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SLAB vs. AAPL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SLAB and AAPL is 0.42, 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.


-0.50.00.51.00.4

Performance

SLAB vs. AAPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Silicon Laboratories Inc. (SLAB) and Apple Inc (AAPL). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
13.30%
20.66%
SLAB
AAPL

Key characteristics

Sharpe Ratio

SLAB:

0.01

AAPL:

1.22

Sortino Ratio

SLAB:

0.36

AAPL:

1.83

Omega Ratio

SLAB:

1.04

AAPL:

1.23

Calmar Ratio

SLAB:

0.01

AAPL:

1.65

Martin Ratio

SLAB:

0.03

AAPL:

4.30

Ulcer Index

SLAB:

21.16%

AAPL:

6.39%

Daily Std Dev

SLAB:

47.03%

AAPL:

22.53%

Max Drawdown

SLAB:

-89.29%

AAPL:

-81.80%

Current Drawdown

SLAB:

-39.42%

AAPL:

-1.46%

Fundamentals

Market Cap

SLAB:

$4.18B

AAPL:

$3.83T

EPS

SLAB:

-$7.41

AAPL:

$6.08

PEG Ratio

SLAB:

3.03

AAPL:

2.62

Total Revenue (TTM)

SLAB:

$504.98M

AAPL:

$391.04B

Gross Profit (TTM)

SLAB:

$259.94M

AAPL:

$180.68B

EBITDA (TTM)

SLAB:

-$147.53M

AAPL:

$134.66B

Returns By Period

In the year-to-date period, SLAB achieves a -3.77% return, which is significantly lower than AAPL's 30.38% return. Over the past 10 years, SLAB has underperformed AAPL with an annualized return of 10.22%, while AAPL has yielded a comparatively higher 25.86% annualized return.


SLAB

YTD

-3.77%

1M

29.35%

6M

12.16%

1Y

0.57%

5Y*

1.95%

10Y*

10.22%

AAPL

YTD

30.38%

1M

9.42%

6M

19.40%

1Y

28.84%

5Y*

29.91%

10Y*

25.86%

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

SLAB vs. AAPL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Silicon Laboratories Inc. (SLAB) and Apple Inc (AAPL). 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 SLAB, currently valued at 0.01, compared to the broader market-4.00-2.000.002.000.011.28
The chart of Sortino ratio for SLAB, currently valued at 0.36, compared to the broader market-4.00-2.000.002.004.000.361.91
The chart of Omega ratio for SLAB, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.24
The chart of Calmar ratio for SLAB, currently valued at 0.01, compared to the broader market0.002.004.006.000.011.74
The chart of Martin ratio for SLAB, currently valued at 0.03, compared to the broader market0.0010.0020.000.034.51
SLAB
AAPL

The current SLAB Sharpe Ratio is 0.01, which is lower than the AAPL Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of SLAB and AAPL, 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-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.01
1.28
SLAB
AAPL

Dividends

SLAB vs. AAPL - Dividend Comparison

SLAB has not paid dividends to shareholders, while AAPL's dividend yield for the trailing twelve months is around 0.40%.


TTM20232022202120202019201820172016201520142013
SLAB
Silicon Laboratories Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AAPL
Apple Inc
0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%

Drawdowns

SLAB vs. AAPL - Drawdown Comparison

The maximum SLAB drawdown since its inception was -89.29%, which is greater than AAPL's maximum drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for SLAB and AAPL. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-39.42%
-1.46%
SLAB
AAPL

Volatility

SLAB vs. AAPL - Volatility Comparison

Silicon Laboratories Inc. (SLAB) has a higher volatility of 14.56% compared to Apple Inc (AAPL) at 3.80%. This indicates that SLAB's price experiences larger fluctuations and is considered to be riskier than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
14.56%
3.80%
SLAB
AAPL

Financials

SLAB vs. AAPL - Financials Comparison

This section allows you to compare key financial metrics between Silicon Laboratories Inc. and Apple 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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