STM vs. AAPL
Compare and contrast key facts about STMicroelectronics N.V. (STM) and Apple Inc. (AAPL).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: STM or AAPL.
Key characteristics
| STM | AAPL | |
|---|---|---|
| YTD Return | -18.82% | -10.19% |
| 1Y Return | -19.55% | 5.09% |
| 3Y Return (Ann) | 2.04% | 9.45% |
| 5Y Return (Ann) | 17.77% | 28.81% |
| 10Y Return (Ann) | 18.58% | 26.53% |
| Sharpe Ratio | -0.64 | 0.25 |
| Daily Std Dev | 32.25% | 19.55% |
| Max Drawdown | -94.40% | -81.80% |
| Current Drawdown | -24.76% | -12.72% |
Fundamentals
| STM | AAPL | |
|---|---|---|
| Market Cap | $38.95B | $2.65T |
| EPS | $4.46 | $6.43 |
| PE Ratio | 9.70 | 26.67 |
| PEG Ratio | 4.34 | 2.11 |
| Revenue (TTM) | $17.29B | $385.71B |
| Gross Profit (TTM) | $7.63B | $170.78B |
| EBITDA (TTM) | $6.18B | $130.11B |
Correlation
The correlation between STM and AAPL is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
STM vs. AAPL - Performance Comparison
In the year-to-date period, STM achieves a -18.82% return, which is significantly lower than AAPL's -10.19% return. Over the past 10 years, STM has underperformed AAPL with an annualized return of 18.58%, while AAPL has yielded a comparatively higher 26.53% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
STM vs. AAPL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for STMicroelectronics N.V. (STM) and Apple Inc. (AAPL). 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.
Dividends
STM vs. AAPL - Dividend Comparison
STM's dividend yield for the trailing twelve months is around 0.59%, more than AAPL's 0.56% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STM STMicroelectronics N.V. | 0.59% | 0.48% | 0.82% | 0.45% | 0.50% | 0.89% | 1.73% | 1.10% | 2.33% | 5.11% | 4.55% | 4.25% |
AAPL Apple Inc. | 0.56% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
Drawdowns
STM vs. AAPL - Drawdown Comparison
The maximum STM drawdown since its inception was -94.40%, which is greater than AAPL's maximum drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for STM and AAPL. For additional features, visit the drawdowns tool.
Volatility
STM vs. AAPL - Volatility Comparison
STMicroelectronics N.V. (STM) has a higher volatility of 8.60% compared to Apple Inc. (AAPL) at 7.70%. This indicates that STM's price experiences larger fluctuations and is considered to be riskier than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.