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UMC vs. SLAB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between UMC and SLAB is 0.43, 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.


-0.50.00.51.00.4

Performance

UMC vs. SLAB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United Microelectronics Corporation (UMC) and Silicon Laboratories Inc. (SLAB). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
27.43%
159.07%
UMC
SLAB

Key characteristics

Sharpe Ratio

UMC:

-0.37

SLAB:

-0.03

Sortino Ratio

UMC:

-0.35

SLAB:

0.30

Omega Ratio

UMC:

0.96

SLAB:

1.04

Calmar Ratio

UMC:

-0.31

SLAB:

-0.02

Martin Ratio

UMC:

-1.03

SLAB:

-0.06

Ulcer Index

UMC:

11.48%

SLAB:

21.16%

Daily Std Dev

UMC:

32.13%

SLAB:

46.96%

Max Drawdown

UMC:

-85.96%

SLAB:

-89.29%

Current Drawdown

UMC:

-36.83%

SLAB:

-40.50%

Fundamentals

Market Cap

UMC:

$16.47B

SLAB:

$4.18B

EPS

UMC:

$0.63

SLAB:

-$7.41

PEG Ratio

UMC:

1.36

SLAB:

3.03

Total Revenue (TTM)

UMC:

$226.87B

SLAB:

$504.98M

Gross Profit (TTM)

UMC:

$72.60B

SLAB:

$259.94M

EBITDA (TTM)

UMC:

$98.34B

SLAB:

-$147.53M

Returns By Period

In the year-to-date period, UMC achieves a -18.51% return, which is significantly lower than SLAB's -5.50% return. Over the past 10 years, UMC has outperformed SLAB with an annualized return of 16.40%, while SLAB has yielded a comparatively lower 10.01% annualized return.


UMC

YTD

-18.51%

1M

-3.55%

6M

-22.10%

1Y

-13.50%

5Y*

25.84%

10Y*

16.40%

SLAB

YTD

-5.50%

1M

20.84%

6M

11.27%

1Y

-5.31%

5Y*

1.57%

10Y*

10.01%

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Risk-Adjusted Performance

UMC vs. SLAB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for United Microelectronics Corporation (UMC) and Silicon Laboratories Inc. (SLAB). 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.


Sharpe ratio
The chart of Sharpe ratio for UMC, currently valued at -0.37, compared to the broader market-4.00-2.000.002.00-0.37-0.03
The chart of Sortino ratio for UMC, currently valued at -0.35, compared to the broader market-4.00-2.000.002.004.00-0.350.30
The chart of Omega ratio for UMC, currently valued at 0.96, compared to the broader market0.501.001.502.000.961.04
The chart of Calmar ratio for UMC, currently valued at -0.31, compared to the broader market0.002.004.006.00-0.31-0.02
The chart of Martin ratio for UMC, currently valued at -1.03, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.03-0.06
UMC
SLAB

The current UMC Sharpe Ratio is -0.37, which is lower than the SLAB Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of UMC and SLAB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.37
-0.03
UMC
SLAB

Dividends

UMC vs. SLAB - Dividend Comparison

UMC's dividend yield for the trailing twelve months is around 7.09%, while SLAB has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
UMC
United Microelectronics Corporation
7.09%6.93%7.92%2.44%1.61%3.51%6.59%3.47%5.03%4.73%3.66%3.33%
SLAB
Silicon Laboratories Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

UMC vs. SLAB - Drawdown Comparison

The maximum UMC drawdown since its inception was -85.96%, roughly equal to the maximum SLAB drawdown of -89.29%. Use the drawdown chart below to compare losses from any high point for UMC and SLAB. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-36.83%
-40.50%
UMC
SLAB

Volatility

UMC vs. SLAB - Volatility Comparison

The current volatility for United Microelectronics Corporation (UMC) is 6.54%, while Silicon Laboratories Inc. (SLAB) has a volatility of 14.45%. This indicates that UMC experiences smaller price fluctuations and is considered to be less risky than SLAB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
6.54%
14.45%
UMC
SLAB

Financials

UMC vs. SLAB - Financials Comparison

This section allows you to compare key financial metrics between United Microelectronics Corporation and Silicon Laboratories Inc.. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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