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STM vs. OGS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between STM and OGS is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

STM vs. OGS - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
-39.43%
15.28%
STM
OGS

Key characteristics

Sharpe Ratio

STM:

-1.29

OGS:

0.51

Sortino Ratio

STM:

-1.96

OGS:

0.85

Omega Ratio

STM:

0.77

OGS:

1.10

Calmar Ratio

STM:

-0.91

OGS:

0.34

Martin Ratio

STM:

-1.59

OGS:

2.40

Ulcer Index

STM:

31.13%

OGS:

4.65%

Daily Std Dev

STM:

38.41%

OGS:

21.71%

Max Drawdown

STM:

-94.40%

OGS:

-33.50%

Current Drawdown

STM:

-54.26%

OGS:

-18.29%

Fundamentals

Market Cap

STM:

$23.24B

OGS:

$3.99B

EPS

STM:

$2.43

OGS:

$3.83

PE Ratio

STM:

10.65

OGS:

18.41

PEG Ratio

STM:

19.08

OGS:

4.19

Total Revenue (TTM)

STM:

$14.23B

OGS:

$2.06B

Gross Profit (TTM)

STM:

$5.92B

OGS:

$742.24M

EBITDA (TTM)

STM:

$4.10B

OGS:

$681.23M

Returns By Period

In the year-to-date period, STM achieves a -50.65% return, which is significantly lower than OGS's 11.14% return. Over the past 10 years, STM has outperformed OGS with an annualized return of 13.98%, while OGS has yielded a comparatively lower 8.16% annualized return.


STM

YTD

-50.65%

1M

0.13%

6M

-39.27%

1Y

-49.60%

5Y*

-1.13%

10Y*

13.98%

OGS

YTD

11.14%

1M

-11.00%

6M

14.26%

1Y

12.39%

5Y*

-3.14%

10Y*

8.16%

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Risk-Adjusted Performance

STM vs. OGS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for STMicroelectronics N.V. (STM) and ONE Gas, Inc. (OGS). 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.


Sharpe ratio
The chart of Sharpe ratio for STM, currently valued at -1.29, compared to the broader market-4.00-2.000.002.00-1.290.57
The chart of Sortino ratio for STM, currently valued at -1.96, compared to the broader market-4.00-2.000.002.004.00-1.960.92
The chart of Omega ratio for STM, currently valued at 0.77, compared to the broader market0.501.001.502.000.771.11
The chart of Calmar ratio for STM, currently valued at -0.91, compared to the broader market0.002.004.006.00-0.910.38
The chart of Martin ratio for STM, currently valued at -1.59, compared to the broader market0.0010.0020.00-1.592.62
STM
OGS

The current STM Sharpe Ratio is -1.29, which is lower than the OGS Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of STM and OGS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-1.29
0.57
STM
OGS

Dividends

STM vs. OGS - Dividend Comparison

STM's dividend yield for the trailing twelve months is around 1.35%, less than OGS's 3.88% yield.


TTM20232022202120202019201820172016201520142013
STM
STMicroelectronics N.V.
1.35%0.48%0.82%0.45%0.50%0.86%1.47%0.93%2.10%5.11%4.55%4.25%
OGS
ONE Gas, Inc.
3.88%4.08%3.28%2.99%2.81%2.14%2.31%2.29%2.19%2.39%2.04%0.00%

Drawdowns

STM vs. OGS - Drawdown Comparison

The maximum STM drawdown since its inception was -94.40%, which is greater than OGS's maximum drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for STM and OGS. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-54.26%
-18.29%
STM
OGS

Volatility

STM vs. OGS - Volatility Comparison

STMicroelectronics N.V. (STM) has a higher volatility of 7.98% compared to ONE Gas, Inc. (OGS) at 7.01%. This indicates that STM's price experiences larger fluctuations and is considered to be riskier than OGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
7.98%
7.01%
STM
OGS

Financials

STM vs. OGS - Financials Comparison

This section allows you to compare key financial metrics between STMicroelectronics N.V. and ONE Gas, 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.


Quarterly
Annual

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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