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

Correlation

The correlation between SITM and POWI is 0.62, 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.


-0.50.00.51.00.6

Performance

SITM vs. POWI - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%80.00%100.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
89.38%
-14.06%
SITM
POWI

Key characteristics

Sharpe Ratio

SITM:

1.19

POWI:

-0.72

Sortino Ratio

SITM:

2.08

POWI:

-0.92

Omega Ratio

SITM:

1.24

POWI:

0.90

Calmar Ratio

SITM:

0.99

POWI:

-0.59

Martin Ratio

SITM:

4.51

POWI:

-1.44

Ulcer Index

SITM:

17.23%

POWI:

19.00%

Daily Std Dev

SITM:

65.07%

POWI:

37.93%

Max Drawdown

SITM:

-78.12%

POWI:

-85.76%

Current Drawdown

SITM:

-32.33%

POWI:

-42.64%

Fundamentals

Market Cap

SITM:

$5.80B

POWI:

$3.70B

EPS

SITM:

-$4.15

POWI:

$0.65

PEG Ratio

SITM:

3.38

POWI:

1.70

Total Revenue (TTM)

SITM:

$176.99M

POWI:

$403.23M

Gross Profit (TTM)

SITM:

$92.34M

POWI:

$213.69M

EBITDA (TTM)

SITM:

-$74.58M

POWI:

$40.36M

Returns By Period

In the year-to-date period, SITM achieves a 85.69% return, which is significantly higher than POWI's -24.56% return.


SITM

YTD

85.69%

1M

13.38%

6M

88.70%

1Y

81.96%

5Y*

60.21%

10Y*

N/A

POWI

YTD

-24.56%

1M

1.59%

6M

-14.06%

1Y

-24.27%

5Y*

5.67%

10Y*

9.70%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

SITM vs. POWI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SiTime Corporation (SITM) 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 SITM, currently valued at 1.26, compared to the broader market-4.00-2.000.002.001.26-0.72
The chart of Sortino ratio for SITM, currently valued at 2.15, compared to the broader market-4.00-2.000.002.004.002.15-0.92
The chart of Omega ratio for SITM, currently valued at 1.25, compared to the broader market0.501.001.502.001.250.90
The chart of Calmar ratio for SITM, currently valued at 1.05, compared to the broader market0.002.004.006.001.05-0.59
The chart of Martin ratio for SITM, currently valued at 4.75, compared to the broader market0.0010.0020.004.75-1.44
SITM
POWI

The current SITM Sharpe Ratio is 1.19, which is higher than the POWI Sharpe Ratio of -0.72. The chart below compares the historical Sharpe Ratios of SITM 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-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.26
-0.72
SITM
POWI

Dividends

SITM vs. POWI - Dividend Comparison

SITM has not paid dividends to shareholders, while POWI's dividend yield for the trailing twelve months is around 1.32%.


TTM20232022202120202019201820172016201520142013
SITM
SiTime Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
POWI
Power Integrations, Inc.
1.32%0.94%1.00%0.58%0.51%0.71%1.05%0.76%0.77%0.99%0.85%0.57%

Drawdowns

SITM vs. POWI - Drawdown Comparison

The maximum SITM drawdown since its inception was -78.12%, smaller than the maximum POWI drawdown of -85.76%. Use the drawdown chart below to compare losses from any high point for SITM and POWI. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-32.33%
-42.64%
SITM
POWI

Volatility

SITM vs. POWI - Volatility Comparison

SiTime Corporation (SITM) has a higher volatility of 17.52% compared to Power Integrations, Inc. (POWI) at 12.43%. This indicates that SITM'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.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
17.52%
12.43%
SITM
POWI

Financials

SITM vs. POWI - Financials Comparison

This section allows you to compare key financial metrics between SiTime 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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