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Relative Intelligence · Semiconductors

How STMicroelectronics (STM) compares with the whole market and its popular alternatives

Built by QuantCommons' quantitative engine, this page is about relative opportunity, not data on STM alone. It places STM (STMicroelectronics N.V.) against 20+ popular alternatives, its neighboring categories and the entire market of over 10,000 U.S.-listed stocks and ETFs, and surfaces what has done better on consistent outperformance, return for the risk taken, behavior in real market crashes and diversification. The result is a clearer view of where STM stands in the market, and of the alternatives worth a closer look.

Period covered: STM's full trading record, from December 1994 through September 2026. All returns include reinvested dividends. Data as of October 20, 2026.

Data as of October 20, 2026. Full tables and charts read best on a larger screen.

Rank the market against STM →Chart STM vs. 22 alternatives →
On this page12 sections

Key findings

How much would $10,000 in STM have grown?

This chart tracks a hypothetical $10,000 investment in STM over the past 29 years, with dividends reinvested, alongside the same amount in the S&P 500, investments that ended ahead of STM over the same span and STM's popular alternatives, among those that traded for the entire period. A second view covers the past 5 years, the period the better options further down the page are judged on. It shows not only where each investment ended up but also how smooth or uneven the path was.

Choose a period

From the end of September 1997 to the end of September 2026. The scale is logarithmic, so equal steps up the chart are equal percentage gains. Hover over a fund in the key to pick out its line. 716 of the 1,042 stocks and funds worth at least $500 million that traded the whole period ended ahead of STM; the chart shows 5, closest alternatives first. The other 3 lines are popular alternatives, shown for context.

$10,000$100,000$1M199720022007201220172022$10,000$100,000$1M19972004201120182025
  • ASML$984,088+9,741% total · +17.1% a year
  • AMAT$594,575+5,846% total · +15.1% a year
  • ADI$385,909+3,759% total · +13.4% a year
  • DIOD$373,720+3,637% total · +13.3% a year
  • TXN$277,580+2,676% total · +12.1% a year
  • MCHP$217,246+2,072% total · +11.2% a year
  • SWKS$176,981+1,670% total · +10.4% a year
  • SPY (S&P 500)$132,907+1,229% total · +9.3% a year
  • STM$56,167+462% total · +6.1% a year
  • VSH$39,124+291% total · +4.8% a year
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From the end of September 2021 to the end of September 2026. Hover over a fund in the key to pick out its line. 1,992 of the 3,628 stocks and funds worth at least $500 million that traded the whole period ended ahead of STM; the chart shows 5, closest alternatives first. The other 3 lines are popular alternatives, shown for context.

$0$10,000$20,000$30,000$40,000$50,000$60,000202120222023202420252026$0$20,000$40,000$60,000202120222023202420252026
  • MTSI$43,907+339% total · +34.4% a year
  • TSM$43,622+336% total · +34.3% a year
  • UMC$28,085+181% total · +22.9% a year
  • ADI$25,751+158% total · +20.8% a year
  • ASML$25,473+155% total · +20.6% a year
  • SPY (S&P 500)$19,000+90.0% total · +13.7% a year
  • VSH$17,865+78.6% total · +12.3% a year
  • TXN$16,791+67.9% total · +10.9% a year
  • SLAB$15,810+58.1% total · +9.6% a year
  • STM$12,762+27.6% total · +5.0% a year
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STM at a glance

This section summarizes the key facts about the stock, its returns over periods from one to ten years and the risk it has carried, with dividends reinvested throughout. These figures serve as the baseline for every comparison that follows.

The company

Market value
$41B
Industry
Semiconductors
Price history from
December 1994

Returns

Past 1 year
+52.9%total return
Past 3 years
+18.8%+5.9% a year
Past 5 years
+11.6%+2.2% a year
Past 10 years
+525%+20.1% a year
Best calendar year
+288%1999
Worst calendar year
−52.3%2008
Losing years
14 of 29full calendar years

Risk

Volatility
47.7%typical yearly swing, 5 years
Sharpe ratio
0.28return per unit of risk, 5 years
Worst decline ever
−94.3%Mar 2000 to Mar 2009
From its all-time high
−42.5%below the peak

STM against the whole market

Where STM ranks among every stock and fund, and what across the market has done better.

How does STM rank among all stocks?

This section ranks STM on return, volatility, risk-adjusted return and worst decline against every stock worth at least $300 million with enough history. Where the comparisons with its popular alternatives show how STM stacks up against its peers, these rankings show where it stands in the market as a whole.

Ranked against U.S.-listed stocks worth at least $300M that have enough history for each measure, so the count changes from row to row; smaller stocks are left out. Lower volatility and smaller declines rank higher.

MeasureSTMRankStanding
1-year return+52.9%516 of 3,287top 16%
3-year return+18.8%2,040 of 3,017bottom 33%
5-year return+11.6%1,571 of 2,893bottom 47%
10-year return+525%286 of 2,202top 13%
Volatility, 5 years47.7%1,830 of 2,893bottom 38%
Sharpe ratio, 5 years0.281,599 of 2,893bottom 46%
Worst decline, past 10 years−66.6%1,170 of 2,187bottom 48%

What has beaten STM on both return and risk?

Each dot is an investment, placed by how much it earned a year over the past 5 years (higher is better) and how much its price swung, its volatility (further left is calmer). STM sits where the dashed lines cross. Anything in the green box above and to the left earned more than STM with smaller swings, a better trade-off over this period on both counts. Past results are no promise, but a name in the box is worth a closer look.

