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TXN vs. STMPA.PA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TXN vs. STMPA.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Texas Instruments Incorporated (TXN) and STMicroelectronics N.V. (STMPA.PA). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

TXN is traded in USD, while STMPA.PA is traded in EUR. To make them comparable, the STMPA.PA values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, TXN achieves a 75.59% return, which is significantly lower than STMPA.PA's 198.18% return. Over the past 10 years, TXN has underperformed STMPA.PA with an annualized return of 20.39%, while STMPA.PA has yielded a comparatively higher 31.99% annualized return.


TXN

1D
1.35%
1M
-1.70%
YTD
75.59%
6M
69.78%
1Y
55.05%
3Y*
22.83%
5Y*
12.97%
10Y*
20.39%

STMPA.PA

1D
4.36%
1M
27.82%
YTD
198.18%
6M
200.28%
1Y
165.22%
3Y*
17.94%
5Y*
16.57%
10Y*
31.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TXN vs. STMPA.PA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TXN
Texas Instruments Incorporated
75.59%-4.47%13.14%6.41%-9.86%17.53%31.70%39.56%-7.17%46.75%
STMPA.PA
STMicroelectronics N.V.
198.18%6.23%-49.12%42.20%-28.03%34.31%38.63%90.85%-33.63%95.69%

Correlation

The correlation between TXN and STMPA.PA is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.49

Correlation (3Y)
Calculated over the trailing 3-year period

0.47

Correlation (5Y)
Calculated over the trailing 5-year period

0.49

Correlation (10Y)
Calculated over the trailing 10-year period

0.47

Correlation (All Time)
Calculated using the full available price history since Jun 1, 2007

0.44

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Return for Risk

TXN vs. STMPA.PA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TXN
TXN Risk / Return Rank: 7878
Overall Rank
TXN Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
TXN Sortino Ratio Rank: 8080
Sortino Ratio Rank
TXN Omega Ratio Rank: 8181
Omega Ratio Rank
TXN Calmar Ratio Rank: 7575
Calmar Ratio Rank
TXN Martin Ratio Rank: 7373
Martin Ratio Rank

STMPA.PA
STMPA.PA Risk / Return Rank: 9393
Overall Rank
STMPA.PA Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
STMPA.PA Sortino Ratio Rank: 9393
Sortino Ratio Rank
STMPA.PA Omega Ratio Rank: 9494
Omega Ratio Rank
STMPA.PA Calmar Ratio Rank: 9292
Calmar Ratio Rank
STMPA.PA Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TXN vs. STMPA.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Texas Instruments Incorporated (TXN) and STMicroelectronics N.V. (STMPA.PA). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TXNSTMPA.PADifference
Sharpe ratioReturn per unit of total volatility

-1.82

Sortino ratioReturn per unit of downside risk

-1.26

Omega ratioGain probability vs. loss probability

1.30

1.50

-0.20

Calmar ratioReturn relative to maximum drawdown

1.87

4.69

-2.82

Martin ratioReturn relative to average drawdown

3.90

10.39

-6.50

TXN vs. STMPA.PA - Sharpe Ratio Comparison

The current TXN Sharpe Ratio is 1.38, which is lower than the STMPA.PA Sharpe Ratio of 3.19. The chart below compares the historical Sharpe Ratios of TXN and STMPA.PA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TXN vs. STMPA.PA - Drawdown Comparison

The maximum TXN drawdown since its inception was -85.81%, which is greater than STMPA.PA's maximum drawdown of -79.51%. Use the drawdown chart below to compare losses from any high point for TXN and STMPA.PA.


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Drawdown Indicators


TXNSTMPA.PADifference

Max Drawdown

Largest peak-to-trough decline

-85.81%

-79.51%

-6.30%

Max Drawdown (1Y)

Largest decline over 1 year

-29.57%

-34.61%

+5.04%

Max Drawdown (3Y)

Largest decline over 3 years

-33.41%

-66.49%

+33.08%

Max Drawdown (5Y)

Largest decline over 5 years

-33.41%

-66.49%

+33.08%

Max Drawdown (10Y)

Largest decline over 10 years

-33.41%

-66.49%

+33.08%

Current Drawdown

Current decline from peak

-7.32%

-1.35%

-5.97%

Average Drawdown

Average peak-to-trough decline

-34.78%

-34.11%

-0.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.17%

15.70%

-1.53%

Volatility

TXN vs. STMPA.PA - Volatility Comparison

The current volatility for Texas Instruments Incorporated (TXN) is 14.23%, while STMicroelectronics N.V. (STMPA.PA) has a volatility of 21.83%. This indicates that TXN experiences smaller price fluctuations and is considered to be less risky than STMPA.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TXNSTMPA.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

14.23%

21.83%

-7.60%

Volatility (6M)

Calculated over the trailing 6-month period

31.44%

38.39%

-6.95%

Volatility (1Y)

Calculated over the trailing 1-year period

40.13%

50.81%

-10.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.42%

41.73%

-9.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.17%

41.41%

-10.24%

Dividends

TXN vs. STMPA.PA - Dividend Comparison

TXN's dividend yield for the trailing twelve months is around 1.87%, more than STMPA.PA's 0.45% yield.


PositionTTM20252024202320222021202020192018201720162015
STMPA.PA
STMicroelectronics N.V.
0.45%1.36%1.28%0.49%0.71%0.51%0.61%1.00%1.92%1.30%2.60%6.47%
TXN
Texas Instruments Incorporated
1.87%3.17%2.81%2.94%2.84%2.23%2.27%2.50%2.78%2.03%2.25%2.55%

Financials

TXN vs. STMPA.PA - Financials Comparison

This section allows you to compare key financial metrics between Texas Instruments Incorporated and STMicroelectronics N.V.. 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


Please note, different currencies. TXN values in USD, STMPA.PA values in EUR

Frequently Asked Questions


TXN and STMPA.PA have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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