SITM vs. POWI
Compare and contrast key facts about SiTime Corporation (SITM) and Power Integrations, Inc. (POWI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SITM or POWI.
Key characteristics
| SITM | POWI | |
|---|---|---|
| YTD Return | 58.57% | -26.25% |
| 1Y Return | 68.62% | -20.87% |
| 3Y Return (Ann) | -11.02% | -17.26% |
| Sharpe Ratio | 1.01 | -0.60 |
| Sortino Ratio | 1.91 | -0.70 |
| Omega Ratio | 1.22 | 0.92 |
| Calmar Ratio | 0.84 | -0.48 |
| Martin Ratio | 3.76 | -1.14 |
| Ulcer Index | 17.41% | 19.41% |
| Daily Std Dev | 64.74% | 37.23% |
| Max Drawdown | -78.12% | -85.76% |
| Current Drawdown | -42.21% | -43.93% |
Fundamentals
| SITM | POWI | |
|---|---|---|
| Market Cap | $4.83B | $3.64B |
| EPS | -$4.14 | $0.65 |
| PEG Ratio | 3.38 | 1.70 |
| Total Revenue (TTM) | $176.99M | $403.23M |
| Gross Profit (TTM) | $92.34M | $213.69M |
| EBITDA (TTM) | -$92.03M | $40.36M |
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.
Performance
SITM vs. POWI - Performance Comparison
In the year-to-date period, SITM achieves a 58.57% return, which is significantly higher than POWI's -26.25% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
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 1.33%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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. | 1.33% | 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.
Volatility
SITM vs. POWI - Volatility Comparison
SiTime Corporation (SITM) has a higher volatility of 23.59% compared to Power Integrations, Inc. (POWI) at 10.29%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities