PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
STX vs. AMGN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between STX and AMGN is 0.27, 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.


-0.50.00.51.00.3

Performance

STX vs. AMGN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Seagate Technology plc (STX) and Amgen Inc. (AMGN). The values are adjusted to include any dividend payments, if applicable.

-25.00%-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-2.04%
-6.36%
STX
AMGN

Key characteristics

Sharpe Ratio

STX:

0.62

AMGN:

0.39

Sortino Ratio

STX:

1.05

AMGN:

0.76

Omega Ratio

STX:

1.13

AMGN:

1.10

Calmar Ratio

STX:

0.86

AMGN:

0.45

Martin Ratio

STX:

1.98

AMGN:

1.06

Ulcer Index

STX:

9.92%

AMGN:

9.58%

Daily Std Dev

STX:

31.72%

AMGN:

25.81%

Max Drawdown

STX:

-88.74%

AMGN:

-78.02%

Current Drawdown

STX:

-9.80%

AMGN:

-8.74%

Fundamentals

Market Cap

STX:

$21.35B

AMGN:

$162.78B

EPS

STX:

$5.50

AMGN:

$7.54

PE Ratio

STX:

18.34

AMGN:

40.19

PEG Ratio

STX:

0.32

AMGN:

2.14

Total Revenue (TTM)

STX:

$8.04B

AMGN:

$33.32B

Gross Profit (TTM)

STX:

$2.55B

AMGN:

$20.46B

EBITDA (TTM)

STX:

$1.82B

AMGN:

$13.31B

Returns By Period

The year-to-date returns for both investments are quite close, with STX having a 16.85% return and AMGN slightly higher at 17.20%. Both investments have delivered pretty close results over the past 10 years, with STX having a 10.43% annualized return and AMGN not far behind at 9.91%.


STX

YTD

16.85%

1M

-6.78%

6M

-2.04%

1Y

17.96%

5Y*

17.89%

10Y*

10.43%

AMGN

YTD

17.20%

1M

11.71%

6M

-6.36%

1Y

9.49%

5Y*

9.69%

10Y*

9.91%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

STX vs. AMGN — Risk-Adjusted Performance Rank

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

STX
The Risk-Adjusted Performance Rank of STX is 6666
Overall Rank
The Sharpe Ratio Rank of STX is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of STX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of STX is 5959
Omega Ratio Rank
The Calmar Ratio Rank of STX is 7777
Calmar Ratio Rank
The Martin Ratio Rank of STX is 6666
Martin Ratio Rank

AMGN
The Risk-Adjusted Performance Rank of AMGN is 5858
Overall Rank
The Sharpe Ratio Rank of AMGN is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of AMGN is 5353
Sortino Ratio Rank
The Omega Ratio Rank of AMGN is 5353
Omega Ratio Rank
The Calmar Ratio Rank of AMGN is 6666
Calmar Ratio Rank
The Martin Ratio Rank of AMGN is 5959
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.

STX vs. AMGN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Seagate Technology plc (STX) and Amgen Inc. (AMGN). 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 STX, currently valued at 0.62, compared to the broader market-2.000.002.000.620.39
The chart of Sortino ratio for STX, currently valued at 1.05, compared to the broader market-4.00-2.000.002.004.006.001.050.76
The chart of Omega ratio for STX, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.10
The chart of Calmar ratio for STX, currently valued at 0.86, compared to the broader market0.002.004.006.000.860.45
The chart of Martin ratio for STX, currently valued at 1.98, compared to the broader market-10.000.0010.0020.0030.001.981.06
STX
AMGN

The current STX Sharpe Ratio is 0.62, which is higher than the AMGN Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of STX and AMGN, 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-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.62
0.39
STX
AMGN

Dividends

STX vs. AMGN - Dividend Comparison

STX's dividend yield for the trailing twelve months is around 2.80%, less than AMGN's 3.01% yield.


TTM20242023202220212020201920182017201620152014
STX
Seagate Technology plc
2.80%3.27%3.28%5.32%2.40%4.21%4.27%6.53%6.02%6.60%6.14%2.75%
AMGN
Amgen Inc.
3.01%3.45%2.96%2.95%3.13%2.78%2.41%2.71%2.65%2.74%1.95%1.53%

Drawdowns

STX vs. AMGN - Drawdown Comparison

The maximum STX drawdown since its inception was -88.74%, which is greater than AMGN's maximum drawdown of -78.02%. Use the drawdown chart below to compare losses from any high point for STX and AMGN. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-9.80%
-8.74%
STX
AMGN

Volatility

STX vs. AMGN - Volatility Comparison

Seagate Technology plc (STX) and Amgen Inc. (AMGN) have volatilities of 8.07% and 8.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
8.07%
8.49%
STX
AMGN

Financials

STX vs. AMGN - Financials Comparison

This section allows you to compare key financial metrics between Seagate Technology plc and Amgen 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab