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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.


-0.50.00.51.0
Correlation: 0.6

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.

0.00%500.00%1,000.00%1,500.00%2,000.00%NovemberDecember2025FebruaryMarchApril
895.92%
5.71%
SITM
POWI

Key characteristics

Sharpe Ratio

SITM:

0.75

POWI:

-0.71

Sortino Ratio

SITM:

1.52

POWI:

-0.89

Omega Ratio

SITM:

1.22

POWI:

0.90

Calmar Ratio

SITM:

0.83

POWI:

-0.52

Martin Ratio

SITM:

3.24

POWI:

-1.58

Ulcer Index

SITM:

19.90%

POWI:

19.69%

Daily Std Dev

SITM:

85.92%

POWI:

43.88%

Max Drawdown

SITM:

-78.12%

POWI:

-85.76%

Current Drawdown

SITM:

-61.35%

POWI:

-57.31%

Fundamentals

Market Cap

SITM:

$3.08B

POWI:

$2.58B

EPS

SITM:

-$4.05

POWI:

$0.56

PEG Ratio

SITM:

3.38

POWI:

1.70

PS Ratio

SITM:

15.19

POWI:

6.16

PB Ratio

SITM:

4.39

POWI:

3.44

Total Revenue (TTM)

SITM:

$169.68M

POWI:

$327.29M

Gross Profit (TTM)

SITM:

$86.83M

POWI:

$176.97M

EBITDA (TTM)

SITM:

-$45.88M

POWI:

$26.17M

Returns By Period

In the year-to-date period, SITM achieves a -39.65% return, which is significantly lower than POWI's -26.15% return.


SITM

YTD

-39.65%

1M

-28.51%

6M

-26.00%

1Y

73.86%

5Y*

46.08%

10Y*

N/A

POWI

YTD

-26.15%

1M

-20.56%

6M

-28.66%

1Y

-28.12%

5Y*

-0.09%

10Y*

6.47%

*Annualized

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 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 8181
Overall Rank
The Sharpe Ratio Rank of SITM is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of SITM is 8080
Sortino Ratio Rank
The Omega Ratio Rank of SITM is 8181
Omega Ratio Rank
The Calmar Ratio Rank of SITM is 8282
Calmar Ratio Rank
The Martin Ratio Rank of SITM is 8181
Martin Ratio Rank

POWI
The Risk-Adjusted Performance Rank of POWI is 1616
Overall Rank
The Sharpe Ratio Rank of POWI is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of POWI is 1717
Sortino Ratio Rank
The Omega Ratio Rank of POWI is 1919
Omega Ratio Rank
The Calmar Ratio Rank of POWI is 2121
Calmar Ratio Rank
The Martin Ratio Rank of POWI is 88
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. 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 0.75, compared to the broader market-2.00-1.000.001.002.003.00
SITM: 0.75
POWI: -0.71
The chart of Sortino ratio for SITM, currently valued at 1.52, compared to the broader market-6.00-4.00-2.000.002.004.00
SITM: 1.52
POWI: -0.89
The chart of Omega ratio for SITM, currently valued at 1.22, compared to the broader market0.501.001.502.00
SITM: 1.22
POWI: 0.90
The chart of Calmar ratio for SITM, currently valued at 0.83, compared to the broader market0.001.002.003.004.00
SITM: 0.83
POWI: -0.52
The chart of Martin ratio for SITM, currently valued at 3.24, compared to the broader market-5.000.005.0010.0015.0020.00
SITM: 3.24
POWI: -1.58

The current SITM Sharpe Ratio is 0.75, which is higher than the POWI Sharpe Ratio of -0.71. 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-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.75
-0.71
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 1.81%.


TTM20242023202220212020201920182017201620152014
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.
1.81%1.31%0.94%1.00%0.58%0.51%0.71%1.05%0.76%0.77%0.99%0.85%

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%NovemberDecember2025FebruaryMarchApril
-61.35%
-57.31%
SITM
POWI

Volatility

SITM vs. POWI - Volatility Comparison

SiTime Corporation (SITM) has a higher volatility of 40.69% compared to Power Integrations, Inc. (POWI) at 22.94%. 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.


10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
40.69%
22.94%
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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