Annual return is the annualized total return with dividends reinvested, and volatility the annualized swing in daily prices, both over 5 years. Labeled dots are the strongest picks from the table below and the names called out above, colored by how close they sit to STM; faint dots are 89 more of the 1,756 in the green region (the strongest, one per fund family). 3,633 stocks and funds worth at least $500 million were screened. Hover over a dot for its figures.

0.0%10.0%20.0%30.0%40.0%50.0%60.0%−20.0%0.0%20.0%40.0%60.0%80.0%Volatility over 5 years (annualized)Annual return over 5 yearsMore return, less volatility than STMAPH: +33.8% a year, volatility 32.2%PGR: +21.3% a year, volatility 25.6%GLW: +31.4% a year, volatility 42.1%DE: +14.4% a year, volatility 29.9%GWW: +26.3% a year, volatility 24.9%CTAS: +16.5% a year, volatility 23.1%RY: +17.3% a year, volatility 18.2%FAST: +15.8% a year, volatility 24.6%RS: +24.8% a year, volatility 28.1%COKE: +41.2% a year, volatility 38.0%VTI: +11.5% a year, volatility 17.5%VOO: +12.8% a year, volatility 16.9%MUSA: +26.1% a year, volatility 31.2%AMZN: +9.0% a year, volatility 36.6%WTS: +15.3% a year, volatility 28.4%BRK-B: +13.4% a year, volatility 17.1%XOM: +27.1% a year, volatility 26.5%RSPT: +16.9% a year, volatility 25.1%JNJ: +12.7% a year, volatility 17.9%V: +12.8% a year, volatility 22.9%DXJ: +26.6% a year, volatility 19.1%LVHI: +17.0% a year, volatility 11.1%KO: +14.7% a year, volatility 16.8%CVX: +19.5% a year, volatility 25.2%MUFG: +33.2% a year, volatility 29.4%PM: +21.0% a year, volatility 23.4%MCK: +38.7% a year, volatility 25.0%MRK: +16.3% a year, volatility 24.8%INSW: +56.5% a year, volatility 40.5%VTV: +12.1% a year, volatility 13.7%AMGN: +19.6% a year, volatility 24.9%GILD: +22.8% a year, volatility 24.9%FXL: +11.0% a year, volatility 26.2%TD: +15.8% a year, volatility 20.0%MFG: +33.6% a year, volatility 30.6%SCCO: +32.0% a year, volatility 40.7%TTE: +18.0% a year, volatility 25.8%AGM: +14.5% a year, volatility 30.0%UBS: +25.4% a year, volatility 30.4%SMFG: +33.7% a year, volatility 29.4%BHP: +16.6% a year, volatility 31.4%BTI: +18.7% a year, volatility 22.0%CB: +15.7% a year, volatility 20.4%VRTX: +22.6% a year, volatility 29.1%MO: +17.8% a year, volatility 21.4%IGPT: +14.3% a year, volatility 30.1%GOOG: +19.0% a year, volatility 32.0%BNY: +22.7% a year, volatility 24.4%CM: +19.2% a year, volatility 21.6%VO: +6.8% a year, volatility 17.6%VIG: +10.4% a year, volatility 14.1%TRV: +22.4% a year, volatility 22.3%MAR: +22.0% a year, volatility 28.6%E: +23.0% a year, volatility 25.6%COR: +24.2% a year, volatility 22.8%SCHD: +9.7% a year, volatility 14.3%BMO: +13.6% a year, volatility 21.4%MFC: +22.6% a year, volatility 24.0%BNS: +12.9% a year, volatility 19.9%UNP: +7.1% a year, volatility 22.9%BLK: +7.1% a year, volatility 27.1%HLT: +21.0% a year, volatility 26.8%MNST: +17.2% a year, volatility 24.9%KMI: +18.7% a year, volatility 22.5%VT: +10.3% a year, volatility 16.2%GD: +12.9% a year, volatility 20.8%AFL: +19.0% a year, volatility 20.8%JCI: +17.4% a year, volatility 29.1%RSG: +13.9% a year, volatility 18.5%ADP: +9.0% a year, volatility 22.9%PJUL: +10.5% a year, volatility 8.6%RSP: +8.2% a year, volatility 16.1%ROST: +18.1% a year, volatility 29.5%AAPL: +18.5% a year, volatility 28.0%IBN: +9.2% a year, volatility 23.5%LNG: +23.4% a year, volatility 30.2%WM: +9.3% a year, volatility 19.2%EMR: +12.7% a year, volatility 27.7%FJAN: +11.1% a year, volatility 10.5%CCEP: +19.7% a year, volatility 23.2%ALL: +17.0% a year, volatility 26.2%TAK: +11.9% a year, volatility 19.4%NUE: +21.7% a year, volatility 37.4%CSX: +8.3% a year, volatility 23.3%SCHG: +13.1% a year, volatility 22.4%AME: +14.4% a year, volatility 22.1%ARGX: +24.1% a year, volatility 39.9%RACE: +13.3% a year, volatility 30.0%DYNF: +14.7% a year, volatility 17.5%STM: +2.2% a year, volatility 47.7%SPY (S&P 500): +12.7% a year, volatility 17.1%ADI: +19.5% a year, volatility 34.1%TSM: +31.5% a year, volatility 38.5%ASML: +17.4% a year, volatility 43.4%TXN: +9.9% a year, volatility 33.7%UMC: +19.9% a year, volatility 43.2%AMAT: +25.8% a year, volatility 47.4%MSFT: +12.5% a year, volatility 28.2%ASX: +48.8% a year, volatility 43.0%MSI: +14.8% a year, volatility 23.6%AVGO: +48.3% a year, volatility 44.5%ANET: +49.0% a year, volatility 49.0%ERIC: +1.7% a year, volatility 35.7%LLY: +40.7% a year, volatility 32.8%JPM: +17.3% a year, volatility 24.3%ABBV: +26.1% a year, volatility 23.4%QQQ: +14.5% a year, volatility 23.0%MA: +12.4% a year, volatility 23.8%VGT: +18.4% a year, volatility 26.0%FIX: +77.0% a year, volatility 46.7%CWST: +2.8% a