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SMCI vs. STX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SMCI and STX is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

SMCI vs. STX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Super Micro Computer, Inc. (SMCI) and Seagate Technology plc (STX). The values are adjusted to include any dividend payments, if applicable.

-80.00%-60.00%-40.00%-20.00%0.00%20.00%AugustSeptemberOctoberNovemberDecember
-63.78%
-13.43%
SMCI
STX

Key characteristics

Sharpe Ratio

SMCI:

0.04

STX:

0.09

Sortino Ratio

SMCI:

0.99

STX:

0.34

Omega Ratio

SMCI:

1.13

STX:

1.04

Calmar Ratio

SMCI:

0.06

STX:

0.11

Martin Ratio

SMCI:

0.11

STX:

0.31

Ulcer Index

SMCI:

45.83%

STX:

8.49%

Daily Std Dev

SMCI:

120.05%

STX:

30.71%

Max Drawdown

SMCI:

-84.84%

STX:

-88.74%

Current Drawdown

SMCI:

-74.18%

STX:

-22.61%

Fundamentals

Market Cap

SMCI:

$18.73B

STX:

$18.49B

EPS

SMCI:

$2.01

STX:

$3.87

PE Ratio

SMCI:

15.91

STX:

22.58

PEG Ratio

SMCI:

0.76

STX:

0.28

Total Revenue (TTM)

SMCI:

$12.82B

STX:

$7.27B

Gross Profit (TTM)

SMCI:

$1.76B

STX:

$2.10B

EBITDA (TTM)

SMCI:

$1.13B

STX:

$1.49B

Returns By Period

In the year-to-date period, SMCI achieves a 7.93% return, which is significantly higher than STX's 4.35% return. Over the past 10 years, SMCI has outperformed STX with an annualized return of 24.41%, while STX has yielded a comparatively lower 7.93% annualized return.


SMCI

YTD

7.93%

1M

-6.00%

6M

-62.23%

1Y

7.93%

5Y*

66.64%

10Y*

24.41%

STX

YTD

4.35%

1M

-13.97%

6M

-14.33%

1Y

4.35%

5Y*

12.14%

10Y*

7.93%

*Annualized

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Risk-Adjusted Performance

SMCI vs. STX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Super Micro Computer, Inc. (SMCI) and Seagate Technology plc (STX). 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 SMCI, currently valued at 0.04, compared to the broader market-4.00-2.000.002.000.040.09
The chart of Sortino ratio for SMCI, currently valued at 0.99, compared to the broader market-4.00-2.000.002.004.000.990.34
The chart of Omega ratio for SMCI, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.04
The chart of Calmar ratio for SMCI, currently valued at 0.06, compared to the broader market0.002.004.006.000.060.11
The chart of Martin ratio for SMCI, currently valued at 0.11, compared to the broader market0.005.0010.0015.0020.0025.000.110.31
SMCI
STX

The current SMCI Sharpe Ratio is 0.04, which is lower than the STX Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of SMCI and STX, 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-0.500.000.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember
0.04
0.09
SMCI
STX

Dividends

SMCI vs. STX - Dividend Comparison

SMCI has not paid dividends to shareholders, while STX's dividend yield for the trailing twelve months is around 3.26%.


TTM2023202220212020201920182017201620152014
SMCI
Super Micro Computer, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
STX
Seagate Technology plc
3.26%3.28%5.32%2.40%4.21%4.27%6.53%6.02%6.60%6.14%2.75%

Drawdowns

SMCI vs. STX - Drawdown Comparison

The maximum SMCI drawdown since its inception was -84.84%, roughly equal to the maximum STX drawdown of -88.74%. Use the drawdown chart below to compare losses from any high point for SMCI and STX. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember
-74.18%
-22.61%
SMCI
STX

Volatility

SMCI vs. STX - Volatility Comparison

Super Micro Computer, Inc. (SMCI) has a higher volatility of 33.66% compared to Seagate Technology plc (STX) at 7.75%. This indicates that SMCI's price experiences larger fluctuations and is considered to be riskier than STX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%60.00%70.00%AugustSeptemberOctoberNovemberDecember
33.66%
7.75%
SMCI
STX

Financials

SMCI vs. STX - Financials Comparison

This section allows you to compare key financial metrics between Super Micro Computer, Inc. and Seagate Technology plc. 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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