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

Correlation

The correlation between SLAB and UMC is 0.43, 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. UMC - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
13.30%
-22.46%
SLAB
UMC

Key characteristics

Sharpe Ratio

SLAB:

0.01

UMC:

-0.38

Sortino Ratio

SLAB:

0.36

UMC:

-0.37

Omega Ratio

SLAB:

1.04

UMC:

0.96

Calmar Ratio

SLAB:

0.01

UMC:

-0.32

Martin Ratio

SLAB:

0.03

UMC:

-1.07

Ulcer Index

SLAB:

21.16%

UMC:

11.48%

Daily Std Dev

SLAB:

47.03%

UMC:

32.13%

Max Drawdown

SLAB:

-89.29%

UMC:

-85.96%

Current Drawdown

SLAB:

-39.42%

UMC:

-37.12%

Fundamentals

Market Cap

SLAB:

$4.18B

UMC:

$16.47B

EPS

SLAB:

-$7.41

UMC:

$0.63

PEG Ratio

SLAB:

3.03

UMC:

1.36

Total Revenue (TTM)

SLAB:

$504.98M

UMC:

$226.87B

Gross Profit (TTM)

SLAB:

$259.94M

UMC:

$72.60B

EBITDA (TTM)

SLAB:

-$147.53M

UMC:

$98.34B

Returns By Period

In the year-to-date period, SLAB achieves a -3.77% return, which is significantly higher than UMC's -18.88% return. Over the past 10 years, SLAB has underperformed UMC with an annualized return of 10.22%, while UMC has yielded a comparatively higher 16.59% annualized return.


SLAB

YTD

-3.77%

1M

29.35%

6M

12.16%

1Y

0.57%

5Y*

1.95%

10Y*

10.22%

UMC

YTD

-18.88%

1M

-6.88%

6M

-22.98%

1Y

-12.24%

5Y*

25.80%

10Y*

16.59%

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Risk-Adjusted Performance

SLAB vs. UMC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Silicon Laboratories Inc. (SLAB) and United Microelectronics Corporation (UMC). 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-4.00-2.000.002.000.01-0.38
The chart of Sortino ratio for SLAB, currently valued at 0.36, compared to the broader market-4.00-2.000.002.004.000.36-0.37
The chart of Omega ratio for SLAB, currently valued at 1.04, compared to the broader market0.501.001.502.001.040.96
The chart of Calmar ratio for SLAB, currently valued at 0.01, compared to the broader market0.002.004.006.000.01-0.32
The chart of Martin ratio for SLAB, currently valued at 0.03, compared to the broader market0.0010.0020.000.03-1.07
SLAB
UMC

The current SLAB Sharpe Ratio is 0.01, which is higher than the UMC Sharpe Ratio of -0.38. The chart below compares the historical Sharpe Ratios of SLAB and UMC, 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-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.01
-0.38
SLAB
UMC

Dividends

SLAB vs. UMC - Dividend Comparison

SLAB has not paid dividends to shareholders, while UMC's dividend yield for the trailing twelve months is around 7.12%.


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%
UMC
United Microelectronics Corporation
7.12%6.93%7.92%2.44%1.61%3.51%6.59%3.47%5.03%4.73%3.66%3.33%

Drawdowns

SLAB vs. UMC - Drawdown Comparison

The maximum SLAB drawdown since its inception was -89.29%, roughly equal to the maximum UMC drawdown of -85.96%. Use the drawdown chart below to compare losses from any high point for SLAB and UMC. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-39.42%
-37.12%
SLAB
UMC

Volatility

SLAB vs. UMC - Volatility Comparison

Silicon Laboratories Inc. (SLAB) has a higher volatility of 14.56% compared to United Microelectronics Corporation (UMC) at 6.53%. This indicates that SLAB's price experiences larger fluctuations and is considered to be riskier than UMC 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%
6.53%
SLAB
UMC

Financials

SLAB vs. UMC - Financials Comparison

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