SLAB vs. POWI
Compare and contrast key facts about Silicon Laboratories Inc. (SLAB) and Power Integrations, Inc. (POWI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SLAB or POWI.
Key characteristics
| SLAB | POWI | |
|---|---|---|
| YTD Return | -20.72% | -23.71% |
| 1Y Return | 1.69% | -19.49% |
| 3Y Return (Ann) | -20.32% | -15.51% |
| 5Y Return (Ann) | -0.86% | 6.96% |
| 10Y Return (Ann) | 8.96% | 10.56% |
| Sharpe Ratio | 0.10 | -0.48 |
| Sortino Ratio | 0.48 | -0.49 |
| Omega Ratio | 1.06 | 0.94 |
| Calmar Ratio | 0.08 | -0.39 |
| Martin Ratio | 0.23 | -0.92 |
| Ulcer Index | 19.64% | 19.32% |
| Daily Std Dev | 46.23% | 37.15% |
| Max Drawdown | -89.29% | -85.76% |
| Current Drawdown | -50.09% | -42.00% |
Fundamentals
| SLAB | POWI | |
|---|---|---|
| Market Cap | $3.41B | $3.64B |
| EPS | -$7.41 | $0.65 |
| PEG Ratio | 3.03 | 1.70 |
| Total Revenue (TTM) | $504.98M | $403.23M |
| Gross Profit (TTM) | $259.94M | $213.69M |
| EBITDA (TTM) | -$171.74M | $40.36M |
Correlation
The correlation between SLAB and POWI 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.
Performance
SLAB vs. POWI - Performance Comparison
In the year-to-date period, SLAB achieves a -20.72% return, which is significantly higher than POWI's -23.71% return. Over the past 10 years, SLAB has underperformed POWI with an annualized return of 8.96%, while POWI has yielded a comparatively higher 10.56% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SLAB vs. POWI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Silicon Laboratories Inc. (SLAB) 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.
Dividends
SLAB vs. POWI - Dividend Comparison
SLAB has not paid dividends to shareholders, while POWI's dividend yield for the trailing twelve months is around 1.29%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
POWI Power Integrations, Inc. | 1.29% | 0.94% | 1.00% | 0.58% | 0.51% | 0.71% | 1.05% | 0.76% | 0.77% | 0.99% | 0.85% | 0.57% |
Drawdowns
SLAB vs. POWI - Drawdown Comparison
The maximum SLAB drawdown since its inception was -89.29%, roughly equal to the maximum POWI drawdown of -85.76%. Use the drawdown chart below to compare losses from any high point for SLAB and POWI. For additional features, visit the drawdowns tool.
Volatility
SLAB vs. POWI - Volatility Comparison
Silicon Laboratories Inc. (SLAB) has a higher volatility of 15.84% compared to Power Integrations, Inc. (POWI) at 9.91%. This indicates that SLAB'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.
Financials
SLAB vs. POWI - Financials Comparison
This section allows you to compare key financial metrics between Silicon Laboratories Inc. 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.
Total Revenue: Total amount of money received from sales and other business activities