SWKS vs. MRVL
Compare and contrast key facts about Skyworks Solutions, Inc. (SWKS) and Marvell Technology Group Ltd. (MRVL).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWKS or MRVL.
Performance
SWKS vs. MRVL - Performance Comparison
Returns By Period
In the year-to-date period, SWKS achieves a -23.76% return, which is significantly lower than MRVL's 47.61% return. Over the past 10 years, SWKS has underperformed MRVL with an annualized return of 4.46%, while MRVL has yielded a comparatively higher 21.64% annualized return.
SWKS
-23.76%
-14.83%
-10.11%
-8.35%
-0.69%
4.46%
MRVL
47.61%
11.10%
19.32%
60.18%
28.19%
21.64%
Fundamentals
| SWKS | MRVL | |
|---|---|---|
| Market Cap | $13.90B | $80.37B |
| EPS | $4.84 | -$1.11 |
| PEG Ratio | 1.95 | 1.52 |
| Total Revenue (TTM) | $3.15B | $3.86B |
| Gross Profit (TTM) | $1.29B | $1.78B |
| EBITDA (TTM) | $934.70M | $797.50M |
Key characteristics
| SWKS | MRVL | |
|---|---|---|
| Sharpe Ratio | -0.21 | 1.27 |
| Sortino Ratio | -0.05 | 1.83 |
| Omega Ratio | 0.99 | 1.23 |
| Calmar Ratio | -0.14 | 1.42 |
| Martin Ratio | -0.56 | 4.28 |
| Ulcer Index | 13.37% | 14.71% |
| Daily Std Dev | 36.04% | 49.64% |
| Max Drawdown | -96.12% | -96.23% |
| Current Drawdown | -54.55% | -5.57% |
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Correlation
The correlation between SWKS and MRVL is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
SWKS vs. MRVL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Skyworks Solutions, Inc. (SWKS) and Marvell Technology Group Ltd. (MRVL). 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. MRVL - Dividend Comparison
SWKS's dividend yield for the trailing twelve months is around 3.26%, more than MRVL's 0.27% 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% |
MRVL Marvell Technology Group Ltd. | 0.27% | 0.40% | 0.65% | 0.21% | 0.50% | 0.90% | 1.48% | 1.12% | 1.73% | 2.72% | 1.66% | 1.67% |
Drawdowns
SWKS vs. MRVL - Drawdown Comparison
The maximum SWKS drawdown since its inception was -96.12%, roughly equal to the maximum MRVL drawdown of -96.23%. Use the drawdown chart below to compare losses from any high point for SWKS and MRVL. For additional features, visit the drawdowns tool.
Volatility
SWKS vs. MRVL - Volatility Comparison
Skyworks Solutions, Inc. (SWKS) and Marvell Technology Group Ltd. (MRVL) have volatilities of 11.10% and 11.55%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Financials
SWKS vs. MRVL - Financials Comparison
This section allows you to compare key financial metrics between Skyworks Solutions, Inc. and Marvell Technology Group Ltd.. 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