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

Correlation

The correlation between SLAB and SMTC is 0.63, 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

SLAB vs. SMTC - Performance Comparison

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

0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
13.30%
115.86%
SLAB
SMTC

Key characteristics

Sharpe Ratio

SLAB:

0.01

SMTC:

3.34

Sortino Ratio

SLAB:

0.36

SMTC:

3.42

Omega Ratio

SLAB:

1.04

SMTC:

1.44

Calmar Ratio

SLAB:

0.01

SMTC:

2.63

Martin Ratio

SLAB:

0.03

SMTC:

17.44

Ulcer Index

SLAB:

21.16%

SMTC:

12.03%

Daily Std Dev

SLAB:

47.03%

SMTC:

62.86%

Max Drawdown

SLAB:

-89.29%

SMTC:

-85.40%

Current Drawdown

SLAB:

-39.42%

SMTC:

-29.27%

Fundamentals

Market Cap

SLAB:

$4.18B

SMTC:

$5.66B

EPS

SLAB:

-$7.41

SMTC:

-$12.95

PEG Ratio

SLAB:

3.03

SMTC:

1.85

Total Revenue (TTM)

SLAB:

$504.98M

SMTC:

$851.23M

Gross Profit (TTM)

SLAB:

$259.94M

SMTC:

$416.81M

EBITDA (TTM)

SLAB:

-$147.53M

SMTC:

-$694.60M

Returns By Period

In the year-to-date period, SLAB achieves a -3.77% return, which is significantly lower than SMTC's 196.94% return. Over the past 10 years, SLAB has outperformed SMTC with an annualized return of 10.22%, while SMTC has yielded a comparatively lower 8.87% annualized return.


SLAB

YTD

-3.77%

1M

29.35%

6M

12.16%

1Y

0.57%

5Y*

1.95%

10Y*

10.22%

SMTC

YTD

196.94%

1M

37.72%

6M

120.69%

1Y

209.81%

5Y*

4.79%

10Y*

8.87%

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Risk-Adjusted Performance

SLAB vs. SMTC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Silicon Laboratories Inc. (SLAB) 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 SLAB, currently valued at 0.01, compared to the broader market-4.00-2.000.002.000.013.34
The chart of Sortino ratio for SLAB, currently valued at 0.36, compared to the broader market-4.00-2.000.002.004.000.363.42
The chart of Omega ratio for SLAB, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.44
The chart of Calmar ratio for SLAB, currently valued at 0.01, compared to the broader market0.002.004.006.000.012.63
The chart of Martin ratio for SLAB, currently valued at 0.03, compared to the broader market0.0010.0020.000.0317.44
SLAB
SMTC

The current SLAB Sharpe Ratio is 0.01, which is lower than the SMTC Sharpe Ratio of 3.34. The chart below compares the historical Sharpe Ratios of SLAB 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 Ratio-1.000.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
0.01
3.34
SLAB
SMTC

Dividends

SLAB vs. SMTC - Dividend Comparison

Neither SLAB nor SMTC has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SLAB vs. SMTC - Drawdown Comparison

The maximum SLAB drawdown since its inception was -89.29%, roughly equal to the maximum SMTC drawdown of -85.40%. Use the drawdown chart below to compare losses from any high point for SLAB and SMTC. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-39.42%
-29.27%
SLAB
SMTC

Volatility

SLAB vs. SMTC - Volatility Comparison

The current volatility for Silicon Laboratories Inc. (SLAB) is 14.56%, while Semtech Corporation (SMTC) has a volatility of 21.69%. This indicates that SLAB 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
14.56%
21.69%
SLAB
SMTC

Financials

SLAB vs. SMTC - Financials Comparison

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