year, volatility 28.1%CAH: +42.1% a year, volatility 24.7%ATI: +61.8% a year, volatility 42.9%STMSPY (S&P 500)ADITSMASMLTXNUMCAMATMSFTASXANETERICLLYJPMABBVFIXCWSTCAHATI0.0%10.0%20.0%30.0%40.0%50.0%60.0%−20.0%0.0%20.0%40.0%60.0%80.0%Volatility over 5 years (annualized)Annual return over 5 yearsMore return, less volatility than STMAPH: +33.8% a year, volatility 32.2%PGR: +21.3% a year, volatility 25.6%GLW: +31.4% a year, volatility 42.1%DE: +14.4% a year, volatility 29.9%GWW: +26.3% a year, volatility 24.9%CTAS: +16.5% a year, volatility 23.1%RY: +17.3% a year, volatility 18.2%FAST: +15.8% a year, volatility 24.6%RS: +24.8% a year, volatility 28.1%COKE: +41.2% a year, volatility 38.0%VTI: +11.5% a year, volatility 17.5%VOO: +12.8% a year, volatility 16.9%MUSA: +26.1% a year, volatility 31.2%AMZN: +9.0% a year, volatility 36.6%WTS: +15.3% a year, volatility 28.4%BRK-B: +13.4% a year, volatility 17.1%XOM: +27.1% a year, volatility 26.5%RSPT: +16.9% a year, volatility 25.1%JNJ: +12.7% a year, volatility 17.9%V: +12.8% a year, volatility 22.9%DXJ: +26.6% a year, volatility 19.1%LVHI: +17.0% a year, volatility 11.1%KO: +14.7% a year, volatility 16.8%CVX: +19.5% a year, volatility 25.2%MUFG: +33.2% a year, volatility 29.4%PM: +21.0% a year, volatility 23.4%MCK: +38.7% a year, volatility 25.0%MRK: +16.3% a year, volatility 24.8%INSW: +56.5% a year, volatility 40.5%VTV: +12.1% a year, volatility 13.7%AMGN: +19.6% a year, volatility 24.9%GILD: +22.8% a year, volatility 24.9%FXL: +11.0% a year, volatility 26.2%TD: +15.8% a year, volatility 20.0%MFG: +33.6% a year, volatility 30.6%SCCO: +32.0% a year, volatility 40.7%TTE: +18.0% a year, volatility 25.8%AGM: +14.5% a year, volatility 30.0%UBS: +25.4% a year, volatility 30.4%SMFG: +33.7% a year, volatility 29.4%BHP: +16.6% a year, volatility 31.4%BTI: +18.7% a year, volatility 22.0%CB: +15.7% a year, volatility 20.4%VRTX: +22.6% a year, volatility 29.1%MO: +17.8% a year, volatility 21.4%IGPT: +14.3% a year, volatility 30.1%GOOG: +19.0% a year, volatility 32.0%BNY: +22.7% a year, volatility 24.4%CM: +19.2% a year, volatility 21.6%VO: +6.8% a year, volatility 17.6%VIG: +10.4% a year, volatility 14.1%TRV: +22.4% a year, volatility 22.3%MAR: +22.0% a year, volatility 28.6%E: +23.0% a year, volatility 25.6%COR: +24.2% a year, volatility 22.8%SCHD: +9.7% a year, volatility 14.3%BMO: +13.6% a year, volatility 21.4%MFC: +22.6% a year, volatility 24.0%BNS: +12.9% a year, volatility 19.9%UNP: +7.1% a year, volatility 22.9%BLK: +7.1% a year, volatility 27.1%HLT: +21.0% a year, volatility 26.8%MNST: +17.2% a year, volatility 24.9%KMI: +18.7% a year, volatility 22.5%VT: +10.3% a year, volatility 16.2%GD: +12.9% a year, volatility 20.8%AFL: +19.0% a year, volatility 20.8%JCI: +17.4% a year, volatility 29.1%RSG: +13.9% a year, volatility 18.5%ADP: +9.0% a year, volatility 22.9%PJUL: +10.5% a year, volatility 8.6%RSP: +8.2% a year, volatility 16.1%ROST: +18.1% a year, volatility 29.5%AAPL: +18.5% a year, volatility 28.0%IBN: +9.2% a year, volatility 23.5%LNG: +23.4% a year, volatility 30.2%WM: +9.3% a year, volatility 19.2%EMR: +12.7% a year, volatility 27.7%FJAN: +11.1% a year, volatility 10.5%CCEP: +19.7% a year, volatility 23.2%ALL: +17.0% a year, volatility 26.2%TAK: +11.9% a year, volatility 19.4%NUE: +21.7% a year, volatility 37.4%CSX: +8.3% a year, volatility 23.3%SCHG: +13.1% a year, volatility 22.4%AME: +14.4% a year, volatility 22.1%ARGX: +24.1% a year, volatility 39.9%RACE: +13.3% a year, volatility 30.0%DYNF: +14.7% a year, volatility 17.5%STM: +2.2% a year, volatility 47.7%SPY (S&P 500): +12.7% a year, volatility 17.1%ADI: +19.5% a year, volatility 34.1%TSM: +31.5% a year, volatility 38.5%ASML: +17.4% a year, volatility 43.4%TXN: +9.9% a year, volatility 33.7%UMC: +19.9% a year, volatility 43.2%AMAT: +25.8% a year, volatility 47.4%MSFT: +12.5% a year, volatility 28.2%ASX: +48.8% a year, volatility 43.0%MSI: +14.8% a year, volatility 23.6%AVGO: +48.3% a year, volatility 44.5%ANET: +49.0% a year, volatility 49.0%ERIC: +1.7% a year, volatility 35.7%LLY: +40.7% a year, volatility 32.8%JPM: +17.3% a year, volatility 24.3%ABBV: +26.1% a year, volatility 23.4%QQQ: +14.5% a year, volatility 23.0%MA: +12.4% a year, volatility 23.8%VGT: +18.4% a year, volatility 26.0%FIX: +77.0% a year, volatility 46.7%CWST: +2.8% a year, volatility 28.1%CAH: +42.1% a year, volatility 24.7%ATI: +61.8% a year, volatility 42.9%STMSPY (S&P 500)ADITSMASMLAMATASXAVGOANETERICLLYJPMABBVVGTFIXCWSTCAHATI
  • Popular alternatives
  • Same and neighboring categories, and shared themes
  • The whole market
  • Others in the green region

