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

Performance

STX vs. SMCI - Performance Comparison

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

-80.00%-60.00%-40.00%-20.00%0.00%20.00%JuneJulyAugustSeptemberOctoberNovember
8.37%
-64.95%
STX
SMCI

Returns By Period

In the year-to-date period, STX achieves a 19.61% return, which is significantly higher than SMCI's 4.48% return. Over the past 10 years, STX has underperformed SMCI with an annualized return of 9.42%, while SMCI has yielded a comparatively higher 24.25% annualized return.


STX

YTD

19.61%

1M

-11.29%

6M

8.37%

1Y

34.51%

5Y (annualized)

15.59%

10Y (annualized)

9.42%

SMCI

YTD

4.48%

1M

-35.39%

6M

-64.95%

1Y

3.61%

5Y (annualized)

70.08%

10Y (annualized)

24.25%

Fundamentals


STXSMCI
Market Cap$20.73B$15.11B
EPS$3.87$2.01
PE Ratio25.3312.84
PEG Ratio0.310.76
Total Revenue (TTM)$7.27B$12.82B
Gross Profit (TTM)$2.10B$1.76B
EBITDA (TTM)$1.50B$1.13B

Key characteristics


STXSMCI
Sharpe Ratio1.160.02
Sortino Ratio1.690.90
Omega Ratio1.211.12
Calmar Ratio1.210.03
Martin Ratio5.090.06
Ulcer Index6.95%40.33%
Daily Std Dev30.49%113.54%
Max Drawdown-88.74%-84.84%
Current Drawdown-11.29%-75.00%

Compare stocks, funds, or ETFs

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


Correlation

-0.50.00.51.00.4

The correlation between STX and SMCI is 0.36, 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.

Risk-Adjusted Performance

STX vs. SMCI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Seagate Technology plc (STX) and Super Micro Computer, Inc. (SMCI). 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 1.16, compared to the broader market-4.00-2.000.002.004.001.160.02
The chart of Sortino ratio for STX, currently valued at 1.69, compared to the broader market-4.00-2.000.002.004.001.690.90
The chart of Omega ratio for STX, currently valued at 1.21, compared to the broader market0.501.001.502.001.211.12
The chart of Calmar ratio for STX, currently valued at 1.21, compared to the broader market0.002.004.006.001.210.03
The chart of Martin ratio for STX, currently valued at 5.09, compared to the broader market0.0010.0020.0030.005.090.06
STX
SMCI

The current STX Sharpe Ratio is 1.16, which is higher than the SMCI Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of STX and SMCI, 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.16
0.02
STX
SMCI

Dividends

STX vs. SMCI - Dividend Comparison

STX's dividend yield for the trailing twelve months is around 2.80%, while SMCI has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
STX
Seagate Technology plc
2.80%3.28%5.32%2.40%4.21%4.27%6.53%6.02%6.60%6.14%2.75%2.12%
SMCI
Super Micro Computer, 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

STX vs. SMCI - Drawdown Comparison

The maximum STX drawdown since its inception was -88.74%, roughly equal to the maximum SMCI drawdown of -84.84%. Use the drawdown chart below to compare losses from any high point for STX and SMCI. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-11.29%
-75.00%
STX
SMCI

Volatility

STX vs. SMCI - Volatility Comparison

The current volatility for Seagate Technology plc (STX) is 6.26%, while Super Micro Computer, Inc. (SMCI) has a volatility of 63.84%. This indicates that STX experiences smaller price fluctuations and is considered to be less risky than SMCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%60.00%JuneJulyAugustSeptemberOctoberNovember
6.26%
63.84%
STX
SMCI

Financials

STX vs. SMCI - Financials Comparison

This section allows you to compare key financial metrics between Seagate Technology plc and Super Micro Computer, 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