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STHH vs. IDGT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

STHH vs. IDGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in STMicroelectronics NV ADRhedged (STHH) and iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, STHH achieves a 209.56% return, which is significantly higher than IDGT's 53.90% return.


STHH

1D
0.46%
1M
45.30%
YTD
209.56%
6M
210.55%
1Y
209.77%
3Y*
5Y*
10Y*

IDGT

1D
-1.58%
1M
8.43%
YTD
53.90%
6M
49.82%
1Y
63.37%
3Y*
25.08%
5Y*
13.30%
10Y*
14.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

STHH vs. IDGT - Yearly Performance Comparison


Correlation

The correlation between STHH and IDGT is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.50

Correlation (All Time)
Calculated using the full available price history since Apr 24, 2025

0.50

The correlation between STHH and IDGT has been stable across timeframes, ranging from 0.50 to 0.50 - a consistent structural relationship.

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Return for Risk

STHH vs. IDGT — Risk / Return Rank

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

STHH
STHH Risk / Return Rank: 8989
Overall Rank
STHH Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
STHH Sortino Ratio Rank: 9090
Sortino Ratio Rank
STHH Omega Ratio Rank: 9191
Omega Ratio Rank
STHH Calmar Ratio Rank: 9292
Calmar Ratio Rank
STHH Martin Ratio Rank: 7575
Martin Ratio Rank

IDGT
IDGT Risk / Return Rank: 8989
Overall Rank
IDGT Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
IDGT Sortino Ratio Rank: 8686
Sortino Ratio Rank
IDGT Omega Ratio Rank: 8484
Omega Ratio Rank
IDGT Calmar Ratio Rank: 9494
Calmar Ratio Rank
IDGT Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

STHH vs. IDGT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for STMicroelectronics NV ADRhedged (STHH) and iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT). 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.


STHHIDGTDifference

Sharpe ratio

Return per unit of total volatility

4.20

3.13

+1.07

Sortino ratio

Return per unit of downside risk

4.20

3.96

+0.24

Omega ratio

Gain probability vs. loss probability

1.60

1.52

+0.08

Calmar ratio

Return relative to maximum drawdown

6.23

7.54

-1.31

Martin ratio

Return relative to average drawdown

14.15

22.58

-8.43

STHH vs. IDGT - Sharpe Ratio Comparison

The current STHH Sharpe Ratio is 4.20, which is higher than the IDGT Sharpe Ratio of 3.13. The chart below compares the historical Sharpe Ratios of STHH and IDGT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


STHHIDGTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.20

3.13

+1.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

4.44

0.18

+4.26

Drawdowns

STHH vs. IDGT - Drawdown Comparison

The maximum STHH drawdown since its inception was -33.89%, smaller than the maximum IDGT drawdown of -77.95%. Use the drawdown chart below to compare losses from any high point for STHH and IDGT.


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Drawdown Indicators


STHHIDGTDifference

Max Drawdown

Largest peak-to-trough decline

-33.89%

-77.95%

+44.06%

Max Drawdown (1Y)

Largest decline over 1 year

-33.89%

-8.45%

-25.44%

Max Drawdown (3Y)

Largest decline over 3 years

-23.74%

Max Drawdown (5Y)

Largest decline over 5 years

-35.83%

Max Drawdown (10Y)

Largest decline over 10 years

-36.88%

Current Drawdown

Current decline from peak

0.00%

-1.58%

+1.58%

Average Drawdown

Average peak-to-trough decline

-10.46%

-19.91%

+9.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.90%

2.81%

+12.09%

Volatility

STHH vs. IDGT - Volatility Comparison

STMicroelectronics NV ADRhedged (STHH) has a higher volatility of 20.33% compared to iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT) at 7.87%. This indicates that STHH's price experiences larger fluctuations and is considered to be riskier than IDGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STHHIDGTDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.33%

7.87%

+12.46%

Volatility (6M)

Calculated over the trailing 6-month period

36.77%

16.35%

+20.42%

Volatility (1Y)

Calculated over the trailing 1-year period

50.39%

20.41%

+29.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.44%

23.20%

+26.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.44%

23.29%

+26.15%

STHH vs. IDGT - Expense Ratio Comparison

STHH has a 0.19% expense ratio, which is lower than IDGT's 0.41% expense ratio.


Dividends

STHH vs. IDGT - Dividend Comparison

STHH's dividend yield for the trailing twelve months is around 0.55%, less than IDGT's 0.72% yield.


PositionTTM20252024202320222021202020192018201720162015
IDGT
iShares U.S. Digital Infrastructure and Real Estate ETF
0.72%1.17%1.64%0.37%0.30%0.28%0.60%0.42%0.65%0.57%0.75%0.72%
STHH
STMicroelectronics NV ADRhedged
0.55%0.69%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


STHH and IDGT have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

STHH has higher volatility (20.33%) compared to IDGT (7.87%). In terms of maximum drawdown, STHH dropped -33.89% vs IDGT's -77.95%.

On 1-year performance, STHH leads with 209.77% vs 63.37% for IDGT. On fees, STHH is cheaper at 0.19% per year. On volatility, IDGT has been the lower-risk option at 7.87%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, STHH has performed better with a 209.77% return vs 63.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

STHH is cheaper with a 0.19% expense ratio, compared with 0.41% for IDGT.

IDGT has the higher dividend yield at 0.72%, compared with 0.55% for STHH.

STHH tracks STMicroelectronics NV Local Shares Total Return, while IDGT tracks S&P Data Center, Tower REIT and Communications Equipment Index - Benchmark TR Gross. They also come from different issuers: ADRhedged and iShares. Their fees differ too: 0.19% for STHH and 0.41% for IDGT.

STHH currently has the higher Sharpe Ratio (4.20 vs 3.13), 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.

Portfolio Optimizer

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