Is there a better investment than STM?

Investments that beat STM over the past 5 years on return, volatility, drawdowns, consistency, crash losses or fees, from its popular alternatives out to the whole market.

How this works

The table below lists investments that beat STM over the past 5 years on at least one of these measures: a higher annual return with lower volatility, a higher annual return at similar volatility, a similar return with lower volatility, a higher Sharpe ratio with a smaller worst decline, a higher total return in most periods from 3 months to 10 years, or smaller losses in recent market crashes. It checks STM's popular alternatives first, then the rest of its own and neighboring categories, then every stock and fund worth at least $500 million, and shows the strongest few in each group. The full list of those with a higher return and lower volatility than STM follows the table.

Annual return is the annualized total return with dividends reinvested. Annual return, volatility and the Sharpe ratio cover 5 years; the worst decline covers the past 10 years. Green marks a better figure than STM's. "On the frontier" means no other option shown or tested earned more with less volatility. Funds that hold the same thing are shown once. Beyond the popular alternatives, nothing with more than 1.5× STM's volatility counts as better.

These figures cover the past 5 years. Green marks a better figure than STM's.

Screen the whole market against STM for any period in BetterThanSPYOpen these 21 in EasyCompare
InvestmentWhy it is betterPast 5 yearsDownsideLong runFit
Annual return?higher is betterVolatility?lower is calmerSharpe?return per unit of riskWorst decline?past 10 years10Y returntotalCorr. with STM?lower diversifies moreExpenseper year
STMSTMicroelectronics N.V. · this page
+2.2%47.7%0.28−66.6%+525%1.00—
SPYState Street SPDR S&P 500 ETF · S&P 500
+12.7%17.1%0.79−33.7%+321%0.590.09%
Popular alternativesbest 6 shownThe investments people most often weigh against STM. 13 of 21 passed at least one test.
ADIAnalog Devices, Inc. · Semiconductors
Higher return, lower volatilityHigher Sharpe, smaller worst declineHigher return in most periodsSmaller losses in recent crashes+19.5%34.1%0.69−33.6%+652%0.77—
TSMTaiwan Semiconductor Manufacturing Company Limited · Semiconductors
Higher return, lower volatilityHigher Sharpe, smaller worst declineHigher return in most periods+31.5%38.5%0.91−56.6%+1,505%0.60—
ASMLASML Holding N.V. · Semiconductor Equipment
Higher return, lower volatilityHigher Sharpe, smaller worst declineHigher return in most periods+17.4%43.4%0.59−56.9%+1,628%0.59—
TXNTexas Instruments Incorporated · Semiconductors
Higher return, lower volatilityHigher Sharpe, smaller worst declineHigher return in most periods+9.9%33.7%0.45−33.4%+424%0.76—
UMCUnited Microelectronics Corporation · Semiconductors
Higher return, lower volatilityHigher Sharpe, smaller worst declineHigher return in most periods+19.9%43.2%0.63−54.3%+1,610%0.71—
AMATApplied Materials, Inc. · Semiconductor Equipment
Higher return, similar volatilityHigher Sharpe, smaller worst declineHigher return in most periods+25.8%47.4%0.72−55.1%+1,488%0.57—
Same and neighboring categories, and shared themesbest 6 shownEverything else in Semiconductors and the categories next to it (Semiconductor Equipment, Computer Hardware, Communications Equipment, Software), plus STM's specific themes. 78 of 129 passed at least one test.
MSFTMicrosoft Corporation · Software
Higher return, lower volatilityHigher Sharpe, smaller worst declineHigher return in most periodsSmaller losses in recent crashes+12.5%28.2%0.56−37.1%+946%0.23—
ASXASE Technology Holding Co., Ltd. · Semiconductors
Higher return, lower volatilityHigher Sharpe, smaller worst declineHigher return in most periodsSmaller losses in recent crashes+48.8%43.0%1.15−52.5%+967%0.71—
MSIMotorola Solutions, Inc. · Communications Equipment
Higher return, lower volatilityHigher Sharpe, smaller worst declineHigher return in most periodsSmaller losses in recent crashes+14.8%23.6%0.71−32.8%+625%0.24—
AVGOBroadcom Inc. · Semiconductors
Higher return, lower volatilityHigher Sharpe, smaller worst declineSmaller losses in recent crashes+48.3%44.5%1.11−48.3%+2,380%0.38—
ANETArista Networks, Inc. · Communications Equipment
Higher return, similar volatilityHigher Sharpe, smaller worst declineHigher return in most periods+49.0%49.0%1.06−52.2%+3,439%0.35—
ERICTelefonaktiebolaget LM Ericsson (publ) · Communications Equipment
Similar return, lower volatility+1.7%35.7%0.23−66.6%+161%0.37—
The whole marketbest 8 shownEvery other stock and fund worth at least $500 million. 2,090 of 3,483 passed at least one test.
LLYEli Lilly and Company · Pharmaceuticals
Higher return, lower volatilityHigher Sharpe, smaller worst declineHigher return in most periodsSmaller losses in recent crashes+40.7%32.8%1.21−34.5%+1,807%0.04—
JPMJPMorgan Chase & Co. · Banks
Higher return, lower volatilityHigher Sharpe, smaller worst declineHigher return in most periodsSmaller losses in recent crashes+17.3%24.3%0.78−43.6%+537%0.28—
ABBVAbbVie Inc. · Pharmaceuticals
Higher return, lower volatilityHigher Sharpe, smaller worst declineHigher return in most periodsSmaller losses in recent crashes+26.1%23.4%1.11−45.1%+603%0.04—
QQQInvesco QQQ Trust, Series 1 · US Large-Cap Growth
Higher return, lower volatilityHigher Sharpe, smaller worst declineHigher return in most periodsSmaller losses in recent crashes+14.5%23.0%0.71−35.1%+553%0.670.18%
MAMastercard Incorporated · Payment Processing
Higher return, lower volatilityHigher Sharpe, smaller worst declineHigher return in most periodsSmaller losses in recent crashes+12.4%23.8%0.61−41.0%+541%0.16—
VGTVanguard Information Technology ETF · Technology Equity
Higher return, lower volatilityHigher Sharpe, smaller worst declineHigher return in most periodsSmaller losses in recent crashes+18.4%26.0%0.78−35.1%+779%0.670.09%
FIXComfort Systems USA, Inc. · Engineering & Construction
On the frontierHigher return, similar volatilityHigher Sharpe, smaller worst declineHigher return in most periods+77.0%46.7%1.46−49.7%+5,305%0.36—
CWSTCasella Waste Systems, Inc. · Environmental Services
Similar return, lower volatilityHigher return in most periodsSmaller losses in recent crashes+2.8%28.1%0.24−37.7%+740%0.16—
What these numbers mean for STM
Annual return
STM returned 2.2% a year over the past 5 years with dividends reinvested, against 12.7% a year for the S&P 500. At that pace, $10,000 became about $11,200. Annual return is the steady yearly rate that would produce the same total result, so investments held over the same span compare fairly. Guide: What is performance and return? →
Volatility
STM's volatility over the past 5 years was 47.7%, 2.8 times the S&P 500's 17.1%. Volatility measures how widely returns swing around their average: in roughly two years out of three, STM's return lands within 47.7% of its average, either way. The higher it is, the rougher the ride and the harder it is to hold through a slump. Guide: Understanding and measuring risk (volatility) →
Sharpe ratio
STM's Sharpe ratio over the past 5 years was 0.28, against 0.79 for the S&P 500, so STM earned less for each unit of risk than an index fund did. The Sharpe ratio is the return earned above cash for each unit of volatility: two investments with the same return are not equal if one got there with far bigger swings. Guide: Balancing reward with risk (Sharpe ratio) →
Worst decline
STM's worst fall from a peak to a low over the past 10 years was 66.6%, against 33.7% for the S&P 500. Losses and gains are not symmetric: climbing back from a 66.6% fall takes a 200% gain. Guide: Market crash risk and tail risk →
Correlation
Over the past 5 years, STM's monthly returns had a correlation of 0.59 with the S&P 500. Correlation runs from 1 (moving in lockstep) through 0 (unrelated) to −1 (moving in opposite directions). They often move together: some diversification next to an index fund, but not a cushion. In the table, the correlation column measures each option against STM instead: the lower it is, the more that option would diversify a STM holding. Guide: Correlation and diversification →
Show all 1,756 stocks and funds worth at least $500 million that earned more than STM with less volatility

Out of 3,633 tested over 5 years. The strongest 100 are listed, best first, with funds that hold the same thing listed once.

