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STX vs. VOLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

STX vs. VOLT - Performance Comparison

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

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Returns By Period

In the year-to-date period, STX achieves a 238.67% return, which is significantly higher than VOLT's 36.32% return.


STX

1D
7.25%
1M
17.04%
YTD
238.67%
6M
225.10%
1Y
640.98%
3Y*
149.80%
5Y*
62.01%
10Y*
51.08%

VOLT

1D
1.28%
1M
-0.71%
YTD
36.32%
6M
35.03%
1Y
62.39%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

STX vs. VOLT - Yearly Performance Comparison


2026 (YTD)20252024
STX
Seagate Technology plc
238.67%225.26%-11.99%
VOLT
Tema Electrification ETF
36.32%25.92%-8.98%

Correlation

The correlation between STX and VOLT is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.51

Correlation (All Time)
Calculated using the full available price history since Dec 4, 2024

0.53

The correlation between STX and VOLT has been stable across timeframes, ranging from 0.51 to 0.53 - a consistent structural relationship.

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Return for Risk

STX vs. VOLT — Risk / Return Rank

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

STX
STX Risk / Return Rank: 9999
Overall Rank
STX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
STX Sortino Ratio Rank: 9999
Sortino Ratio Rank
STX Omega Ratio Rank: 9898
Omega Ratio Rank
STX Calmar Ratio Rank: 100100
Calmar Ratio Rank
STX Martin Ratio Rank: 100100
Martin Ratio Rank

VOLT
VOLT Risk / Return Rank: 9191
Overall Rank
VOLT Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
VOLT Sortino Ratio Rank: 8989
Sortino Ratio Rank
VOLT Omega Ratio Rank: 8888
Omega Ratio Rank
VOLT Calmar Ratio Rank: 9494
Calmar Ratio Rank
VOLT Martin Ratio Rank: 9090
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

STX vs. VOLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Seagate Technology plc (STX) and Tema Electrification ETF (VOLT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


STXVOLTDifference
Sharpe ratioReturn per unit of total volatility

+7.33

Sortino ratioReturn per unit of downside risk

+2.73

Omega ratioGain probability vs. loss probability

1.81

1.47

+0.34

Calmar ratioReturn relative to maximum drawdown

31.15

6.35

+24.80

Martin ratioReturn relative to average drawdown

90.13

17.90

+72.23

STX vs. VOLT - Sharpe Ratio Comparison

The current STX Sharpe Ratio is 10.19, which is higher than the VOLT Sharpe Ratio of 2.87. The chart below compares the historical Sharpe Ratios of STX and VOLT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

STX vs. VOLT - Drawdown Comparison

The maximum STX drawdown since its inception was -88.74%, which is greater than VOLT's maximum drawdown of -23.40%. Use the drawdown chart below to compare losses from any high point for STX and VOLT.


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Drawdown Indicators


STXVOLTDifference

Max Drawdown

Largest peak-to-trough decline

-88.74%

-23.40%

-65.34%

Max Drawdown (1Y)

Largest decline over 1 year

-21.00%

-9.59%

-11.41%

Max Drawdown (3Y)

Largest decline over 3 years

-40.00%

Max Drawdown (5Y)

Largest decline over 5 years

-56.99%

Max Drawdown (10Y)

Largest decline over 10 years

-56.99%

Current Drawdown

Current decline from peak

-1.03%

-4.76%

+3.73%

Average Drawdown

Average peak-to-trough decline

-26.44%

-5.19%

-21.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.24%

3.40%

+3.84%

Volatility

STX vs. VOLT - Volatility Comparison

Seagate Technology plc (STX) has a higher volatility of 19.61% compared to Tema Electrification ETF (VOLT) at 9.23%. This indicates that STX's price experiences larger fluctuations and is considered to be riskier than VOLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STXVOLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.61%

9.23%

+10.38%

Volatility (6M)

Calculated over the trailing 6-month period

50.59%

18.19%

+32.40%

Volatility (1Y)

Calculated over the trailing 1-year period

64.18%

21.28%

+42.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.86%

24.40%

+20.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.27%

24.40%

+17.87%

Dividends

STX vs. VOLT - Dividend Comparison

STX's dividend yield for the trailing twelve months is around 0.31%, less than VOLT's 0.33% yield.


PositionTTM20252024202320222021202020192018201720162015
STX
Seagate Technology plc
0.31%1.05%3.27%3.28%5.32%2.40%4.21%4.27%6.53%6.02%6.60%6.14%
VOLT
Tema Electrification ETF
0.33%0.46%0.01%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


STX and VOLT have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

STX has higher volatility (19.61%) compared to VOLT (9.23%). In terms of maximum drawdown, STX dropped -88.74% vs VOLT's -23.40%.

STX currently has the higher Sharpe Ratio (10.19 vs 2.87), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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