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

Correlation

The correlation between SITM and SMTC is 0.58, 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. 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.

0.00%500.00%1,000.00%1,500.00%2,000.00%JulyAugustSeptemberOctoberNovemberDecember
1,643.77%
27.63%
SITM
SMTC

Key characteristics

Sharpe Ratio

SITM:

1.19

SMTC:

2.93

Sortino Ratio

SITM:

2.08

SMTC:

3.19

Omega Ratio

SITM:

1.24

SMTC:

1.40

Calmar Ratio

SITM:

0.99

SMTC:

2.31

Martin Ratio

SITM:

4.51

SMTC:

15.38

Ulcer Index

SITM:

17.23%

SMTC:

12.01%

Daily Std Dev

SITM:

65.07%

SMTC:

62.99%

Max Drawdown

SITM:

-78.12%

SMTC:

-85.40%

Current Drawdown

SITM:

-32.33%

SMTC:

-31.60%

Fundamentals

Market Cap

SITM:

$5.80B

SMTC:

$5.66B

EPS

SITM:

-$4.15

SMTC:

-$12.95

PEG Ratio

SITM:

3.38

SMTC:

1.85

Total Revenue (TTM)

SITM:

$176.99M

SMTC:

$851.23M

Gross Profit (TTM)

SITM:

$92.34M

SMTC:

$416.81M

EBITDA (TTM)

SITM:

-$74.58M

SMTC:

-$694.60M

Returns By Period

In the year-to-date period, SITM achieves a 85.69% return, which is significantly lower than SMTC's 187.17% return.


SITM

YTD

85.69%

1M

13.38%

6M

88.70%

1Y

81.96%

5Y*

60.21%

10Y*

N/A

SMTC

YTD

187.17%

1M

37.26%

6M

113.29%

1Y

189.95%

5Y*

4.10%

10Y*

8.73%

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for SITM, currently valued at 1.19, compared to the broader market-4.00-2.000.002.001.192.93
The chart of Sortino ratio for SITM, currently valued at 2.08, compared to the broader market-4.00-2.000.002.004.002.083.19
The chart of Omega ratio for SITM, currently valued at 1.24, compared to the broader market0.501.001.502.001.241.40
The chart of Calmar ratio for SITM, currently valued at 0.99, compared to the broader market0.002.004.006.000.992.31
The chart of Martin ratio for SITM, currently valued at 4.51, compared to the broader market0.0010.0020.004.5115.38
SITM
SMTC

The current SITM Sharpe Ratio is 1.19, which is lower than the SMTC Sharpe Ratio of 2.93. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
1.19
2.93
SITM
SMTC

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. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-32.33%
-31.60%
SITM
SMTC

Volatility

SITM vs. SMTC - Volatility Comparison

The current volatility for SiTime Corporation (SITM) is 17.92%, while Semtech Corporation (SMTC) has a volatility of 21.89%. This indicates that SITM experiences smaller price fluctuations and is considered to be less risky than SMTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
17.92%
21.89%
SITM
SMTC

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


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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