SWKS vs. ^IXIC

In the year-to-date period, SWKS achieves a -17.27% return, which is significantly lower than ^IXIC's -1.56% return. Over the past 10 years, SWKS has underperformed ^IXIC with an annualized return of -1.11%, while ^IXIC has yielded a comparatively higher 14.22% annualized return.

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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.

The current SWKS Sharpe Ratio is -0.39, which is lower than the ^IXIC Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of SWKS and ^IXIC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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.

Skyworks Solutions, Inc. (SWKS) has a higher volatility of 9.54% compared to NASDAQ Composite (^IXIC) at 7.88%. 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.