SWKS vs. AMAT
Compare and contrast key facts about Skyworks Solutions, Inc. (SWKS) and Applied Materials, Inc. (AMAT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWKS or AMAT.
Performance
SWKS vs. AMAT - Performance Comparison
Returns By Period
In the year-to-date period, SWKS achieves a -23.76% return, which is significantly lower than AMAT's 5.92% return. Over the past 10 years, SWKS has underperformed AMAT with an annualized return of 4.46%, while AMAT has yielded a comparatively higher 23.88% annualized return.
SWKS
-23.76%
-14.83%
-10.11%
-8.35%
-0.69%
4.46%
AMAT
5.92%
-8.39%
-22.09%
15.77%
24.59%
23.88%
Fundamentals
| SWKS | AMAT | |
|---|---|---|
| Market Cap | $13.90B | $140.75B |
| EPS | $4.84 | $8.90 |
| PE Ratio | 17.98 | 19.18 |
| PEG Ratio | 1.95 | 1.56 |
| Total Revenue (TTM) | $3.15B | $27.18B |
| Gross Profit (TTM) | $1.29B | $12.90B |
| EBITDA (TTM) | $934.70M | $8.15B |
Key characteristics
| SWKS | AMAT | |
|---|---|---|
| Sharpe Ratio | -0.21 | 0.26 |
| Sortino Ratio | -0.05 | 0.64 |
| Omega Ratio | 0.99 | 1.08 |
| Calmar Ratio | -0.14 | 0.33 |
| Martin Ratio | -0.56 | 0.76 |
| Ulcer Index | 13.37% | 14.65% |
| Daily Std Dev | 36.04% | 42.38% |
| Max Drawdown | -96.12% | -85.22% |
| Current Drawdown | -54.55% | -32.91% |
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Correlation
The correlation between SWKS and AMAT is 0.37, 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
SWKS vs. AMAT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Skyworks Solutions, Inc. (SWKS) and Applied Materials, Inc. (AMAT). 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.
Dividends
SWKS vs. AMAT - Dividend Comparison
SWKS's dividend yield for the trailing twelve months is around 3.26%, more than AMAT's 0.84% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWKS Skyworks Solutions, Inc. | 3.26% | 2.31% | 2.59% | 1.37% | 1.23% | 1.36% | 2.09% | 1.26% | 1.45% | 1.02% | 0.48% | 0.00% |
AMAT Applied Materials, Inc. | 0.84% | 0.75% | 1.05% | 0.60% | 1.01% | 1.36% | 2.14% | 0.78% | 1.24% | 2.14% | 1.61% | 2.21% |
Drawdowns
SWKS vs. AMAT - Drawdown Comparison
The maximum SWKS drawdown since its inception was -96.12%, which is greater than AMAT's maximum drawdown of -85.22%. Use the drawdown chart below to compare losses from any high point for SWKS and AMAT. For additional features, visit the drawdowns tool.
Volatility
SWKS vs. AMAT - Volatility Comparison
The current volatility for Skyworks Solutions, Inc. (SWKS) is 11.10%, while Applied Materials, Inc. (AMAT) has a volatility of 12.37%. This indicates that SWKS experiences smaller price fluctuations and is considered to be less risky than AMAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
SWKS vs. AMAT - Financials Comparison
This section allows you to compare key financial metrics between Skyworks Solutions, Inc. and Applied Materials, 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.
Total Revenue: Total amount of money received from sales and other business activities