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

Correlation

The correlation between VSH and SLAB is 0.56, 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.


-0.50.00.51.00.6

Performance

VSH vs. SLAB - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-23.03%
13.30%
VSH
SLAB

Key characteristics

Sharpe Ratio

VSH:

-0.82

SLAB:

0.01

Sortino Ratio

VSH:

-1.08

SLAB:

0.36

Omega Ratio

VSH:

0.88

SLAB:

1.04

Calmar Ratio

VSH:

-0.43

SLAB:

0.01

Martin Ratio

VSH:

-1.60

SLAB:

0.03

Ulcer Index

VSH:

16.68%

SLAB:

21.16%

Daily Std Dev

VSH:

32.42%

SLAB:

47.03%

Max Drawdown

VSH:

-96.39%

SLAB:

-89.29%

Current Drawdown

VSH:

-56.62%

SLAB:

-39.42%

Fundamentals

Market Cap

VSH:

$2.38B

SLAB:

$4.18B

EPS

VSH:

$0.62

SLAB:

-$7.41

PEG Ratio

VSH:

0.75

SLAB:

3.03

Total Revenue (TTM)

VSH:

$3.01B

SLAB:

$504.98M

Gross Profit (TTM)

VSH:

$684.82M

SLAB:

$259.94M

EBITDA (TTM)

VSH:

$340.00M

SLAB:

-$147.53M

Returns By Period

In the year-to-date period, VSH achieves a -27.41% return, which is significantly lower than SLAB's -3.77% return. Over the past 10 years, VSH has underperformed SLAB with an annualized return of 3.68%, while SLAB has yielded a comparatively higher 10.22% annualized return.


VSH

YTD

-27.41%

1M

12.63%

6M

-23.33%

1Y

-26.71%

5Y*

-2.44%

10Y*

3.68%

SLAB

YTD

-3.77%

1M

29.35%

6M

12.16%

1Y

0.57%

5Y*

1.95%

10Y*

10.22%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

VSH vs. SLAB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vishay Intertechnology, Inc. (VSH) 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 VSH, currently valued at -0.82, compared to the broader market-4.00-2.000.002.00-0.820.01
The chart of Sortino ratio for VSH, currently valued at -1.08, compared to the broader market-4.00-2.000.002.004.00-1.080.36
The chart of Omega ratio for VSH, currently valued at 0.88, compared to the broader market0.501.001.502.000.881.04
The chart of Calmar ratio for VSH, currently valued at -0.43, compared to the broader market0.002.004.006.00-0.430.01
The chart of Martin ratio for VSH, currently valued at -1.60, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.600.03
VSH
SLAB

The current VSH Sharpe Ratio is -0.82, which is lower than the SLAB Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of VSH 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-1.00-0.500.000.50JulyAugustSeptemberOctoberNovemberDecember
-0.82
0.01
VSH
SLAB

Dividends

VSH vs. SLAB - Dividend Comparison

VSH's dividend yield for the trailing twelve months is around 2.34%, while SLAB has not paid dividends to shareholders.


TTM2023202220212020201920182017201620152014
VSH
Vishay Intertechnology, Inc.
2.34%1.67%1.85%1.76%1.83%1.74%1.79%1.24%1.56%1.99%1.70%
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%

Drawdowns

VSH vs. SLAB - Drawdown Comparison

The maximum VSH drawdown since its inception was -96.39%, which is greater than SLAB's maximum drawdown of -89.29%. Use the drawdown chart below to compare losses from any high point for VSH and SLAB. For additional features, visit the drawdowns tool.


-60.00%-55.00%-50.00%-45.00%-40.00%JulyAugustSeptemberOctoberNovemberDecember
-56.62%
-39.42%
VSH
SLAB

Volatility

VSH vs. SLAB - Volatility Comparison

The current volatility for Vishay Intertechnology, Inc. (VSH) is 13.16%, while Silicon Laboratories Inc. (SLAB) has a volatility of 14.56%. This indicates that VSH 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.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
13.16%
14.56%
VSH
SLAB

Financials

VSH vs. SLAB - Financials Comparison

This section allows you to compare key financial metrics between Vishay Intertechnology, Inc. 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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