ST vs. ADI
ST (Sensata Technologies Holding plc) and ADI (Analog Devices, Inc.) are both stocks. Both are in the Technology sector — ST in Scientific & Technical Instruments, ADI in Semiconductors. Over the past 10 years, ST returned 4.32%/yr vs 24.70%/yr for ADI. A 0.56 correlation means they provide meaningful diversification when combined.
Performance
ST vs. ADI - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both investments are quite close, with ST having a 61.83% return and ADI slightly higher at 62.33%. Over the past 10 years, ST has underperformed ADI with an annualized return of 4.32%, while ADI has yielded a comparatively higher 24.70% annualized return.
ST
- 1D
- 0.79%
- 1M
- 30.55%
- YTD
- 61.83%
- 6M
- 63.80%
- 1Y
- 104.55%
- 3Y*
- 9.18%
- 5Y*
- -1.48%
- 10Y*
- 4.32%
ADI
- 1D
- 3.42%
- 1M
- 10.54%
- YTD
- 62.33%
- 6M
- 58.78%
- 1Y
- 103.99%
- 3Y*
- 36.71%
- 5Y*
- 23.53%
- 10Y*
- 24.70%
ST vs. ADI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ST Sensata Technologies Holding plc | 61.83% | 23.53% | -26.08% | -5.87% | -34.05% | 16.97% | -2.10% | 20.14% | -12.27% | 31.22% |
ADI Analog Devices, Inc. | 62.33% | 29.75% | 8.82% | 23.36% | -4.91% | 20.96% | 26.87% | 41.31% | -1.64% | 25.30% |
Correlation
The correlation between ST and ADI is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Mar 12, 2010 | 0.56 |
The correlation between ST and ADI has been stable across timeframes, ranging from 0.56 to 0.64 - a consistent structural relationship.
Fundamentals
ST:
$7.85B
ADI:
$214.66B
ST:
$0.33
ADI:
$6.72
ST:
162.08
ADI:
65.12
ST:
2.11
ADI:
16.94
ST:
2.75
ADI:
6.36
ST:
$3.73B
ADI:
$12.74B
ST:
$1.04B
ADI:
$8.22B
ST:
$711.50M
ADI:
$6.19B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ST vs. ADI — Risk / Return Rank
ST
ADI
ST vs. ADI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sensata Technologies Holding plc (ST) and Analog Devices, Inc. (ADI). 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.
| ST | ADI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.70 | ||
| Sortino ratioReturn per unit of downside risk | -0.73 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.52 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 7.22 | 6.65 | +0.57 |
| Martin ratioReturn relative to average drawdown | 18.27 | 18.71 | -0.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| ST | ADI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.69 | 3.39 | -0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.04 | 0.72 | -0.76 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.12 | 0.76 | -0.63 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.34 | -0.12 |
Drawdowns
ST vs. ADI - Drawdown Comparison
The maximum ST drawdown since its inception was -71.75%, smaller than the maximum ADI drawdown of -82.88%. Use the drawdown chart below to compare losses from any high point for ST and ADI.
Loading charts...
Drawdown Indicators
| ST | ADI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.75% | -82.88% | +11.13% |
Max Drawdown (1Y)Largest decline over 1 year | -14.56% | -15.73% | +1.17% |
Max Drawdown (3Y)Largest decline over 3 years | -61.56% | -32.20% | -29.36% |
Max Drawdown (5Y)Largest decline over 5 years | -71.75% | -32.20% | -39.55% |
Max Drawdown (10Y)Largest decline over 10 years | -71.75% | -33.62% | -38.13% |
Current DrawdownCurrent decline from peak | -12.93% | 0.00% | -12.93% |
Average DrawdownAverage peak-to-trough decline | -22.79% | -33.93% | +11.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.74% | 5.58% | +0.16% |
Volatility
ST vs. ADI - Volatility Comparison
Sensata Technologies Holding plc (ST) has a higher volatility of 14.88% compared to Analog Devices, Inc. (ADI) at 12.61%. This indicates that ST's price experiences larger fluctuations and is considered to be riskier than ADI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ST | ADI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.88% | 12.61% | +2.27% |
Volatility (6M)Calculated over the trailing 6-month period | 29.24% | 23.79% | +5.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.23% | 30.90% | +8.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.54% | 32.91% | +3.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.87% | 32.67% | +2.20% |
Dividends
ST vs. ADI - Dividend Comparison
ST's dividend yield for the trailing twelve months is around 0.90%, less than ADI's 1.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADI Analog Devices, Inc. | 1.18% | 1.46% | 1.73% | 1.73% | 1.85% | 1.57% | 1.68% | 1.82% | 2.24% | 2.02% | 2.31% | 2.89% |
ST Sensata Technologies Holding plc | 0.90% | 1.44% | 1.75% | 1.25% | 0.82% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
ST vs. ADI - Financials Comparison
This section allows you to compare key financial metrics between Sensata Technologies Holding plc and Analog Devices, 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
ST vs. ADI - Profitability Comparison
ST - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sensata Technologies Holding plc reported a gross profit of 286.30M and revenue of 934.80M. Therefore, the gross margin over that period was 30.6%.
ADI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Analog Devices, Inc. reported a gross profit of 2.44B and revenue of 3.62B. Therefore, the gross margin over that period was 67.3%.
ST - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sensata Technologies Holding plc reported an operating income of 141.60M and revenue of 934.80M, resulting in an operating margin of 15.2%.
ADI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Analog Devices, Inc. reported an operating income of 1.38B and revenue of 3.62B, resulting in an operating margin of 38.1%.
ST - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sensata Technologies Holding plc reported a net income of 87.10M and revenue of 934.80M, resulting in a net margin of 9.3%.
ADI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Analog Devices, Inc. reported a net income of 1.18B and revenue of 3.62B, resulting in a net margin of 32.5%.
Frequently Asked Questions
ST and ADI have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ST has higher volatility (14.88%) compared to ADI (12.61%). In terms of maximum drawdown, ST dropped -71.75% vs ADI's -82.88%.
ADI currently has the higher Sharpe Ratio (3.39 vs 2.69), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for ST and ADI
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer