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

Correlation

The correlation between STM and SLAB is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

STM vs. SLAB - Performance Comparison

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

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Key characteristics

Sharpe Ratio

STM:

-0.72

SLAB:

0.01

Sortino Ratio

STM:

-0.89

SLAB:

0.38

Omega Ratio

STM:

0.89

SLAB:

1.05

Calmar Ratio

STM:

-0.56

SLAB:

0.01

Martin Ratio

STM:

-0.98

SLAB:

0.02

Ulcer Index

STM:

38.40%

SLAB:

18.20%

Daily Std Dev

STM:

52.41%

SLAB:

52.26%

Max Drawdown

STM:

-94.40%

SLAB:

-89.29%

Current Drawdown

STM:

-51.59%

SLAB:

-37.57%

Fundamentals

Market Cap

STM:

$23.24B

SLAB:

$4.34B

EPS

STM:

$1.18

SLAB:

-$5.11

PEG Ratio

STM:

2.72

SLAB:

3.03

PS Ratio

STM:

1.89

SLAB:

6.61

PB Ratio

STM:

1.31

SLAB:

4.06

Total Revenue (TTM)

STM:

$12.32B

SLAB:

$655.73M

Gross Profit (TTM)

STM:

$4.62B

SLAB:

$348.82M

EBITDA (TTM)

STM:

$2.88B

SLAB:

-$93.31M

Returns By Period

In the year-to-date period, STM achieves a 3.79% return, which is significantly lower than SLAB's 5.59% return. Over the past 10 years, STM has outperformed SLAB with an annualized return of 13.98%, while SLAB has yielded a comparatively lower 9.75% annualized return.


STM

YTD

3.79%

1M

28.33%

6M

2.92%

1Y

-37.64%

5Y*

2.53%

10Y*

13.98%

SLAB

YTD

5.59%

1M

45.73%

6M

30.55%

1Y

0.75%

5Y*

7.72%

10Y*

9.75%

*Annualized

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Risk-Adjusted Performance

STM vs. SLAB — 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 1717
Overall Rank
The Sharpe Ratio Rank of STM is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of STM is 1414
Sortino Ratio Rank
The Omega Ratio Rank of STM is 1515
Omega Ratio Rank
The Calmar Ratio Rank of STM is 1515
Calmar Ratio Rank
The Martin Ratio Rank of STM is 2626
Martin Ratio Rank

SLAB
The Risk-Adjusted Performance Rank of SLAB is 4949
Overall Rank
The Sharpe Ratio Rank of SLAB is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of SLAB is 4747
Sortino Ratio Rank
The Omega Ratio Rank of SLAB is 4747
Omega Ratio Rank
The Calmar Ratio Rank of SLAB is 5151
Calmar Ratio Rank
The Martin Ratio Rank of SLAB is 5151
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. SLAB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for STMicroelectronics N.V. (STM) and Silicon Laboratories Inc. (SLAB). 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 current STM Sharpe Ratio is -0.72, which is lower than the SLAB Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of STM and SLAB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

STM vs. SLAB - Dividend Comparison

STM's dividend yield for the trailing twelve months is around 1.39%, while SLAB has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
STM
STMicroelectronics N.V.
1.39%1.32%0.48%0.82%0.45%0.50%0.86%1.47%0.93%2.10%5.11%4.55%
SLAB
Silicon Laboratories Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

STM vs. SLAB - Drawdown Comparison

The maximum STM drawdown since its inception was -94.40%, which is greater than SLAB's maximum drawdown of -89.29%. Use the drawdown chart below to compare losses from any high point for STM and SLAB. For additional features, visit the drawdowns tool.


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Volatility

STM vs. SLAB - Volatility Comparison

The current volatility for STMicroelectronics N.V. (STM) is 11.96%, while Silicon Laboratories Inc. (SLAB) has a volatility of 12.94%. This indicates that STM experiences smaller price fluctuations and is considered to be less risky than SLAB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

STM vs. SLAB - Financials Comparison

This section allows you to compare key financial metrics between STMicroelectronics N.V. and Silicon Laboratories 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


0.001.00B2.00B3.00B4.00B20212022202320242025
2.52B
177.71M
(STM) Total Revenue
(SLAB) Total Revenue
Values in USD except per share items

STM vs. SLAB - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%20212022202320242025
33.4%
55.0%
(STM) Gross Margin
(SLAB) Gross Margin
STM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, STMicroelectronics N.V. reported a gross profit of 841.00M and revenue of 2.52B. Therefore, the gross margin over that period was 33.4%.

SLAB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Silicon Laboratories Inc. reported a gross profit of 97.78M and revenue of 177.71M. Therefore, the gross margin over that period was 55.0%.

STM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, STMicroelectronics N.V. reported an operating income of 3.00M and revenue of 2.52B, resulting in an operating margin of 0.1%.

SLAB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Silicon Laboratories Inc. reported an operating income of -32.08M and revenue of 177.71M, resulting in an operating margin of -18.1%.

STM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, STMicroelectronics N.V. reported a net income of 56.00M and revenue of 2.52B, resulting in a net margin of 2.2%.

SLAB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Silicon Laboratories Inc. reported a net income of -30.47M and revenue of 177.71M, resulting in a net margin of -17.2%.