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ST vs. STAG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ST and STAG is 0.35, 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.


-0.50.00.51.00.3

Performance

ST vs. STAG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sensata Technologies Holding plc (ST) and STAG Industrial, Inc. (STAG). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-18.92%
-9.62%
ST
STAG

Key characteristics

Sharpe Ratio

ST:

-0.32

STAG:

-0.32

Sortino Ratio

ST:

-0.27

STAG:

-0.32

Omega Ratio

ST:

0.97

STAG:

0.96

Calmar Ratio

ST:

-0.17

STAG:

-0.27

Martin Ratio

ST:

-0.51

STAG:

-0.71

Ulcer Index

ST:

19.39%

STAG:

8.86%

Daily Std Dev

ST:

30.76%

STAG:

19.89%

Max Drawdown

ST:

-60.60%

STAG:

-45.08%

Current Drawdown

ST:

-52.09%

STAG:

-16.49%

Fundamentals

Market Cap

ST:

$4.49B

STAG:

$6.70B

EPS

ST:

$0.85

STAG:

$1.04

PE Ratio

ST:

35.29

STAG:

33.86

PEG Ratio

ST:

0.43

STAG:

-402.43

Total Revenue (TTM)

ST:

$3.93B

STAG:

$767.38M

Gross Profit (TTM)

ST:

$1.06B

STAG:

$465.85M

EBITDA (TTM)

ST:

$367.98M

STAG:

$597.26M

Returns By Period

In the year-to-date period, ST achieves a 10.00% return, which is significantly higher than STAG's 4.49% return. Over the past 10 years, ST has underperformed STAG with an annualized return of -5.26%, while STAG has yielded a comparatively higher 8.59% annualized return.


ST

YTD

10.00%

1M

6.05%

6M

-18.92%

1Y

-9.59%

5Y*

-8.03%

10Y*

-5.26%

STAG

YTD

4.49%

1M

4.09%

6M

-9.63%

1Y

-5.27%

5Y*

5.99%

10Y*

8.59%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

ST vs. STAG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ST
The Risk-Adjusted Performance Rank of ST is 3030
Overall Rank
The Sharpe Ratio Rank of ST is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of ST is 2525
Sortino Ratio Rank
The Omega Ratio Rank of ST is 2626
Omega Ratio Rank
The Calmar Ratio Rank of ST is 3636
Calmar Ratio Rank
The Martin Ratio Rank of ST is 3636
Martin Ratio Rank

STAG
The Risk-Adjusted Performance Rank of STAG is 2828
Overall Rank
The Sharpe Ratio Rank of STAG is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of STAG is 2424
Sortino Ratio Rank
The Omega Ratio Rank of STAG is 2626
Omega Ratio Rank
The Calmar Ratio Rank of STAG is 3030
Calmar Ratio Rank
The Martin Ratio Rank of STAG is 3131
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ST vs. STAG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sensata Technologies Holding plc (ST) and STAG Industrial, Inc. (STAG). 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 ST, currently valued at -0.32, compared to the broader market-2.000.002.00-0.32-0.32
The chart of Sortino ratio for ST, currently valued at -0.27, compared to the broader market-4.00-2.000.002.004.006.00-0.27-0.32
The chart of Omega ratio for ST, currently valued at 0.97, compared to the broader market0.501.001.502.000.970.96
The chart of Calmar ratio for ST, currently valued at -0.17, compared to the broader market0.002.004.006.00-0.17-0.27
The chart of Martin ratio for ST, currently valued at -0.51, compared to the broader market0.0010.0020.0030.00-0.51-0.71
ST
STAG

The current ST Sharpe Ratio is -0.32, which is comparable to the STAG Sharpe Ratio of -0.32. The chart below compares the historical Sharpe Ratios of ST and STAG, 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-1.00-0.500.000.501.00SeptemberOctoberNovemberDecember2025February
-0.32
-0.32
ST
STAG

Dividends

ST vs. STAG - Dividend Comparison

ST's dividend yield for the trailing twelve months is around 1.60%, less than STAG's 4.21% yield.


TTM20242023202220212020201920182017201620152014
ST
Sensata Technologies Holding plc
1.60%1.75%1.25%0.82%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
STAG
STAG Industrial, Inc.
4.21%4.38%3.74%4.52%3.02%4.60%4.53%5.71%5.14%5.82%7.40%5.27%

Drawdowns

ST vs. STAG - Drawdown Comparison

The maximum ST drawdown since its inception was -60.60%, which is greater than STAG's maximum drawdown of -45.08%. Use the drawdown chart below to compare losses from any high point for ST and STAG. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%SeptemberOctoberNovemberDecember2025February
-52.09%
-16.49%
ST
STAG

Volatility

ST vs. STAG - Volatility Comparison

Sensata Technologies Holding plc (ST) has a higher volatility of 12.22% compared to STAG Industrial, Inc. (STAG) at 5.66%. This indicates that ST's price experiences larger fluctuations and is considered to be riskier than STAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
12.22%
5.66%
ST
STAG

Financials

ST vs. STAG - Financials Comparison

This section allows you to compare key financial metrics between Sensata Technologies Holding plc and STAG Industrial, 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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