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

Correlation

The correlation between STG and SMTC is 0.08, 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.


-0.50.00.51.00.1

Performance

STG vs. SMTC - Performance Comparison

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

-50.00%0.00%50.00%100.00%SeptemberOctoberNovemberDecember2025February
-29.07%
3.83%
STG
SMTC

Key characteristics

Sharpe Ratio

STG:

-0.25

SMTC:

1.23

Sortino Ratio

STG:

0.34

SMTC:

1.76

Omega Ratio

STG:

1.05

SMTC:

1.27

Calmar Ratio

STG:

-0.26

SMTC:

1.20

Martin Ratio

STG:

-0.70

SMTC:

6.66

Ulcer Index

STG:

35.55%

SMTC:

14.11%

Daily Std Dev

STG:

101.02%

SMTC:

76.49%

Max Drawdown

STG:

-98.23%

SMTC:

-85.40%

Current Drawdown

STG:

-94.68%

SMTC:

-59.37%

Fundamentals

Market Cap

STG:

$92.83M

SMTC:

$3.22B

EPS

STG:

$4.21

SMTC:

-$13.18

Total Revenue (TTM)

STG:

$1.51B

SMTC:

$658.29M

Gross Profit (TTM)

STG:

$1.27B

SMTC:

$325.72M

EBITDA (TTM)

STG:

$293.49M

SMTC:

-$84.87M

Returns By Period

In the year-to-date period, STG achieves a 15.22% return, which is significantly higher than SMTC's -39.56% return.


STG

YTD

15.22%

1M

10.53%

6M

-38.70%

1Y

-21.38%

5Y*

-25.77%

10Y*

N/A

SMTC

YTD

-39.56%

1M

-50.16%

6M

4.12%

1Y

87.65%

5Y*

-5.24%

10Y*

3.14%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

STG vs. SMTC — Risk-Adjusted Performance Rank

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

STG
The Risk-Adjusted Performance Rank of STG is 3434
Overall Rank
The Sharpe Ratio Rank of STG is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of STG is 4040
Sortino Ratio Rank
The Omega Ratio Rank of STG is 4141
Omega Ratio Rank
The Calmar Ratio Rank of STG is 2929
Calmar Ratio Rank
The Martin Ratio Rank of STG is 3030
Martin Ratio Rank

SMTC
The Risk-Adjusted Performance Rank of SMTC is 8080
Overall Rank
The Sharpe Ratio Rank of SMTC is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of SMTC is 7474
Sortino Ratio Rank
The Omega Ratio Rank of SMTC is 7878
Omega Ratio Rank
The Calmar Ratio Rank of SMTC is 8181
Calmar Ratio Rank
The Martin Ratio Rank of SMTC is 8585
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.

STG vs. SMTC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sunlands Technology Group (STG) and Semtech Corporation (SMTC). 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 STG, currently valued at -0.25, compared to the broader market-2.000.002.004.00-0.251.23
The chart of Sortino ratio for STG, currently valued at 0.34, compared to the broader market-6.00-4.00-2.000.002.004.006.000.341.76
The chart of Omega ratio for STG, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.27
The chart of Calmar ratio for STG, currently valued at -0.26, compared to the broader market0.002.004.006.00-0.261.20
The chart of Martin ratio for STG, currently valued at -0.70, compared to the broader market-10.000.0010.0020.0030.00-0.706.66
STG
SMTC

The current STG Sharpe Ratio is -0.25, which is lower than the SMTC Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of STG and SMTC, 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-1.000.001.002.003.004.005.00SeptemberOctoberNovemberDecember2025February
-0.25
1.23
STG
SMTC

Dividends

STG vs. SMTC - Dividend Comparison

Neither STG nor SMTC has paid dividends to shareholders.


TTM202420232022
STG
Sunlands Technology Group
0.00%0.00%0.00%9.33%
SMTC
Semtech Corporation
0.00%0.00%0.00%0.00%

Drawdowns

STG vs. SMTC - Drawdown Comparison

The maximum STG drawdown since its inception was -98.23%, which is greater than SMTC's maximum drawdown of -85.40%. Use the drawdown chart below to compare losses from any high point for STG and SMTC. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%SeptemberOctoberNovemberDecember2025February
-94.68%
-59.37%
STG
SMTC

Volatility

STG vs. SMTC - Volatility Comparison

The current volatility for Sunlands Technology Group (STG) is 26.76%, while Semtech Corporation (SMTC) has a volatility of 49.37%. This indicates that STG experiences smaller price fluctuations and is considered to be less risky than SMTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%60.00%70.00%SeptemberOctoberNovemberDecember2025February
26.76%
49.37%
STG
SMTC

Financials

STG vs. SMTC - Financials Comparison

This section allows you to compare key financial metrics between Sunlands Technology Group and Semtech Corporation. 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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