SWKS vs. MFC
SWKS (Skyworks Solutions, Inc.) and MFC (Manulife Financial Corporation) are both stocks. SWKS operates in Semiconductors (Technology), while MFC operates in Insurance - Life (Financial Services). Over the past 10 years, SWKS returned 3.67%/yr vs 15.88%/yr for MFC. At a 0.33 correlation, their price movements are largely independent.
Performance
SWKS vs. MFC - Performance Comparison
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Returns By Period
In the year-to-date period, SWKS achieves a 21.34% return, which is significantly higher than MFC's 9.27% return. Over the past 10 years, SWKS has underperformed MFC with an annualized return of 3.67%, while MFC has yielded a comparatively higher 15.88% annualized return.
SWKS
- 1D
- 2.45%
- 1M
- 13.84%
- YTD
- 21.34%
- 6M
- 11.17%
- 1Y
- 9.71%
- 3Y*
- -7.16%
- 5Y*
- -12.38%
- 10Y*
- 3.67%
MFC
- 1D
- 0.46%
- 1M
- -1.92%
- YTD
- 9.27%
- 6M
- 13.46%
- 1Y
- 24.59%
- 3Y*
- 32.27%
- 5Y*
- 19.18%
- 10Y*
- 15.88%
SWKS vs. MFC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWKS Skyworks Solutions, Inc. | 21.34% | -25.49% | -18.86% | 26.55% | -39.95% | 2.73% | 28.36% | 84.10% | -28.30% | 28.69% |
MFC Manulife Financial Corporation | 9.27% | 22.95% | 45.75% | 31.13% | -1.18% | 12.17% | -7.18% | 49.19% | -29.89% | 22.17% |
Correlation
The correlation between SWKS and MFC is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 1999 | 0.33 |
The correlation between SWKS and MFC shifts across timeframes, from 0.24 (1 year) to 0.42 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
SWKS:
$11.34B
MFC:
$46.97B
SWKS:
$2.38
MFC:
$4.06
SWKS:
31.63
MFC:
9.59
SWKS:
2.83
MFC:
0.78
SWKS:
1.97
MFC:
1.07
SWKS:
$4.04B
MFC:
$79.35B
SWKS:
$1.66B
MFC:
$26.46B
SWKS:
$621.40M
MFC:
$8.26B
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Return for Risk
SWKS vs. MFC — Risk / Return Rank
SWKS
MFC
SWKS vs. MFC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Skyworks Solutions, Inc. (SWKS) and Manulife Financial Corporation (MFC). 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.
| SWKS | MFC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.96 | ||
| Sortino ratioReturn per unit of downside risk | -1.01 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.22 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.28 | 1.98 | -1.70 |
| Martin ratioReturn relative to average drawdown | 0.51 | 5.41 | -4.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SWKS | MFC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.23 | 1.19 | -0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.31 | 0.80 | -1.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.09 | 0.56 | -0.47 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.34 | -0.23 |
Drawdowns
SWKS vs. MFC - Drawdown Comparison
The maximum SWKS drawdown since its inception was -96.12%, which is greater than MFC's maximum drawdown of -83.61%. Use the drawdown chart below to compare losses from any high point for SWKS and MFC.
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Drawdown Indicators
| SWKS | MFC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.12% | -83.61% | -12.51% |
Max Drawdown (1Y)Largest decline over 1 year | -35.24% | -12.49% | -22.75% |
Max Drawdown (3Y)Largest decline over 3 years | -58.20% | -16.75% | -41.45% |
Max Drawdown (5Y)Largest decline over 5 years | -72.55% | -26.99% | -45.56% |
Max Drawdown (10Y)Largest decline over 10 years | -72.88% | -57.44% | -15.44% |
Current DrawdownCurrent decline from peak | -56.27% | -1.95% | -54.32% |
Average DrawdownAverage peak-to-trough decline | -55.75% | -29.41% | -26.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.03% | 4.64% | +14.39% |
Volatility
SWKS vs. MFC - Volatility Comparison
Skyworks Solutions, Inc. (SWKS) has a higher volatility of 20.87% compared to Manulife Financial Corporation (MFC) at 7.84%. This indicates that SWKS's price experiences larger fluctuations and is considered to be riskier than MFC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWKS | MFC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.87% | 7.84% | +13.03% |
Volatility (6M)Calculated over the trailing 6-month period | 34.54% | 15.82% | +18.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.91% | 20.72% | +21.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.59% | 24.13% | +16.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.11% | 28.42% | +11.69% |
Dividends
SWKS vs. MFC - Dividend Comparison
SWKS's dividend yield for the trailing twelve months is around 3.77%, more than MFC's 3.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MFC Manulife Financial Corporation | 3.43% | 3.45% | 4.16% | 4.86% | 5.71% | 4.91% | 4.70% | 3.71% | 4.08% | 3.93% | 4.15% | 5.38% |
SWKS Skyworks Solutions, Inc. | 3.77% | 4.45% | 3.11% | 2.31% | 2.59% | 1.37% | 1.23% | 1.36% | 2.09% | 1.26% | 1.45% | 1.02% |
Financials
SWKS vs. MFC - Financials Comparison
This section allows you to compare key financial metrics between Skyworks Solutions, Inc. and Manulife Financial Corporation. 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
SWKS vs. MFC - Profitability Comparison
SWKS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Skyworks Solutions, Inc. reported a gross profit of 385.40M and revenue of 943.70M. Therefore, the gross margin over that period was 40.8%.
MFC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Manulife Financial Corporation reported a gross profit of 12.31B and revenue of 12.31B. Therefore, the gross margin over that period was 100.0%.
SWKS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Skyworks Solutions, Inc. reported an operating income of 42.10M and revenue of 943.70M, resulting in an operating margin of 4.5%.
MFC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Manulife Financial Corporation reported an operating income of 1.47B and revenue of 12.31B, resulting in an operating margin of 11.9%.
SWKS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Skyworks Solutions, Inc. reported a net income of 35.60M and revenue of 943.70M, resulting in a net margin of 3.8%.
MFC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Manulife Financial Corporation reported a net income of 1.20B and revenue of 12.31B, resulting in a net margin of 9.7%.
Frequently Asked Questions
SWKS and MFC have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SWKS has higher volatility (20.87%) compared to MFC (7.84%). In terms of maximum drawdown, SWKS dropped -96.12% vs MFC's -83.61%.
MFC currently has the higher Sharpe Ratio (1.19 vs 0.23), 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.
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