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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.


-0.50.00.51.0
Correlation: 0.1

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.

200.00%250.00%300.00%NovemberDecember2025FebruaryMarchApril
179.91%
205.92%
STM
OGS

Key characteristics

Sharpe Ratio

STM:

-1.27

OGS:

0.98

Sortino Ratio

STM:

-2.03

OGS:

1.49

Omega Ratio

STM:

0.75

OGS:

1.18

Calmar Ratio

STM:

-0.86

OGS:

0.66

Martin Ratio

STM:

-1.62

OGS:

3.48

Ulcer Index

STM:

34.50%

OGS:

5.89%

Daily Std Dev

STM:

44.23%

OGS:

20.91%

Max Drawdown

STM:

-94.40%

OGS:

-33.50%

Current Drawdown

STM:

-65.33%

OGS:

-10.82%

Fundamentals

Market Cap

STM:

$17.79B

OGS:

$4.41B

EPS

STM:

$1.66

OGS:

$3.91

PE Ratio

STM:

11.14

OGS:

18.82

PEG Ratio

STM:

1.58

OGS:

4.19

Total Revenue (TTM)

STM:

$9.81B

OGS:

$1.33B

Gross Profit (TTM)

STM:

$3.78B

OGS:

$604.88M

EBITDA (TTM)

STM:

$2.49B

OGS:

$476.95M

Returns By Period

In the year-to-date period, STM achieves a -25.68% return, which is significantly lower than OGS's 7.26% return. Both investments have delivered pretty close results over the past 10 years, with STM having a 8.75% annualized return and OGS not far behind at 8.66%.


STM

YTD

-25.68%

1M

-27.45%

6M

-34.49%

1Y

-55.29%

5Y*

-0.04%

10Y*

8.75%

OGS

YTD

7.26%

1M

-0.39%

6M

2.03%

1Y

19.31%

5Y*

2.25%

10Y*

8.66%

*Annualized

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Risk-Adjusted Performance

STM vs. OGS — Risk-Adjusted Performance Rank

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

STM
The Risk-Adjusted Performance Rank of STM is 55
Overall Rank
The Sharpe Ratio Rank of STM is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of STM is 33
Sortino Ratio Rank
The Omega Ratio Rank of STM is 55
Omega Ratio Rank
The Calmar Ratio Rank of STM is 55
Calmar Ratio Rank
The Martin Ratio Rank of STM is 88
Martin Ratio Rank

OGS
The Risk-Adjusted Performance Rank of OGS is 8080
Overall Rank
The Sharpe Ratio Rank of OGS is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of OGS is 7979
Sortino Ratio Rank
The Omega Ratio Rank of OGS is 7575
Omega Ratio Rank
The Calmar Ratio Rank of OGS is 8080
Calmar Ratio Rank
The Martin Ratio Rank of OGS is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for STM, currently valued at -1.27, compared to the broader market-2.00-1.000.001.002.00
STM: -1.27
OGS: 0.98
The chart of Sortino ratio for STM, currently valued at -2.03, compared to the broader market-6.00-4.00-2.000.002.004.00
STM: -2.03
OGS: 1.49
The chart of Omega ratio for STM, currently valued at 0.75, compared to the broader market0.501.001.502.00
STM: 0.75
OGS: 1.18
The chart of Calmar ratio for STM, currently valued at -0.86, compared to the broader market0.001.002.003.004.00
STM: -0.86
OGS: 0.66
The chart of Martin ratio for STM, currently valued at -1.62, compared to the broader market-10.000.0010.0020.00
STM: -1.62
OGS: 3.48

The current STM Sharpe Ratio is -1.27, which is lower than the OGS Sharpe Ratio of 0.98. 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-1.50-1.00-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-1.27
0.98
STM
OGS

Dividends

STM vs. OGS - Dividend Comparison

STM's dividend yield for the trailing twelve months is around 1.95%, less than OGS's 3.60% yield.


TTM20242023202220212020201920182017201620152014
STM
STMicroelectronics N.V.
1.95%1.32%0.48%0.82%0.45%0.50%0.86%1.47%0.93%2.10%5.11%4.55%
OGS
ONE Gas, Inc.
3.60%3.81%4.08%3.28%2.99%2.81%2.14%2.31%2.29%2.19%2.39%2.04%

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.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-65.33%
-10.82%
STM
OGS

Volatility

STM vs. OGS - Volatility Comparison

STMicroelectronics N.V. (STM) has a higher volatility of 15.54% compared to ONE Gas, Inc. (OGS) at 6.89%. 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%NovemberDecember2025FebruaryMarchApril
15.54%
6.89%
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