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SWKS vs. MRVL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


SWKSMRVL
YTD Return-3.43%14.21%
1Y Return4.58%74.84%
3Y Return (Ann)-14.15%15.58%
5Y Return (Ann)6.09%23.51%
10Y Return (Ann)11.86%17.18%
Sharpe Ratio0.231.46
Daily Std Dev28.81%54.12%
Max Drawdown-96.12%-100.00%
Current Drawdown-42.43%-99.99%

Fundamentals


SWKSMRVL
Market Cap$16.73B$60.29B
EPS$5.64-$1.08
PE Ratio18.4914.92
PEG Ratio1.281.72
Revenue (TTM)$4.64B$5.51B
Gross Profit (TTM)$2.60B$3.03B
EBITDA (TTM)$1.42B$961.10M

Correlation

-0.50.00.51.00.5

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.

Performance

SWKS vs. MRVL - Performance Comparison

In the year-to-date period, SWKS achieves a -3.43% return, which is significantly lower than MRVL's 14.21% return. Over the past 10 years, SWKS has underperformed MRVL with an annualized return of 11.86%, while MRVL has yielded a comparatively higher 17.18% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2024FebruaryMarchApril
26.49%
0
SWKS
MRVL

Compare stocks, funds, or ETFs

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


Skyworks Solutions, Inc.

Marvell Technology Group Ltd.

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.


SWKS
Sharpe ratio
The chart of Sharpe ratio for SWKS, currently valued at 0.23, compared to the broader market-2.00-1.000.001.002.003.004.000.23
Sortino ratio
The chart of Sortino ratio for SWKS, currently valued at 0.52, compared to the broader market-4.00-2.000.002.004.006.000.52
Omega ratio
The chart of Omega ratio for SWKS, currently valued at 1.06, compared to the broader market0.501.001.501.06
Calmar ratio
The chart of Calmar ratio for SWKS, currently valued at 0.12, compared to the broader market0.002.004.006.000.12
Martin ratio
The chart of Martin ratio for SWKS, currently valued at 0.62, compared to the broader market0.0010.0020.0030.000.62
MRVL
Sharpe ratio
The chart of Sharpe ratio for MRVL, currently valued at 1.46, compared to the broader market-2.00-1.000.001.002.003.004.001.46
Sortino ratio
The chart of Sortino ratio for MRVL, currently valued at 2.44, compared to the broader market-4.00-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for MRVL, currently valued at 1.30, compared to the broader market0.501.001.501.30
Calmar ratio
The chart of Calmar ratio for MRVL, currently valued at 0.79, compared to the broader market0.002.004.006.000.79
Martin ratio
The chart of Martin ratio for MRVL, currently valued at 5.67, compared to the broader market0.0010.0020.0030.005.67

SWKS vs. MRVL - Sharpe Ratio Comparison

The current SWKS Sharpe Ratio is 0.23, which is lower than the MRVL Sharpe Ratio of 1.46. The chart below compares the 12-month rolling Sharpe Ratio of SWKS and MRVL.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2024FebruaryMarchApril
0.23
1.46
SWKS
MRVL

Dividends

SWKS vs. MRVL - Dividend Comparison

SWKS's dividend yield for the trailing twelve months is around 2.47%, more than MRVL's 0.35% yield.


TTM20232022202120202019201820172016201520142013
SWKS
Skyworks Solutions, Inc.
2.47%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.
0.35%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 -100.00%. Use the drawdown chart below to compare losses from any high point for SWKS and MRVL. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%NovemberDecember2024FebruaryMarchApril
-42.43%
-99.99%
SWKS
MRVL

Volatility

SWKS vs. MRVL - Volatility Comparison

The current volatility for Skyworks Solutions, Inc. (SWKS) is 8.69%, while Marvell Technology Group Ltd. (MRVL) has a volatility of 11.25%. This indicates that SWKS experiences smaller price fluctuations and is considered to be less risky than MRVL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
8.69%
11.25%
SWKS
MRVL

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items