STM vs. ADI
Compare and contrast key facts about STMicroelectronics N.V. (STM) and Analog Devices, Inc. (ADI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: STM or ADI.
Performance
STM vs. ADI - Performance Comparison
Returns By Period
In the year-to-date period, STM achieves a -49.25% return, which is significantly lower than ADI's 5.27% return. Over the past 10 years, STM has underperformed ADI with an annualized return of 15.12%, while ADI has yielded a comparatively higher 17.47% annualized return.
STM
-49.25%
-7.30%
-38.98%
-43.84%
1.58%
15.12%
ADI
5.27%
-9.63%
-2.82%
14.73%
15.21%
17.47%
Fundamentals
| STM | ADI | |
|---|---|---|
| Market Cap | $24.43B | $109.01B |
| EPS | $2.43 | $3.33 |
| PE Ratio | 11.17 | 65.93 |
| PEG Ratio | 19.08 | 2.28 |
| Total Revenue (TTM) | $14.23B | $6.98B |
| Gross Profit (TTM) | $5.92B | $3.59B |
| EBITDA (TTM) | $3.56B | $3.08B |
Key characteristics
| STM | ADI | |
|---|---|---|
| Sharpe Ratio | -1.16 | 0.51 |
| Sortino Ratio | -1.65 | 0.94 |
| Omega Ratio | 0.80 | 1.11 |
| Calmar Ratio | -0.83 | 0.92 |
| Martin Ratio | -1.63 | 2.83 |
| Ulcer Index | 27.12% | 5.71% |
| Daily Std Dev | 38.11% | 31.49% |
| Max Drawdown | -94.40% | -82.87% |
| Current Drawdown | -52.96% | -14.84% |
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Correlation
The correlation between STM and ADI is 0.60, 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. ADI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for STMicroelectronics N.V. (STM) and Analog Devices, Inc. (ADI). 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. ADI - Dividend Comparison
STM's dividend yield for the trailing twelve months is around 1.19%, less than ADI's 1.75% 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% |
ADI Analog Devices, Inc. | 1.75% | 1.73% | 1.85% | 1.57% | 1.68% | 1.82% | 2.24% | 2.02% | 2.31% | 2.89% | 2.67% | 2.67% |
Drawdowns
STM vs. ADI - Drawdown Comparison
The maximum STM drawdown since its inception was -94.40%, which is greater than ADI's maximum drawdown of -82.87%. Use the drawdown chart below to compare losses from any high point for STM and ADI. For additional features, visit the drawdowns tool.
Volatility
STM vs. ADI - Volatility Comparison
STMicroelectronics N.V. (STM) has a higher volatility of 10.39% compared to Analog Devices, Inc. (ADI) at 8.53%. This indicates that STM's price experiences larger fluctuations and is considered to be riskier than ADI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
STM vs. ADI - Financials Comparison
This section allows you to compare key financial metrics between STMicroelectronics N.V. and Analog Devices, 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