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STM vs. INTC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

STM vs. INTC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in STMicroelectronics N.V. (STM) and Intel Corporation (INTC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, STM achieves a 198.84% return, which is significantly lower than INTC's 237.59% return. Over the past 10 years, STM has outperformed INTC with an annualized return of 31.34%, while INTC has yielded a comparatively lower 17.03% annualized return.


STM

1D
-1.05%
1M
21.94%
YTD
198.84%
6M
199.17%
1Y
161.70%
3Y*
17.25%
5Y*
16.12%
10Y*
31.34%

INTC

1D
6.51%
1M
3.56%
YTD
237.59%
6M
229.46%
1Y
499.76%
3Y*
55.34%
5Y*
18.67%
10Y*
17.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

STM vs. INTC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
STM
STMicroelectronics N.V.
198.84%5.28%-49.67%41.66%-26.76%32.39%38.91%96.34%-35.65%94.77%
INTC
Intel Corporation
237.59%84.04%-59.57%94.56%-46.64%6.05%-14.69%30.71%4.23%30.87%

Correlation

The correlation between STM and INTC is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

Correlation (3Y)
Calculated over the trailing 3-year period

0.50

Correlation (5Y)
Calculated over the trailing 5-year period

0.54

Correlation (10Y)
Calculated over the trailing 10-year period

0.54

Correlation (All Time)
Calculated using the full available price history since Dec 8, 1994

0.54

The correlation between STM and INTC has been stable across timeframes, ranging from 0.49 to 0.54 - a consistent structural relationship.

Fundamentals

Market Cap

STM:

$71.50B

INTC:

$633.19B

EPS

STM:

$0.15

INTC:

-$0.67

PS Ratio

STM:

5.83

INTC:

10.91

PB Ratio

STM:

4.02

INTC:

5.68

Total Revenue (TTM)

STM:

$12.40B

INTC:

$53.76B

Gross Profit (TTM)

STM:

$4.20B

INTC:

$19.05B

EBITDA (TTM)

STM:

$2.32B

INTC:

$8.83B

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Return for Risk

STM vs. INTC — Risk / Return Rank

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

STM
STM Risk / Return Rank: 9292
Overall Rank
STM Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
STM Sortino Ratio Rank: 9292
Sortino Ratio Rank
STM Omega Ratio Rank: 9393
Omega Ratio Rank
STM Calmar Ratio Rank: 9191
Calmar Ratio Rank
STM Martin Ratio Rank: 8989
Martin Ratio Rank

INTC
INTC Risk / Return Rank: 9999
Overall Rank
INTC Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
INTC Sortino Ratio Rank: 9898
Sortino Ratio Rank
INTC Omega Ratio Rank: 9797
Omega Ratio Rank
INTC Calmar Ratio Rank: 9999
Calmar Ratio Rank
INTC Martin Ratio Rank: 9999
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.

STM vs. INTC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for STMicroelectronics N.V. (STM) and Intel Corporation (INTC). 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.


STMINTCDifference
Sharpe ratioReturn per unit of total volatility

-3.81

Sortino ratioReturn per unit of downside risk

-1.95

Omega ratioGain probability vs. loss probability

1.47

1.67

-0.21

Calmar ratioReturn relative to maximum drawdown

4.48

20.85

-16.38

Martin ratioReturn relative to average drawdown

10.20

48.84

-38.64

STM vs. INTC - Sharpe Ratio Comparison

The current STM Sharpe Ratio is 3.03, which is lower than the INTC Sharpe Ratio of 6.84. The chart below compares the historical Sharpe Ratios of STM and INTC, 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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Drawdowns

STM vs. INTC - Drawdown Comparison

The maximum STM drawdown since its inception was -94.40%, which is greater than INTC's maximum drawdown of -82.25%. Use the drawdown chart below to compare losses from any high point for STM and INTC.


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Drawdown Indicators


STMINTCDifference

Max Drawdown

Largest peak-to-trough decline

-94.40%

-82.25%

-12.15%

Max Drawdown (1Y)

Largest decline over 1 year

-36.35%

-24.17%

-12.18%

Max Drawdown (3Y)

Largest decline over 3 years

-66.66%

-63.80%

-2.86%

Max Drawdown (5Y)

Largest decline over 5 years

-66.66%

-65.95%

-0.71%

Max Drawdown (10Y)

Largest decline over 10 years

-66.66%

-70.80%

+4.14%

Current Drawdown

Current decline from peak

-3.02%

-3.76%

+0.74%

Average Drawdown

Average peak-to-trough decline

-55.19%

-36.66%

-18.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.93%

10.30%

+5.63%

Volatility

STM vs. INTC - Volatility Comparison

STMicroelectronics N.V. (STM) and Intel Corporation (INTC) have volatilities of 24.29% and 24.56%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STMINTCDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.29%

24.56%

-0.27%

Volatility (6M)

Calculated over the trailing 6-month period

40.90%

58.47%

-17.57%

Volatility (1Y)

Calculated over the trailing 1-year period

53.64%

73.69%

-20.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.18%

52.29%

-7.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.37%

44.20%

+0.17%

Dividends

STM vs. INTC - Dividend Comparison

STM's dividend yield for the trailing twelve months is around 0.47%, while INTC has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
INTC
Intel Corporation
0.00%0.00%1.87%1.47%5.52%2.70%2.65%2.11%2.56%2.33%2.87%2.79%
STM
STMicroelectronics N.V.
0.47%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. INTC - Financials Comparison

This section allows you to compare key financial metrics between STMicroelectronics N.V. and Intel Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


5.00B10.00B15.00B20.00B20222023202420252026
3.10B
13.58B
(STM) Total Revenue
(INTC) Total Revenue
Values in USD except per share items

STM vs. INTC - Profitability Comparison

The chart below illustrates the profitability comparison between STMicroelectronics N.V. and Intel Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%30.0%40.0%50.0%60.0%20222023202420252026
33.8%
39.4%
Portfolio components
STM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, STMicroelectronics N.V. reported a gross profit of 1.05B and revenue of 3.10B. Therefore, the gross margin over that period was 33.8%.

INTC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Intel Corporation reported a gross profit of 5.35B and revenue of 13.58B. Therefore, the gross margin over that period was 39.4%.

STM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, STMicroelectronics N.V. reported an operating income of 96.00M and revenue of 3.10B, resulting in an operating margin of 3.1%.

INTC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Intel Corporation reported an operating income of -3.14B and revenue of 13.58B, resulting in an operating margin of -23.1%.

STM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, STMicroelectronics N.V. reported a net income of 37.00M and revenue of 3.10B, resulting in a net margin of 1.2%.

INTC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Intel Corporation reported a net income of -3.73B and revenue of 13.58B, resulting in a net margin of -27.5%.


Frequently Asked Questions


STM and INTC have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

INTC has higher volatility (24.56%) compared to STM (24.29%). In terms of maximum drawdown, STM dropped -94.40% vs INTC's -82.25%.

INTC currently has the higher Sharpe Ratio (6.84 vs 3.03), 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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