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

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.


-0.50.00.51.00.6

Performance

SMTC vs. SLAB - Performance Comparison

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

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

Key characteristics

Sharpe Ratio

SMTC:

3.34

SLAB:

0.01

Sortino Ratio

SMTC:

3.42

SLAB:

0.36

Omega Ratio

SMTC:

1.44

SLAB:

1.04

Calmar Ratio

SMTC:

2.63

SLAB:

0.01

Martin Ratio

SMTC:

17.44

SLAB:

0.03

Ulcer Index

SMTC:

12.03%

SLAB:

21.16%

Daily Std Dev

SMTC:

62.86%

SLAB:

47.03%

Max Drawdown

SMTC:

-85.40%

SLAB:

-89.29%

Current Drawdown

SMTC:

-29.27%

SLAB:

-39.42%

Fundamentals

Market Cap

SMTC:

$5.66B

SLAB:

$4.18B

EPS

SMTC:

-$12.95

SLAB:

-$7.41

PEG Ratio

SMTC:

1.85

SLAB:

3.03

Total Revenue (TTM)

SMTC:

$851.23M

SLAB:

$504.98M

Gross Profit (TTM)

SMTC:

$416.81M

SLAB:

$259.94M

EBITDA (TTM)

SMTC:

-$694.60M

SLAB:

-$147.53M

Returns By Period

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


SMTC

YTD

196.94%

1M

37.72%

6M

120.69%

1Y

209.81%

5Y*

4.79%

10Y*

8.87%

SLAB

YTD

-3.77%

1M

29.35%

6M

12.16%

1Y

0.57%

5Y*

1.95%

10Y*

10.22%

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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.


Sharpe ratio
The chart of Sharpe ratio for SMTC, currently valued at 3.34, compared to the broader market-4.00-2.000.002.003.340.01
The chart of Sortino ratio for SMTC, currently valued at 3.42, compared to the broader market-4.00-2.000.002.004.003.420.36
The chart of Omega ratio for SMTC, currently valued at 1.44, compared to the broader market0.501.001.502.001.441.04
The chart of Calmar ratio for SMTC, currently valued at 2.63, compared to the broader market0.002.004.006.002.630.01
The chart of Martin ratio for SMTC, currently valued at 17.44, compared to the broader market-5.000.005.0010.0015.0020.0025.0017.440.03
SMTC
SLAB

The current SMTC Sharpe Ratio is 3.34, which is higher than the SLAB Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of SMTC and SLAB, 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
3.34
0.01
SMTC
SLAB

Dividends

SMTC vs. SLAB - Dividend Comparison

Neither SMTC nor SLAB has paid dividends to shareholders.


Tickers have no history of dividend payments

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.


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

Volatility

SMTC vs. SLAB - Volatility Comparison

Semtech Corporation (SMTC) has a higher volatility of 21.69% compared to Silicon Laboratories Inc. (SLAB) at 14.56%. This indicates that SMTC's price experiences larger fluctuations and is considered to be riskier than SLAB 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
21.69%
14.56%
SMTC
SLAB

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.


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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