STMPA.PA vs. ROHCY
STMPA.PA (STMicroelectronics N.V.) and ROHCY (Rohm Co Ltd ADR) are both stocks. Both operate in the Semiconductors industry within the Technology sector. Over the past 10 years, STMPA.PA returned 29.86%/yr vs 11.89%/yr for ROHCY. At a 0.23 correlation, their price movements are largely independent.
Performance
STMPA.PA vs. ROHCY - Performance Comparison
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Different Trading Currencies
STMPA.PA is traded in EUR, while ROHCY is traded in USD. To make them comparable, the ROHCY values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, STMPA.PA achieves a 198.06% return, which is significantly higher than ROHCY's 129.50% return. Over the past 10 years, STMPA.PA has outperformed ROHCY with an annualized return of 29.86%, while ROHCY has yielded a comparatively lower 11.89% annualized return.
STMPA.PA
- 1D
- -2.58%
- 1M
- 36.07%
- YTD
- 198.06%
- 6M
- 201.84%
- 1Y
- 169.27%
- 3Y*
- 18.09%
- 5Y*
- 17.77%
- 10Y*
- 29.86%
ROHCY
- 1D
- 1.15%
- 1M
- 30.73%
- YTD
- 129.50%
- 6M
- 129.54%
- 1Y
- 178.88%
- 3Y*
- 10.83%
- 5Y*
- 7.98%
- 10Y*
- 11.89%
STMPA.PA vs. ROHCY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STMPA.PA STMicroelectronics N.V. | 198.06% | -6.47% | -45.87% | 37.73% | -23.50% | 43.89% | 27.10% | 94.08% | -30.69% | 70.97% |
ROHCY Rohm Co Ltd ADR | 129.50% | 37.99% | -45.75% | 0.26% | -15.67% | -2.37% | 15.42% | 25.50% | -38.98% | 69.18% |
Correlation
The correlation between STMPA.PA and ROHCY is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Nov 25, 2008 | 0.23 |
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Return for Risk
STMPA.PA vs. ROHCY — Risk / Return Rank
STMPA.PA
ROHCY
STMPA.PA vs. ROHCY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for STMicroelectronics N.V. (STMPA.PA) and Rohm Co Ltd ADR (ROHCY). 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.
| STMPA.PA | ROHCY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.33 | ||
| Sortino ratioReturn per unit of downside risk | -0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.53 | 1.56 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 4.99 | 7.96 | -2.97 |
| Martin ratioReturn relative to average drawdown | 10.87 | 22.22 | -11.35 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| STMPA.PA | ROHCY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.42 | 3.09 | +0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.19 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.29 | +0.44 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.18 | +0.08 |
Drawdowns
STMPA.PA vs. ROHCY - Drawdown Comparison
The maximum STMPA.PA drawdown since its inception was -95.75%, which is greater than ROHCY's maximum drawdown of -70.61%. Use the drawdown chart below to compare losses from any high point for STMPA.PA and ROHCY.
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Drawdown Indicators
| STMPA.PA | ROHCY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.75% | -70.61% | -25.14% |
Max Drawdown (1Y)Largest decline over 1 year | -33.59% | -22.63% | -10.96% |
Max Drawdown (3Y)Largest decline over 3 years | -66.46% | -67.95% | +1.49% |
Max Drawdown (5Y)Largest decline over 5 years | -66.46% | -68.61% | +2.15% |
Max Drawdown (10Y)Largest decline over 10 years | -66.46% | -70.61% | +4.15% |
Current DrawdownCurrent decline from peak | -2.58% | -5.77% | +3.19% |
Average DrawdownAverage peak-to-trough decline | -59.07% | -29.32% | -29.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.50% | 8.09% | +7.41% |
Volatility
STMPA.PA vs. ROHCY - Volatility Comparison
The current volatility for STMicroelectronics N.V. (STMPA.PA) is 21.03%, while Rohm Co Ltd ADR (ROHCY) has a volatility of 29.73%. This indicates that STMPA.PA experiences smaller price fluctuations and is considered to be less risky than ROHCY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STMPA.PA | ROHCY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.03% | 29.73% | -8.70% |
Volatility (6M)Calculated over the trailing 6-month period | 36.43% | 47.00% | -10.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.06% | 58.31% | -8.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.69% | 43.21% | -3.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.16% | 41.01% | -0.85% |
Dividends
STMPA.PA vs. ROHCY - Dividend Comparison
STMPA.PA's dividend yield for the trailing twelve months is around 0.40%, while ROHCY has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ROHCY Rohm Co Ltd ADR | 0.00% | 1.21% | 1.80% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.87% | 0.00% |
STMPA.PA STMicroelectronics N.V. | 0.40% | 1.20% | 1.08% | 0.42% | 0.60% | 0.38% | 0.46% | 0.77% | 1.41% | 1.00% | 2.02% | 5.01% |
Financials
STMPA.PA vs. ROHCY - Financials Comparison
This section allows you to compare key financial metrics between STMicroelectronics N.V. and Rohm Co Ltd ADR. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
STMPA.PA and ROHCY have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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