#InvestmentFound inAnnual returnVolatilitySharpeWorst decline10Y returnCorr. with STMExpense
1
LLYEli Lilly and Company · Pharmaceuticals
Whole market+40.7%32.8%1.21−34.5%+1,807%0.04—
2
JPMJPMorgan Chase & Co. · Banks
Whole market+17.3%24.3%0.78−43.6%+537%0.28—
3
ABBVAbbVie Inc. · Pharmaceuticals
Whole market+26.1%23.4%1.11−45.1%+603%0.04—
4
QQQInvesco QQQ Trust, Series 1 · US Large-Cap Growth
Whole market+14.5%23.0%0.71−35.1%+553%0.670.18%
5
MAMastercard Incorporated · Payment Processing
Whole market+12.4%23.8%0.61−41.0%+541%0.16—
6
APHAmphenol Corporation · Electronic Components
Whole market+33.8%32.2%1.07−37.5%+965%0.51—
7
VGTVanguard Information Technology ETF · Technology Equity
Whole market+18.4%26.0%0.78−35.1%+779%0.670.09%
8
PGRThe Progressive Corporation · Property & Casualty Insurance
Whole market+21.3%25.6%0.89−30.3%+816%0.07—
9
GLWCorning Inc · Electronic Components
Whole market+31.4%42.1%0.86−51.5%+616%0.52—
10
DEDeere & Company · Industrial Machinery
Whole market+14.4%29.9%0.60−37.9%+755%0.29—
11
GWWW.W. Grainger, Inc. · Industrial Distribution
Whole market+26.3%24.9%1.07−41.6%+654%0.32—
12
CTASCintas Corporation · Business Services
Whole market+16.5%23.1%0.78−48.4%+808%0.13—
13
RYRoyal Bank of Canada · Banks
Whole market+17.3%18.2%0.97−40.0%+352%0.50—
14
FASTFastenal Company · Industrial Distribution
Whole market+15.8%24.6%0.72−30.7%+576%0.21—
15
MSFTMicrosoft Corporation · Software
Same or nearby category+12.5%28.2%0.56−37.1%+946%0.23—
16
CAHCardinal Health, Inc. · Health Care Distribution
Whole market+42.1%24.7%1.55−46.1%+349%0.04—
17
RSReliance Steel & Aluminum Co. · Metals & Mining
Whole market+24.8%28.1%0.93−40.8%+626%0.40—
18
COKECoca-Cola Consolidated, Inc. · Food & Beverages
Whole market+41.2%38.0%1.10−51.7%+1,569%0.08—
19
ASXASE Technology Holding Co., Ltd. · Semiconductors
Same or nearby category+48.8%43.0%1.15−52.5%+967%0.71—
20
VTIVanguard Morningstar Total Stock Market ETF · US Total Market
Whole market+11.5%17.5%0.71−35.0%+302%0.590.03%
21
VOOVanguard S&P 500 ETF · US Large-Cap Equity
Whole market+12.8%16.9%0.80−34.0%+324%0.590.03%
22
MUSAMurphy USA Inc. · Convenience Stores
Whole market+26.1%31.2%0.90−35.5%+706%0.07—
23
AMZNAmazon.com, Inc. · E-Commerce
Whole market+9.0%36.6%0.42−56.1%+548%0.37—
24
WTSWatts Water Technologies, Inc. · Industrial Machinery
Whole market+15.3%28.4%0.65−44.1%+539%0.45—
25
BRK-BBerkshire Hathaway Inc. · Insurance
Whole market+13.4%17.1%0.82−29.6%+274%0.18—
26
XOMExxonmobil Holdings Corporation · Integrated Oil & Gas
Whole market+27.1%26.5%1.04−61.0%+214%-0.06—
27
MSIMotorola Solutions, Inc. · Communications Equipment
Same or nearby category+14.8%23.6%0.71−32.8%+625%0.24—
28
RSPTInvesco S&P 500 Equal Weight Technology ETF · Technology Equity
Whole market+16.9%25.1%0.75−33.7%+572%0.730.40%
29
ADIAnalog Devices, Inc. · Semiconductors
Popular alternative+19.5%34.1%0.69−33.6%+652%0.77—
30
JNJJohnson & Johnson · Pharmaceuticals
Whole market+12.7%17.9%0.76−27.4%+196%-0.04—
31
VVisa Inc. · Payment Processing
Whole market+12.8%22.9%0.64−36.4%+429%0.30—
32
DXJWisdomTree Japan Hedged Equity Fund · International Equity
Whole market+26.6%19.1%1.34−39.1%+428%0.340.48%
33
LVHIFranklin International Low Volatility High Dividend Index ETF · International Equity
Whole market+17.0%11.1%1.48−32.4%+194%0.300.40%
34
KOThe Coca-Cola Company · Food & Beverages
Whole market+14.7%16.8%0.91−37.0%+204%0.11—
35
CVXChevron Corporation · Integrated Oil & Gas
Whole market+19.5%25.2%0.84−55.8%+238%0.00—
36
MUFGMitsubishi UFJ Financial Group, Inc. · Banks
Whole market+33.2%29.4%1.13−54.9%+483%0.16—
37
PMPhilip Morris International Inc. · Tobacco
Whole market+21.0%23.4%0.94−42.9%+242%0.18—
38
MCKMcKesson Corporation · Health Care Distribution
Whole market+38.7%25.0%1.44−38.1%+586%-0.14—
39
MRKMerck & Co., Inc. · Pharmaceuticals
Whole market+16.3%24.8%0.74−43.4%+241%-0.03—
40
INSWInternational Seaways, Inc. · Oil & Gas
Whole market+56.5%40.5%1.31−57.4%—0.00—
41
VTVVanguard Morningstar Value ETF · US Large-Cap Value
Whole market+12.1%13.7%0.90−36.8%+235%0.440.03%
42
AMGNAmgen Inc. · Biotechnology
Whole market+19.6%24.9%0.85−24.9%+266%-0.01—
43
GILDGilead Sciences, Inc. · Biotechnology
Whole market+22.8%24.9%0.95−30.5%+200%-0.05—
44
FXLFirst Trust Technology AlphaDEX Fund · Technology
Whole market+11.0%26.2%0.53−38.5%+523%0.670.60%
45
TDThe Toronto-Dominion Bank · Banks
Whole market+15.8%20.0%0.84−42.0%+310%0.53—
46
MFGMizuho Financial Group, Inc. · Banks
Whole market+33.6%30.6%1.10−45.7%+345%0.16—
47
SCCOSouthern Copper Corporation · Metals & Mining
Whole market+32.0%40.7%0.89−55.3%+1,017%0.35—
48
TTETotalEnergies SE · Integrated Oil & Gas
Whole market+18.0%25.8%0.78−59.6%+234%0.07—
49
AGMFederal Agricultural Mortgage · Financial - Credit Services
Whole market+14.5%30.0%0.60−53.3%+571%0.37—
50
UBSUBS Group AG · Banks
Whole market+25.4%30.4%0.90−59.8%+374%0.41—
51
SMFGSumitomo Mitsui Financial Group, Inc. · Banks
Whole market+33.7%29.4%1.14−47.6%+474%0.21—
52
BHPBHP Group Limited · Metals & Mining
Whole market+16.6%31.4%0.65−44.3%+398%0.46—
53
BTIBritish American Tobacco p.l.c. · Tobacco
Whole market+18.7%22.0%0.90−56.1%+98.2%-0.04—
54
CBChubb Limited · Property & Casualty Insurance
Whole market+15.7%20.4%0.82−42.6%+248%0.10—
55
VRTXVertex Pharmaceuticals Incorporated · Biotechnology
Whole market+22.6%29.1%0.85−41.6%+521%-0.01—
56
MOAltria Group, Inc. · Tobacco
Whole market+17.8%21.4%0.88−53.7%+140%0.22—
57
IGPTInvesco AI and Next Gen Software ETF · Technology
Whole market+14.3%30.1%0.60−50.1%+525%0.680.57%
58
GOOGAlphabet Inc. · Internet Services
Whole market+19.0%32.0%0.71−44.6%+752%0.39—
59
BNYBank of New York Mellon Corp · Banks
Whole market+22.7%24.4%0.97−50.5%+341%0.37—
60
CMCanadian Imperial Bank of Commerce · Banks
Whole market+19.2%21.6%0.93−47.3%+395%0.52—
61
VOVanguard Morningstar Mid-Cap ETF · US Mid-Cap Equity
Whole market+6.8%17.6%0.47−39.4%+198%0.540.03%
62
VIGVanguard Dividend Appreciation ETF · US Dividend Equity
Whole market+10.4%14.1%0.78−31.7%+258%0.480.04%
63
TRVThe Travelers Companies, Inc. · Property & Casualty Insurance
Whole market+22.4%22.3%1.02−46.3%+347%0.02—
64
MARMarriott International, Inc. · Hotels & Resorts
Whole market+22.0%28.6%0.84−61.3%+544%0.45—
65
EEni S.p.A. · Integrated Oil & Gas
Whole market+23.0%25.6%0.94−61.4%+278%0.13—
66
CORCencora, Inc. · Health Care Distribution
Whole market+24.2%22.8%1.07−32.4%+406%-0.06—
67
SCHDSchwab U.S. Dividend Equity ETF · US Dividend Equity
Whole market+9.7%14.3%0.72−33.4%+252%0.360.06%
68
BMOBank of Montreal · Banks
Whole market+13.6%21.4%0.71−51.0%+295%0.56—
69
MFCManulife Financial Corporation · Life Insurance
Whole market+22.6%24.0%0.97−57.5%+373%0.36—
70
BNSThe Bank of Nova Scotia · Banks
Whole market+12.9%19.9%0.71−46.9%+187%0.52—
71
UNPUnion Pacific Corporation · Railroads
Whole market+7.1%22.9%0.42−38.7%+295%0.37—
72
BLKBlackRock, Inc. · Asset Management
Whole market+7.1%27.1%0.39−43.9%+313%0.36—
73
HLTHilton Worldwide Holdings Inc. · Hotels & Resorts
Whole market+21.0%26.8%0.85−50.8%+694%0.43—
74
MNSTMonster Beverage Corporation · Food & Beverages
Whole market+17.2%24.9%0.77−30.4%+285%0.32—
75
KMIKinder Morgan, Inc. · Oil & Gas Midstream
Whole market+18.7%22.5%0.88−55.1%+163%0.23—
76
VTVanguard Total World Stock ETF · Global Equity
Whole market+10.3%16.2%0.69−34.2%+223%0.640.06%
77
GDGeneral Dynamics Corporation · Aerospace & Defense
Whole market+12.9%20.8%0.69−51.6%+184%-0.06—
78
AFLAflac Incorporated · Life Insurance
Whole market+19.0%20.8%0.95−54.9%+335%0.15—
79
JCIJohnson Controls International plc · Building Products
Whole market+17.4%29.1%0.70−46.4%+426%0.49—
80
RSGRepublic Services, Inc. · Environmental Services
Whole market+13.9%18.5%0.80−34.0%+446%0.09—
81
ADPAutomatic Data Processing, Inc. · Business Services
Whole market+9.0%22.9%0.49−40.8%+320%0.11—
82
PJULInnovator U.S. Equity Power Buffer ETF · Broad Market
Whole market+10.5%8.6%1.20−18.2%—0.570.79%
83
RSPInvesco S&P 500 Equal Weight ETF · US Large-Cap Equity
Whole market+8.2%16.1%0.57−39.0%+211%0.520.20%
84
ROSTRoss Stores, Inc. · Specialty Retail
Whole market+18.1%29.5%0.71−51.4%+312%0.18—
85
AAPLApple Inc. · Computer Hardware
Same or nearby category+18.5%28.0%0.75−38.5%+1,168%0.40—
86
IBNICICI Bank Limited · Banks
Whole market+9.2%23.5%0.49−55.0%+318%0.09—
87
LNGCheniere Energy, Inc. · Oil & Gas
Whole market+23.4%30.2%0.85−57.5%+616%-0.03—
88
WMWaste Management, Inc. · Environmental Services
Whole market+9.3%19.2%0.56−30.1%+344%0.13—
89
EMREmerson Electric Co. · Industrial Machinery
Whole market+12.7%27.7%0.57−50.8%+309%0.25—
90
FJANFT Vest U.S. Equity Buffer ETF - January · Multi-Asset
Whole market+11.1%10.5%1.05−13.6%—0.630.85%
91
CCEPCoca-Cola Europacific Partners PLC · Food & Beverages
Whole market+19.7%23.2%0.90−48.8%+292%0.20—
92
ALLThe Allstate Corporation · Property & Casualty Insurance
Whole market+17.0%26.2%0.73−41.4%+356%-0.09—
93
TAKTakeda Pharmaceutical Company Limited · Pharmaceuticals
Whole market+11.9%19.4%0.68−54.4%+30.4%0.05—
94
NUENucor Corporation · Metals & Mining
Whole market+21.7%37.4%0.72−57.2%+569%0.44—
95
CSXCSX Corporation · Railroads
Whole market+8.3%23.3%0.46−40.5%+446%0.39—
96
SCHGSchwab U.S. Large-Cap Growth ETF · US Large-Cap Growth
Whole market+13.1%22.4%0.67−34.5%+451%0.550.04%
97
AMEAMETEK, Inc. · Electronic Instruments
Whole market+14.4%22.1%0.72−42.7%+481%0.48—
98
ARGXargenx SE · Biotechnology
Whole market+24.1%39.9%0.74−38.2%—-0.12—
99
RACEFerrari N.V. · Automobiles
Whole market+13.3%30.0%0.57−39.2%+711%0.41—
100
DYNFiShares U.S. Equity Factor Rotation Active ETF · US Multifactor Equity
Whole market+14.7%17.5%0.87−34.7%—0.600.26%

