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer