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

Correlation

The correlation between SLAB and STM is 0.56, 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. STM - Performance Comparison

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

-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
22.13%
-36.03%
SLAB
STM

Key characteristics

Sharpe Ratio

SLAB:

0.33

STM:

-1.01

Sortino Ratio

SLAB:

0.80

STM:

-1.39

Omega Ratio

SLAB:

1.09

STM:

0.83

Calmar Ratio

SLAB:

0.28

STM:

-0.72

Martin Ratio

SLAB:

0.72

STM:

-1.28

Ulcer Index

SLAB:

21.36%

STM:

31.04%

Daily Std Dev

SLAB:

46.74%

STM:

39.23%

Max Drawdown

SLAB:

-89.29%

STM:

-94.40%

Current Drawdown

SLAB:

-35.86%

STM:

-52.61%

Fundamentals

Market Cap

SLAB:

$4.37B

STM:

$22.77B

EPS

SLAB:

-$7.53

STM:

$2.50

PEG Ratio

SLAB:

3.03

STM:

19.08

Total Revenue (TTM)

SLAB:

$418.14M

STM:

$9.95B

Gross Profit (TTM)

SLAB:

$209.81M

STM:

$3.97B

EBITDA (TTM)

SLAB:

-$90.96M

STM:

$2.63B

Returns By Period

In the year-to-date period, SLAB achieves a 8.48% return, which is significantly higher than STM's 1.60% return. Over the past 10 years, SLAB has underperformed STM with an annualized return of 11.59%, while STM has yielded a comparatively higher 14.07% annualized return.


SLAB

YTD

8.48%

1M

9.71%

6M

22.13%

1Y

10.26%

5Y*

2.45%

10Y*

11.59%

STM

YTD

1.60%

1M

1.68%

6M

-36.03%

1Y

-41.73%

5Y*

-1.18%

10Y*

14.07%

*Annualized

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Risk-Adjusted Performance

SLAB vs. STM — 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 5555
Overall Rank
The Sharpe Ratio Rank of SLAB is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of SLAB is 5454
Sortino Ratio Rank
The Omega Ratio Rank of SLAB is 5151
Omega Ratio Rank
The Calmar Ratio Rank of SLAB is 5959
Calmar Ratio Rank
The Martin Ratio Rank of SLAB is 5555
Martin Ratio Rank

STM
The Risk-Adjusted Performance Rank of STM is 77
Overall Rank
The Sharpe Ratio Rank of STM is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of STM is 66
Sortino Ratio Rank
The Omega Ratio Rank of STM is 77
Omega Ratio Rank
The Calmar Ratio Rank of STM is 77
Calmar Ratio Rank
The Martin Ratio Rank of STM is 1212
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. STM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Silicon Laboratories Inc. (SLAB) and STMicroelectronics N.V. (STM). 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 0.33, compared to the broader market-2.000.002.004.000.33-1.01
The chart of Sortino ratio for SLAB, currently valued at 0.80, compared to the broader market-4.00-2.000.002.004.006.000.80-1.39
The chart of Omega ratio for SLAB, currently valued at 1.09, compared to the broader market0.501.001.502.001.090.83
The chart of Calmar ratio for SLAB, currently valued at 0.28, compared to the broader market0.002.004.006.000.28-0.72
The chart of Martin ratio for SLAB, currently valued at 0.72, compared to the broader market-10.000.0010.0020.000.72-1.28
SLAB
STM

The current SLAB Sharpe Ratio is 0.33, which is higher than the STM Sharpe Ratio of -1.01. The chart below compares the historical Sharpe Ratios of SLAB and STM, 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-1.00-0.500.000.50AugustSeptemberOctoberNovemberDecember2025
0.33
-1.01
SLAB
STM

Dividends

SLAB vs. STM - Dividend Comparison

SLAB has not paid dividends to shareholders, while STM's dividend yield for the trailing twelve months is around 1.30%.


TTM20242023202220212020201920182017201620152014
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%
STM
STMicroelectronics N.V.
1.30%1.32%0.48%0.82%0.45%0.50%0.86%1.47%0.93%2.10%5.11%4.55%

Drawdowns

SLAB vs. STM - Drawdown Comparison

The maximum SLAB drawdown since its inception was -89.29%, smaller than the maximum STM drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for SLAB and STM. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%AugustSeptemberOctoberNovemberDecember2025
-35.86%
-52.61%
SLAB
STM

Volatility

SLAB vs. STM - Volatility Comparison

The current volatility for Silicon Laboratories Inc. (SLAB) is 10.41%, while STMicroelectronics N.V. (STM) has a volatility of 11.87%. This indicates that SLAB experiences smaller price fluctuations and is considered to be less risky than STM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
10.41%
11.87%
SLAB
STM

Financials

SLAB vs. STM - Financials Comparison

This section allows you to compare key financial metrics between Silicon Laboratories Inc. and STMicroelectronics N.V.. 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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