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

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.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-39.56%
-23.67%
STM
SLAB

Returns By Period

In the year-to-date period, STM achieves a -49.25% return, which is significantly lower than SLAB's -24.04% return. Over the past 10 years, STM has outperformed SLAB with an annualized return of 15.12%, while SLAB has yielded a comparatively lower 8.33% annualized return.


STM

YTD

-49.25%

1M

-7.30%

6M

-38.98%

1Y

-43.84%

5Y (annualized)

1.58%

10Y (annualized)

15.12%

SLAB

YTD

-24.04%

1M

-12.84%

6M

-22.83%

1Y

0.43%

5Y (annualized)

-1.70%

10Y (annualized)

8.33%

Fundamentals


STMSLAB
Market Cap$24.43B$3.41B
EPS$2.43-$7.41
PEG Ratio19.083.03
Total Revenue (TTM)$14.23B$504.98M
Gross Profit (TTM)$5.92B$259.94M
EBITDA (TTM)$3.56B-$171.74M

Key characteristics


STMSLAB
Sharpe Ratio-1.16-0.06
Sortino Ratio-1.650.25
Omega Ratio0.801.03
Calmar Ratio-0.83-0.05
Martin Ratio-1.63-0.13
Ulcer Index27.12%19.75%
Daily Std Dev38.11%46.35%
Max Drawdown-94.40%-89.29%
Current Drawdown-52.96%-52.18%

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Correlation

-0.50.00.51.00.6

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.

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for STM, currently valued at -1.16, compared to the broader market-4.00-2.000.002.004.00-1.16-0.06
The chart of Sortino ratio for STM, currently valued at -1.65, compared to the broader market-4.00-2.000.002.004.00-1.650.25
The chart of Omega ratio for STM, currently valued at 0.80, compared to the broader market0.501.001.502.000.801.03
The chart of Calmar ratio for STM, currently valued at -0.83, compared to the broader market0.002.004.006.00-0.83-0.05
The chart of Martin ratio for STM, currently valued at -1.63, compared to the broader market0.0010.0020.0030.00-1.63-0.13
STM
SLAB

The current STM Sharpe Ratio is -1.16, which is lower than the SLAB Sharpe Ratio of -0.06. 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.

Rolling 12-month Sharpe Ratio-1.00-0.500.000.50JuneJulyAugustSeptemberOctoberNovember
-1.16
-0.06
STM
SLAB

Dividends

STM vs. SLAB - Dividend Comparison

STM's dividend yield for the trailing twelve months is around 1.19%, while SLAB has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
STM
STMicroelectronics N.V.
1.19%0.48%0.82%0.45%0.50%0.86%1.47%0.93%2.10%5.11%4.55%4.25%
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.


-60.00%-50.00%-40.00%-30.00%-20.00%JuneJulyAugustSeptemberOctoberNovember
-52.96%
-52.18%
STM
SLAB

Volatility

STM vs. SLAB - Volatility Comparison

The current volatility for STMicroelectronics N.V. (STM) is 10.39%, while Silicon Laboratories Inc. (SLAB) has a volatility of 16.24%. 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.


10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
10.39%
16.24%
STM
SLAB

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


Values in USD except per share items