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.
Performance
STM vs. AAPL - Performance Comparison
Returns By Period
In the year-to-date period, STM achieves a -49.25% return, which is significantly lower than AAPL's 17.44% return. Over the past 10 years, STM has underperformed AAPL with an annualized return of 15.12%, while AAPL has yielded a comparatively higher 24.21% annualized return.
STM
-49.25%
-7.30%
-38.98%
-43.84%
1.58%
15.12%
AAPL
17.44%
-4.15%
18.77%
19.20%
28.47%
24.21%
Fundamentals
| STM | AAPL | |
|---|---|---|
| Market Cap | $24.43B | $3.39T |
| EPS | $2.43 | $6.08 |
| PE Ratio | 11.17 | 36.88 |
| PEG Ratio | 19.08 | 2.32 |
| Total Revenue (TTM) | $14.23B | $391.04B |
| Gross Profit (TTM) | $5.92B | $180.68B |
| EBITDA (TTM) | $3.56B | $134.66B |
Key characteristics
| STM | AAPL | |
|---|---|---|
| Sharpe Ratio | -1.16 | 0.90 |
| Sortino Ratio | -1.65 | 1.44 |
| Omega Ratio | 0.80 | 1.18 |
| Calmar Ratio | -0.83 | 1.22 |
| Martin Ratio | -1.63 | 2.86 |
| Ulcer Index | 27.12% | 7.08% |
| Daily Std Dev | 38.11% | 22.50% |
| Max Drawdown | -94.40% | -81.80% |
| Current Drawdown | -52.96% | -4.75% |
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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.
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 1.19%, more than AAPL's 0.44% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STM STMicroelectronics N.V. | 1.19% | 0.48% | 0.82% | 0.45% | 0.50% | 0.86% | 1.47% | 0.93% | 2.10% | 5.11% | 4.55% | 4.25% |
AAPL Apple Inc | 0.44% | 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 10.39% compared to Apple Inc (AAPL) at 5.16%. 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.
Financials
STM vs. AAPL - Financials Comparison
This section allows you to compare key financial metrics between STMicroelectronics N.V. and Apple 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