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

Correlation

The correlation between SLAB and CRUS is 0.52, 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.


-0.50.00.51.00.5

Performance

SLAB vs. CRUS - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
15.50%
-26.55%
SLAB
CRUS

Key characteristics

Sharpe Ratio

SLAB:

0.36

CRUS:

0.78

Sortino Ratio

SLAB:

0.83

CRUS:

1.36

Omega Ratio

SLAB:

1.10

CRUS:

1.17

Calmar Ratio

SLAB:

0.30

CRUS:

0.96

Martin Ratio

SLAB:

0.78

CRUS:

2.03

Ulcer Index

SLAB:

21.34%

CRUS:

15.00%

Daily Std Dev

SLAB:

46.60%

CRUS:

38.78%

Max Drawdown

SLAB:

-89.29%

CRUS:

-97.48%

Current Drawdown

SLAB:

-34.50%

CRUS:

-30.05%

Fundamentals

Market Cap

SLAB:

$4.47B

CRUS:

$5.42B

EPS

SLAB:

-$7.65

CRUS:

$5.88

PEG Ratio

SLAB:

3.03

CRUS:

8.09

Total Revenue (TTM)

SLAB:

$418.14M

CRUS:

$1.29B

Gross Profit (TTM)

SLAB:

$209.81M

CRUS:

$666.11M

EBITDA (TTM)

SLAB:

-$90.96M

CRUS:

$276.40M

Returns By Period

In the year-to-date period, SLAB achieves a 10.79% return, which is significantly higher than CRUS's 2.34% return. Over the past 10 years, SLAB has underperformed CRUS with an annualized return of 11.87%, while CRUS has yielded a comparatively higher 15.61% annualized return.


SLAB

YTD

10.79%

1M

4.96%

6M

15.50%

1Y

15.80%

5Y*

2.88%

10Y*

11.87%

CRUS

YTD

2.34%

1M

-3.52%

6M

-26.55%

1Y

30.47%

5Y*

3.93%

10Y*

15.61%

*Annualized

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Risk-Adjusted Performance

SLAB vs. CRUS — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SLAB
The Risk-Adjusted Performance Rank of SLAB is 5858
Overall Rank
The Sharpe Ratio Rank of SLAB is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of SLAB is 5656
Sortino Ratio Rank
The Omega Ratio Rank of SLAB is 5454
Omega Ratio Rank
The Calmar Ratio Rank of SLAB is 6262
Calmar Ratio Rank
The Martin Ratio Rank of SLAB is 5757
Martin Ratio Rank

CRUS
The Risk-Adjusted Performance Rank of CRUS is 7373
Overall Rank
The Sharpe Ratio Rank of CRUS is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of CRUS is 7171
Sortino Ratio Rank
The Omega Ratio Rank of CRUS is 6969
Omega Ratio Rank
The Calmar Ratio Rank of CRUS is 8080
Calmar Ratio Rank
The Martin Ratio Rank of CRUS is 6969
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.

SLAB vs. CRUS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Silicon Laboratories Inc. (SLAB) and Cirrus Logic, Inc. (CRUS). 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 0.36, compared to the broader market-2.000.002.000.360.78
The chart of Sortino ratio for SLAB, currently valued at 0.83, compared to the broader market-4.00-2.000.002.004.000.831.36
The chart of Omega ratio for SLAB, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.17
The chart of Calmar ratio for SLAB, currently valued at 0.30, compared to the broader market0.002.004.006.000.300.96
The chart of Martin ratio for SLAB, currently valued at 0.78, compared to the broader market-30.00-20.00-10.000.0010.0020.000.782.03
SLAB
CRUS

The current SLAB Sharpe Ratio is 0.36, which is lower than the CRUS Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of SLAB and CRUS, 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-1.00-0.500.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
0.36
0.78
SLAB
CRUS

Dividends

SLAB vs. CRUS - Dividend Comparison

Neither SLAB nor CRUS has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SLAB vs. CRUS - Drawdown Comparison

The maximum SLAB drawdown since its inception was -89.29%, smaller than the maximum CRUS drawdown of -97.48%. Use the drawdown chart below to compare losses from any high point for SLAB and CRUS. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-34.50%
-30.05%
SLAB
CRUS

Volatility

SLAB vs. CRUS - Volatility Comparison

Silicon Laboratories Inc. (SLAB) has a higher volatility of 9.69% compared to Cirrus Logic, Inc. (CRUS) at 7.52%. This indicates that SLAB's price experiences larger fluctuations and is considered to be riskier than CRUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
9.69%
7.52%
SLAB
CRUS

Financials

SLAB vs. CRUS - Financials Comparison

This section allows you to compare key financial metrics between Silicon Laboratories Inc. and Cirrus Logic, 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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