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

Key characteristics


VSHSLAB
YTD Return-22.35%-16.24%
1Y Return-25.68%-5.54%
3Y Return (Ann)-1.77%-8.43%
5Y Return (Ann)3.17%-0.19%
10Y Return (Ann)3.70%10.14%
Sharpe Ratio-0.86-0.14
Daily Std Dev29.34%45.17%
Max Drawdown-96.39%-89.29%
Current Drawdown-53.61%-47.27%

Fundamentals


VSHSLAB
Market Cap$2.51B$3.58B
EPS$1.23-$6.20
PEG Ratio0.753.03
Total Revenue (TTM)$3.13B$542.35M
Gross Profit (TTM)$771.58M$288.66M
EBITDA (TTM)$479.58M-$114.06M

Correlation

-0.50.00.51.00.6

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.

Performance

VSH vs. SLAB - Performance Comparison

In the year-to-date period, VSH achieves a -22.35% return, which is significantly lower than SLAB's -16.24% return. Over the past 10 years, VSH has underperformed SLAB with an annualized return of 3.70%, while SLAB has yielded a comparatively higher 10.14% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-30.00%-20.00%-10.00%0.00%10.00%AprilMayJuneJulyAugustSeptember
-16.78%
-17.97%
VSH
SLAB

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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.


VSH
Sharpe ratio
The chart of Sharpe ratio for VSH, currently valued at -0.86, compared to the broader market-4.00-2.000.002.00-0.86
Sortino ratio
The chart of Sortino ratio for VSH, currently valued at -1.09, compared to the broader market-6.00-4.00-2.000.002.004.00-1.09
Omega ratio
The chart of Omega ratio for VSH, currently valued at 0.87, compared to the broader market0.501.001.502.000.87
Calmar ratio
The chart of Calmar ratio for VSH, currently valued at -0.46, compared to the broader market0.001.002.003.004.005.00-0.46
Martin ratio
The chart of Martin ratio for VSH, currently valued at -2.15, compared to the broader market-10.00-5.000.005.0010.0015.0020.00-2.15
SLAB
Sharpe ratio
The chart of Sharpe ratio for SLAB, currently valued at -0.14, compared to the broader market-4.00-2.000.002.00-0.14
Sortino ratio
The chart of Sortino ratio for SLAB, currently valued at 0.12, compared to the broader market-6.00-4.00-2.000.002.004.000.12
Omega ratio
The chart of Omega ratio for SLAB, currently valued at 1.01, compared to the broader market0.501.001.502.001.01
Calmar ratio
The chart of Calmar ratio for SLAB, currently valued at -0.11, compared to the broader market0.001.002.003.004.005.00-0.11
Martin ratio
The chart of Martin ratio for SLAB, currently valued at -0.35, compared to the broader market-10.00-5.000.005.0010.0015.0020.00-0.35

VSH vs. SLAB - Sharpe Ratio Comparison

The current VSH Sharpe Ratio is -0.86, which is lower than the SLAB Sharpe Ratio of -0.14. The chart below compares the 12-month rolling Sharpe Ratio of VSH and SLAB.


Rolling 12-month Sharpe Ratio-1.00-0.500.00AprilMayJuneJulyAugustSeptember
-0.86
-0.14
VSH
SLAB

Dividends

VSH vs. SLAB - Dividend Comparison

VSH's dividend yield for the trailing twelve months is around 2.18%, while SLAB has not paid dividends to shareholders.


TTM2023202220212020201920182017201620152014
VSH
Vishay Intertechnology, Inc.
2.18%1.67%1.85%1.76%1.83%1.74%1.79%1.23%1.54%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.


-55.00%-50.00%-45.00%-40.00%-35.00%-30.00%AprilMayJuneJulyAugustSeptember
-53.61%
-47.27%
VSH
SLAB

Volatility

VSH vs. SLAB - Volatility Comparison

The current volatility for Vishay Intertechnology, Inc. (VSH) is 9.65%, while Silicon Laboratories Inc. (SLAB) has a volatility of 15.16%. 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%AprilMayJuneJulyAugustSeptember
9.65%
15.16%
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