PortfoliosLab logo
SITM vs. SMTC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SITM and SMTC is 0.64, 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. SMTC - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

SITM:

0.68

SMTC:

-0.05

Sortino Ratio

SITM:

1.33

SMTC:

0.48

Omega Ratio

SITM:

1.19

SMTC:

1.07

Calmar Ratio

SITM:

0.77

SMTC:

-0.11

Martin Ratio

SITM:

2.25

SMTC:

-0.24

Ulcer Index

SITM:

22.83%

SMTC:

32.76%

Daily Std Dev

SITM:

82.44%

SMTC:

86.08%

Max Drawdown

SITM:

-78.12%

SMTC:

-85.40%

Current Drawdown

SITM:

-41.47%

SMTC:

-59.42%

Fundamentals

Market Cap

SITM:

$4.69B

SMTC:

$3.21B

EPS

SITM:

-$3.78

SMTC:

-$1.62

PEG Ratio

SITM:

3.38

SMTC:

1.12

PS Ratio

SITM:

20.39

SMTC:

3.36

PB Ratio

SITM:

6.75

SMTC:

5.64

Total Revenue (TTM)

SITM:

$229.99M

SMTC:

$703.18M

Gross Profit (TTM)

SITM:

$117.17M

SMTC:

$356.93M

EBITDA (TTM)

SITM:

-$60.65M

SMTC:

-$70.96M

Returns By Period

In the year-to-date period, SITM achieves a -8.60% return, which is significantly higher than SMTC's -39.64% return.


SITM

YTD

-8.60%

1M

33.51%

6M

-7.68%

1Y

55.32%

3Y*

-2.72%

5Y*

45.75%

10Y*

N/A

SMTC

YTD

-39.64%

1M

19.46%

6M

-41.71%

1Y

-4.06%

3Y*

-16.49%

5Y*

-6.83%

10Y*

5.73%

*Annualized

Compare stocks, funds, or ETFs

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


SiTime Corporation

Semtech Corporation

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

Risk-Adjusted Performance

SITM vs. SMTC — 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

SMTC
The Risk-Adjusted Performance Rank of SMTC is 4747
Overall Rank
The Sharpe Ratio Rank of SMTC is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of SMTC is 5050
Sortino Ratio Rank
The Omega Ratio Rank of SMTC is 5151
Omega Ratio Rank
The Calmar Ratio Rank of SMTC is 4444
Calmar Ratio Rank
The Martin Ratio Rank of SMTC is 4545
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. SMTC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SiTime Corporation (SITM) and Semtech Corporation (SMTC). 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 SMTC Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of SITM and SMTC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

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. SMTC - Dividend Comparison

Neither SITM nor SMTC has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SITM vs. SMTC - Drawdown Comparison

The maximum SITM drawdown since its inception was -78.12%, smaller than the maximum SMTC drawdown of -85.40%. Use the drawdown chart below to compare losses from any high point for SITM and SMTC.


Loading data...

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

Volatility

SITM vs. SMTC - Volatility Comparison

SiTime Corporation (SITM) has a higher volatility of 16.93% compared to Semtech Corporation (SMTC) at 14.85%. This indicates that SITM's price experiences larger fluctuations and is considered to be riskier than SMTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...

Financials

SITM vs. SMTC - Financials Comparison

This section allows you to compare key financial metrics between SiTime Corporation and Semtech Corporation. 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


50.00M100.00M150.00M200.00M250.00M20212022202320242025
60.31M
251.00M
(SITM) Total Revenue
(SMTC) Total Revenue
Values in USD except per share items