SMTC vs. SLAB
Compare and contrast key facts about Semtech Corporation (SMTC) and Silicon Laboratories Inc. (SLAB).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SMTC or SLAB.
Key characteristics
| SMTC | SLAB | |
|---|---|---|
| YTD Return | 116.02% | -20.72% |
| 1Y Return | 198.24% | 1.69% |
| 3Y Return (Ann) | -19.27% | -20.32% |
| 5Y Return (Ann) | -2.02% | -0.86% |
| 10Y Return (Ann) | 6.86% | 8.96% |
| Sharpe Ratio | 3.35 | 0.10 |
| Sortino Ratio | 3.45 | 0.48 |
| Omega Ratio | 1.45 | 1.06 |
| Calmar Ratio | 2.46 | 0.08 |
| Martin Ratio | 17.09 | 0.23 |
| Ulcer Index | 12.05% | 19.64% |
| Daily Std Dev | 61.41% | 46.23% |
| Max Drawdown | -85.40% | -89.29% |
| Current Drawdown | -48.55% | -50.09% |
Fundamentals
| SMTC | SLAB | |
|---|---|---|
| Market Cap | $3.70B | $3.41B |
| EPS | -$13.58 | -$7.41 |
| PEG Ratio | 1.67 | 3.03 |
| Total Revenue (TTM) | $614.41M | $504.98M |
| Gross Profit (TTM) | $295.56M | $259.94M |
| EBITDA (TTM) | $53.98M | -$171.74M |
Correlation
The correlation between SMTC and SLAB 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.
Performance
SMTC vs. SLAB - Performance Comparison
In the year-to-date period, SMTC achieves a 116.02% return, which is significantly higher than SLAB's -20.72% return. Over the past 10 years, SMTC has underperformed SLAB with an annualized return of 6.86%, while SLAB has yielded a comparatively higher 8.96% 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
SMTC vs. SLAB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Semtech Corporation (SMTC) and Silicon Laboratories Inc. (SLAB). 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
SMTC vs. SLAB - Dividend Comparison
Neither SMTC nor SLAB has paid dividends to shareholders.
Drawdowns
SMTC vs. SLAB - Drawdown Comparison
The maximum SMTC drawdown since its inception was -85.40%, roughly equal to the maximum SLAB drawdown of -89.29%. Use the drawdown chart below to compare losses from any high point for SMTC and SLAB. For additional features, visit the drawdowns tool.
Volatility
SMTC vs. SLAB - Volatility Comparison
Semtech Corporation (SMTC) and Silicon Laboratories Inc. (SLAB) have volatilities of 15.75% and 15.84%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Financials
SMTC vs. SLAB - Financials Comparison
This section allows you to compare key financial metrics between Semtech Corporation and Silicon Laboratories 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