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STX vs. AMGN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between STX and AMGN is 0.28, 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.

600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%2,000.00%JulyAugustSeptemberOctoberNovemberDecember
1,521.63%
692.27%
STX
AMGN

Key characteristics

Sharpe Ratio

STX:

0.32

AMGN:

-0.05

Sortino Ratio

STX:

0.65

AMGN:

0.11

Omega Ratio

STX:

1.08

AMGN:

1.01

Calmar Ratio

STX:

0.39

AMGN:

-0.06

Martin Ratio

STX:

1.23

AMGN:

-0.15

Ulcer Index

STX:

7.98%

AMGN:

9.40%

Daily Std Dev

STX:

30.95%

AMGN:

25.85%

Max Drawdown

STX:

-88.74%

AMGN:

-78.04%

Current Drawdown

STX:

-21.91%

AMGN:

-21.31%

Fundamentals

Market Cap

STX:

$19.99B

AMGN:

$142.96B

EPS

STX:

$3.87

AMGN:

$7.82

PE Ratio

STX:

24.42

AMGN:

34.01

PEG Ratio

STX:

0.30

AMGN:

1.91

Total Revenue (TTM)

STX:

$7.27B

AMGN:

$32.43B

Gross Profit (TTM)

STX:

$2.10B

AMGN:

$19.57B

EBITDA (TTM)

STX:

$1.49B

AMGN:

$13.05B

Returns By Period

In the year-to-date period, STX achieves a 5.29% return, which is significantly higher than AMGN's -5.79% return. Over the past 10 years, STX has underperformed AMGN with an annualized return of 7.58%, while AMGN has yielded a comparatively higher 8.34% annualized return.


STX

YTD

5.29%

1M

-11.97%

6M

-14.10%

1Y

5.55%

5Y*

12.26%

10Y*

7.58%

AMGN

YTD

-5.79%

1M

-8.51%

6M

-13.25%

1Y

-2.86%

5Y*

4.78%

10Y*

8.34%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

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 0.32, compared to the broader market-4.00-2.000.002.000.32-0.05
The chart of Sortino ratio for STX, currently valued at 0.65, compared to the broader market-4.00-2.000.002.004.000.650.11
The chart of Omega ratio for STX, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.01
The chart of Calmar ratio for STX, currently valued at 0.39, compared to the broader market0.002.004.006.000.39-0.06
The chart of Martin ratio for STX, currently valued at 1.23, compared to the broader market-5.000.005.0010.0015.0020.0025.001.23-0.15
STX
AMGN

The current STX Sharpe Ratio is 0.32, which is higher than the AMGN Sharpe Ratio of -0.05. 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-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.32
-0.05
STX
AMGN

Dividends

STX vs. AMGN - Dividend Comparison

STX's dividend yield for the trailing twelve months is around 3.23%, less than AMGN's 3.42% yield.


TTM20232022202120202019201820172016201520142013
STX
Seagate Technology plc
3.23%3.28%5.32%2.40%4.21%4.27%6.53%6.02%6.60%6.14%2.75%2.12%
AMGN
Amgen Inc.
3.42%2.96%2.95%3.13%2.78%2.41%2.71%2.65%2.74%1.95%1.53%1.65%

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 -78.04%. 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%JulyAugustSeptemberOctoberNovemberDecember
-21.91%
-21.31%
STX
AMGN

Volatility

STX vs. AMGN - Volatility Comparison

Seagate Technology plc (STX) has a higher volatility of 8.32% compared to Amgen Inc. (AMGN) at 7.02%. This indicates that STX's price experiences larger fluctuations and is considered to be riskier than AMGN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
8.32%
7.02%
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
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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.

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