SWKS vs. ^IXIC
Compare and contrast key facts about Skyworks Solutions, Inc. (SWKS) and NASDAQ Composite (^IXIC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWKS or ^IXIC.
Performance
SWKS vs. ^IXIC - Performance Comparison
Returns By Period
In the year-to-date period, SWKS achieves a -23.76% return, which is significantly lower than ^IXIC's 25.18% return. Over the past 10 years, SWKS has underperformed ^IXIC with an annualized return of 4.46%, while ^IXIC has yielded a comparatively higher 14.88% annualized return.
SWKS
-23.76%
-14.83%
-10.11%
-8.35%
-0.69%
4.46%
^IXIC
25.18%
1.63%
11.89%
33.03%
17.18%
14.88%
Key characteristics
| SWKS | ^IXIC | |
|---|---|---|
| Sharpe Ratio | -0.21 | 1.89 |
| Sortino Ratio | -0.05 | 2.50 |
| Omega Ratio | 0.99 | 1.34 |
| Calmar Ratio | -0.14 | 2.52 |
| Martin Ratio | -0.56 | 9.39 |
| Ulcer Index | 13.37% | 3.53% |
| Daily Std Dev | 36.04% | 17.55% |
| Max Drawdown | -96.12% | -77.93% |
| Current Drawdown | -54.55% | -2.63% |
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Correlation
The correlation between SWKS and ^IXIC is 0.48, 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. ^IXIC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Skyworks Solutions, Inc. (SWKS) and NASDAQ Composite (^IXIC). 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.
Drawdowns
SWKS vs. ^IXIC - Drawdown Comparison
The maximum SWKS drawdown since its inception was -96.12%, which is greater than ^IXIC's maximum drawdown of -77.93%. Use the drawdown chart below to compare losses from any high point for SWKS and ^IXIC. For additional features, visit the drawdowns tool.
Volatility
SWKS vs. ^IXIC - Volatility Comparison
Skyworks Solutions, Inc. (SWKS) has a higher volatility of 11.10% compared to NASDAQ Composite (^IXIC) at 5.78%. This indicates that SWKS's price experiences larger fluctuations and is considered to be riskier than ^IXIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.