STM vs. ADI
STM (STMicroelectronics N.V.) and ADI (Analog Devices, Inc.) are both stocks. Both operate in the Semiconductors industry within the Technology sector. Over the past 10 years, STM returned 23.22%/yr vs 21.54%/yr for ADI. Their 0.60 correlation means they have sometimes moved together and sometimes differently.
Performance
STM vs. ADI - Performance Comparison
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Returns By Period
In the year-to-date period, STM achieves a 106.87% return, which is significantly higher than ADI's 37.93% return. Over the past 10 years, STM has outperformed ADI with an annualized return of 23.22%, while ADI has yielded a comparatively lower 21.54% annualized return.
STM
- 1D
- 3.71%
- 1M
- -25.16%
- 6M
- 87.63%
- YTD
- 106.87%
- 1Y
- 105.23%
- 3Y*
- 1.01%
- 5Y*
- 7.22%
- 10Y*
- 23.22%
- ALL TIME*
- 10.44%
ADI
- 1D
- 0.01%
- 1M
- -3.88%
- 6M
- 23.05%
- YTD
- 37.93%
- 1Y
- 65.43%
- 3Y*
- 25.30%
- 5Y*
- 19.80%
- 10Y*
- 21.54%
- ALL TIME*
- 14.28%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.42B | $1.57B | $1.90B | |
| $842.87M | $809.68M | $854.37M |
STM vs. ADI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STM STMicroelectronics N.V. | 106.87% | 5.28% | -49.67% | 41.66% | -26.76% | 32.39% | 38.91% | 96.34% | -35.65% | 94.77% |
ADI Analog Devices, Inc. | 37.93% | 29.75% | 8.82% | 23.36% | -4.91% | 20.96% | 26.87% | 41.31% | -1.64% | 25.30% |
Correlation
The correlation between STM and ADI is 0.72, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.72 |
Correlation (3Y) Balances recent behavior with more history. | 0.74 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.76 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.72 |
Correlation (All Time) Calculated using the full available price history since Dec 8, 1994 | 0.60 |
The correlation between STM and ADI shifts across timeframes, from 0.60 (all time) to 0.76 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
STM:
$47.71B
ADI:
$181.14B
STM:
$0.49
ADI:
$6.72
STM:
108.39
ADI:
55.34
STM:
3.85
ADI:
14.39
STM:
2.81
ADI:
5.41
STM:
$13.08B
ADI:
$12.74B
STM:
$4.49B
ADI:
$8.22B
STM:
$2.21B
ADI:
$6.19B
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Return for Risk
STM vs. ADI — Risk / Return Rank
STM
ADI
STM vs. ADI - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| STM | ADI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.32 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.99 | 3.98 | -0.99 |
| Martin ratioReturn relative to average drawdown | 9.60 | 9.79 | -0.19 |
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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 -82.88%. Use the drawdown chart below to compare losses from any high point for STM and ADI.
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Drawdown Indicators
| STM | ADI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.40% | -82.88% | -11.52% |
Max Drawdown (1Y)Largest decline over 1 year | -35.43% | -16.53% | -18.90% |
Max Drawdown (3Y)Largest decline over 3 years | -66.32% | -32.20% | -34.12% |
Max Drawdown (5Y)Largest decline over 5 years | -66.66% | -32.20% | -34.46% |
Max Drawdown (10Y)Largest decline over 10 years | -66.66% | -33.62% | -33.04% |
Current DrawdownCurrent decline from peak | -33.04% | -16.52% | -16.52% |
Average DrawdownAverage peak-to-trough decline | -55.04% | -33.85% | -21.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.00% | 6.70% | +4.30% |
Volatility
STM vs. ADI - Volatility Comparison
STMicroelectronics N.V. (STM) has a higher volatility of 26.94% compared to Analog Devices, Inc. (ADI) at 11.64%. 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.
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Volatility by Period
| STM | ADI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 26.94% | 11.64% | +15.30% |
Volatility (6M)Calculated over the trailing 6-month period | 50.32% | 28.92% | +21.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 58.00% | 35.03% | +22.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.83% | 33.76% | +13.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.98% | 33.01% | +11.97% |
Dividends
STM vs. ADI - Dividend Comparison
STM's dividend yield for the trailing twelve months is around 0.67%, less than ADI's 1.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADI Analog Devices, Inc. | 1.12% | 1.46% | 1.73% | 1.73% | 1.85% | 1.57% | 1.68% | 1.82% | 2.24% | 2.02% | 2.31% | 2.89% |
STM STMicroelectronics N.V. | 0.67% | 1.39% | 1.32% | 0.48% | 0.67% | 0.45% | 0.50% | 0.89% | 1.73% | 0.98% | 2.10% | 5.11% |
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
STM vs. ADI - Profitability Comparison
STM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, STMicroelectronics N.V. reported a gross profit of 1.22B and revenue of 3.49B. Therefore, the gross margin over that period was 34.8%.
ADI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Analog Devices, Inc. reported a gross profit of 2.44B and revenue of 3.62B. Therefore, the gross margin over that period was 67.3%.
STM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, STMicroelectronics N.V. reported an operating income of 220.00M and revenue of 3.49B, resulting in an operating margin of 6.3%.
ADI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Analog Devices, Inc. reported an operating income of 1.38B and revenue of 3.62B, resulting in an operating margin of 38.1%.
STM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, STMicroelectronics N.V. reported a net income of 222.00M and revenue of 3.49B, resulting in a net margin of 6.4%.
ADI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Analog Devices, Inc. reported a net income of 1.18B and revenue of 3.62B, resulting in a net margin of 32.5%.
Frequently Asked Questions
STM and ADI have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STM has higher volatility (26.94%) compared to ADI (11.64%). In terms of maximum drawdown, STM dropped -94.40% vs ADI's -82.88%.
ADI currently has the higher Sharpe Ratio (1.88 vs 1.83), 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.
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