STM vs. IXC
STM (STMicroelectronics N.V.) is a stock, while IXC (iShares Global Energy ETF) is Energy Equities fund tracking the S&P Global 1200 Energy Capped Index. Over the past 10 years, STM returned 29.42%/yr vs 8.83%/yr for IXC. At a 0.39 correlation, their price movements are largely independent.
Performance
STM vs. IXC - Performance Comparison
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Returns By Period
In the year-to-date period, STM achieves a 176.58% return, which is significantly higher than IXC's 23.35% return. Over the past 10 years, STM has outperformed IXC with an annualized return of 29.42%, while IXC has yielded a comparatively lower 8.83% annualized return.
STM
- 1D
- 0.10%
- 1M
- -8.42%
- 6M
- 148.77%
- YTD
- 176.58%
- 1Y
- 123.79%
- 3Y*
- 14.24%
- 5Y*
- 14.33%
- 10Y*
- 29.42%
IXC
- 1D
- 0.51%
- 1M
- -4.24%
- 6M
- 20.68%
- YTD
- 23.35%
- 1Y
- 29.02%
- 3Y*
- 14.69%
- 5Y*
- 18.91%
- 10Y*
- 8.83%
STM vs. IXC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STM STMicroelectronics N.V. | 176.58% | 5.28% | -49.67% | 41.66% | -26.76% | 32.39% | 38.91% | 96.34% | -35.65% | 94.77% |
IXC iShares Global Energy ETF | 23.35% | 13.98% | 1.95% | 3.92% | 48.51% | 40.88% | -31.00% | 12.67% | -14.85% | 5.54% |
Correlation
The correlation between STM and IXC is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Nov 16, 2001 | 0.39 |
Over the past year, the correlation between STM and IXC has dropped to 0.04 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.
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Return for Risk
STM vs. IXC — Risk / Return Rank
STM
IXC
STM vs. IXC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for STMicroelectronics N.V. (STM) and iShares Global Energy ETF (IXC). 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 | IXC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.55 | ||
| Sortino ratioReturn per unit of downside risk | +0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.26 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.26 | 1.95 | +1.31 |
| Martin ratioReturn relative to average drawdown | 7.35 | 6.26 | +1.08 |
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Drawdowns
STM vs. IXC - Drawdown Comparison
The maximum STM drawdown since its inception was -94.40%, which is greater than IXC's maximum drawdown of -67.88%. Use the drawdown chart below to compare losses from any high point for STM and IXC.
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Drawdown Indicators
| STM | IXC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.40% | -67.88% | -26.52% |
Max Drawdown (1Y)Largest decline over 1 year | -36.35% | -15.36% | -20.99% |
Max Drawdown (3Y)Largest decline over 3 years | -66.66% | -19.06% | -47.60% |
Max Drawdown (5Y)Largest decline over 5 years | -66.66% | -24.93% | -41.73% |
Max Drawdown (10Y)Largest decline over 10 years | -66.66% | -64.16% | -2.50% |
Current DrawdownCurrent decline from peak | -10.47% | -11.22% | +0.75% |
Average DrawdownAverage peak-to-trough decline | -55.08% | -17.45% | -37.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.12% | 4.78% | +11.34% |
Volatility
STM vs. IXC - Volatility Comparison
STMicroelectronics N.V. (STM) has a higher volatility of 22.31% compared to iShares Global Energy ETF (IXC) at 6.59%. This indicates that STM's price experiences larger fluctuations and is considered to be riskier than IXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STM | IXC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.31% | 6.59% | +15.72% |
Volatility (6M)Calculated over the trailing 6-month period | 44.40% | 15.86% | +28.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.14% | 19.18% | +36.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.82% | 23.45% | +22.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.53% | 26.81% | +17.72% |
Dividends
STM vs. IXC - Dividend Comparison
STM's dividend yield for the trailing twelve months is around 0.50%, less than IXC's 3.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IXC iShares Global Energy ETF | 3.08% | 3.68% | 4.56% | 3.45% | 4.76% | 3.98% | 4.86% | 7.00% | 3.51% | 3.05% | 2.86% | 3.77% |
STM STMicroelectronics N.V. | 0.50% | 1.39% | 1.32% | 0.48% | 0.67% | 0.45% | 0.50% | 0.89% | 1.73% | 0.98% | 2.10% | 5.11% |
Frequently Asked Questions
STM and IXC have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STM has higher volatility (22.31%) compared to IXC (6.59%). In terms of maximum drawdown, STM dropped -94.40% vs IXC's -67.88%.
STM currently has the higher Sharpe Ratio (2.12 vs 1.56), 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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