SOI.PA vs. COHR
SOI.PA (Soitec SA) and COHR (Coherent, Inc.) are both stocks. Both are in the Technology sector — SOI.PA in Semiconductor Equipment & Materials, COHR in Scientific & Technical Instruments. Over the past 10 years, SOI.PA returned 31.14%/yr vs 34.93%/yr for COHR. At a 0.25 correlation, their price movements are largely independent.
Performance
SOI.PA vs. COHR - Performance Comparison
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Different Trading Currencies
SOI.PA is traded in EUR, while COHR is traded in USD. To make them comparable, the COHR values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, SOI.PA achieves a 574.86% return, which is significantly higher than COHR's 131.19% return. Over the past 10 years, SOI.PA has underperformed COHR with an annualized return of 31.14%, while COHR has yielded a comparatively higher 34.93% annualized return.
SOI.PA
- 1D
- -5.55%
- 1M
- -0.89%
- YTD
- 574.86%
- 6M
- 496.87%
- 1Y
- 240.81%
- 3Y*
- 5.68%
- 5Y*
- -2.11%
- 10Y*
- 31.14%
COHR
- 1D
- 0.93%
- 1M
- 26.50%
- YTD
- 131.19%
- 6M
- 138.53%
- 1Y
- 408.17%
- 3Y*
- 117.48%
- 5Y*
- 44.87%
- 10Y*
- 34.93%
SOI.PA vs. COHR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SOI.PA Soitec SA | 574.86% | -73.39% | -46.14% | 5.86% | -28.97% | 35.09% | 70.01% | 85.18% | -14.89% | 102.21% |
COHR Coherent, Inc. | 131.19% | 71.72% | 131.99% | 20.30% | -45.45% | -3.32% | 107.01% | 6.07% | -27.62% | 38.89% |
Correlation
The correlation between SOI.PA and COHR is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Aug 28, 2007 | 0.25 |
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Return for Risk
SOI.PA vs. COHR — Risk / Return Rank
SOI.PA
COHR
SOI.PA vs. COHR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Soitec SA (SOI.PA) and Coherent, Inc. (COHR). 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.
| SOI.PA | COHR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.22 | ||
| Sortino ratioReturn per unit of downside risk | -1.30 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.59 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 4.37 | 16.06 | -11.70 |
| Martin ratioReturn relative to average drawdown | 8.52 | 44.04 | -35.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SOI.PA | COHR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.57 | 5.79 | -3.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.03 | 0.74 | -0.78 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.62 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.41 | -0.32 |
Drawdowns
SOI.PA vs. COHR - Drawdown Comparison
The maximum SOI.PA drawdown since its inception was -98.36%, which is greater than COHR's maximum drawdown of -68.97%. Use the drawdown chart below to compare losses from any high point for SOI.PA and COHR.
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Drawdown Indicators
| SOI.PA | COHR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.36% | -68.97% | -29.39% |
Max Drawdown (1Y)Largest decline over 1 year | -54.03% | -25.62% | -28.41% |
Max Drawdown (3Y)Largest decline over 3 years | -87.30% | -57.52% | -29.78% |
Max Drawdown (5Y)Largest decline over 5 years | -90.49% | -62.08% | -28.41% |
Max Drawdown (10Y)Largest decline over 10 years | -90.49% | -68.97% | -21.52% |
Current DrawdownCurrent decline from peak | -66.66% | -1.03% | -65.63% |
Average DrawdownAverage peak-to-trough decline | -75.25% | -26.23% | -49.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.86% | 9.33% | +18.53% |
Volatility
SOI.PA vs. COHR - Volatility Comparison
Soitec SA (SOI.PA) has a higher volatility of 42.19% compared to Coherent, Inc. (COHR) at 26.23%. This indicates that SOI.PA's price experiences larger fluctuations and is considered to be riskier than COHR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SOI.PA | COHR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 42.19% | 26.23% | +15.96% |
Volatility (6M)Calculated over the trailing 6-month period | 72.40% | 53.78% | +18.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 91.98% | 71.04% | +20.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.83% | 60.61% | -0.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 52.66% | 56.12% | -3.46% |
Dividends
SOI.PA vs. COHR - Dividend Comparison
Neither SOI.PA nor COHR has paid dividends to shareholders.
Financials
SOI.PA vs. COHR - Financials Comparison
This section allows you to compare key financial metrics between Soitec SA and Coherent, 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
Frequently Asked Questions
SOI.PA and COHR have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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