STM against its popular alternatives

The investments people most often weigh against STM, compared period by period and year by year.

How do STM's risk and return compare with its alternatives?

This map plots each investment's annual return over the past 5 years against its volatility, the size of its typical price swings. Investments toward the upper left earned more for a smoother ride, and those toward the lower right earned less for a rougher one. The dashed lines cross at STM, which divides the map into what did better or worse on each measure.

Green points earned more than STM with less volatility; red points earned less with more. Hover over a point for its figures. Total returns with dividends reinvested, annualized.

10.0%20.0%30.0%40.0%50.0%60.0%70.0%80.0%−30.0%−20.0%−10.0%0.0%10.0%20.0%30.0%40.0%Volatility over 5 years (annualized)Annual return over 5 yearsHigher return, lower volatilityLower return, higher volatilitySTM: 2.2% a year, volatility 47.7%SPY (S&P 500): 12.7% a year, volatility 17.1%ASML: 17.3% a year, volatility 43.4%UMC: 19.9% a year, volatility 43.2%ADI: 19.5% a year, volatility 34.1%TSM: 31.5% a year, volatility 38.5%MTSI: 32.0% a year, volatility 47.3%TXN: 9.9% a year, volatility 33.7%VSH: 10.3% a year, volatility 47.2%NXPI: 5.7% a year, volatility 42.3%AMAT: 25.8% a year, volatility 47.4%TEL: 9.5% a year, volatility 28.7%SYNA: −7.8% a year, volatility 54.7%MCHP: 2.5% a year, volatility 45.9%DIOD: −1.1% a year, volatility 50.0%ALGM: 1.1% a year, volatility 53.4%SLAB: 8.1% a year, volatility 48.3%MPWR: 20.9% a year, volatility 55.4%ON: 10.7% a year, volatility 55.9%SITM: 17.5% a year, volatility 77.8%SWKS: −10.8% a year, volatility 42.9%APTV: −23.2% a year, volatility 41.4%POWI: −12.9% a year, volatility 46.6%STMSPY (S&P 500)ASMLUMCADITSMMTSITXNVSHNXPIAMATTELSYNAMCHPDIODALGMSLABMPWRONSITMSWKSAPTVPOWI0.0%20.0%40.0%60.0%80.0%−30.0%−20.0%−10.0%0.0%10.0%20.0%30.0%40.0%Volatility over 5 years (annualized)Annual return over 5 yearsHigher return, lower volatilityLower return, higher volatilitySTM: 2.2% a year, volatility 47.7%SPY (S&P 500): 12.7% a year, volatility 17.1%ASML: 17.3% a year, volatility 43.4%UMC: 19.9% a year, volatility 43.2%ADI: 19.5% a year, volatility 34.1%TSM: 31.5% a year, volatility 38.5%MTSI: 32.0% a year, volatility 47.3%TXN: 9.9% a year, volatility 33.7%VSH: 10.3% a year, volatility 47.2%NXPI: 5.7% a year, volatility 42.3%AMAT: 25.8% a year, volatility 47.4%TEL: 9.5% a year, volatility 28.7%SYNA: −7.8% a year, volatility 54.7%MCHP: 2.5% a year, volatility 45.9%DIOD: −1.1% a year, volatility 50.0%ALGM: 1.1% a year, volatility 53.4%SLAB: 8.1% a year, volatility 48.3%MPWR: 20.9% a year, volatility 55.4%ON: 10.7% a year, volatility 55.9%SITM: 17.5% a year, volatility 77.8%SWKS: −10.8% a year, volatility 42.9%APTV: −23.2% a year, volatility 41.4%POWI: −12.9% a year, volatility 46.6%STMSPY (S&P 500)ASMLUMCADITSMMTSIVSHNXPIAMATTELSYNAMCHPDIODMPWRONSITMSWKSAPTVPOWI
All figures
InvestmentAnnual returnVolatility
MTSI MACOM Technology Solutions Holdings, Inc.+32.0%47.3%
TSM Taiwan Semiconductor Manufacturing Company Limited+31.5%38.5%
AMAT Applied Materials, Inc.+25.8%47.4%
MPWR Monolithic Power Systems, Inc.+20.9%55.4%
UMC United Microelectronics Corporation+19.9%43.2%
ADI Analog Devices, Inc.+19.5%34.1%
SITM SiTime Corporation+17.5%77.8%
ASML ASML Holding N.V.+17.3%43.4%
SPY S&P 500State Street SPDR S&P 500 ETF+12.7%17.1%
ON ON Semiconductor Corporation+10.7%55.9%
VSH Vishay Intertechnology, Inc.+10.3%47.2%
TXN Texas Instruments Incorporated+9.9%33.7%
TEL TE Connectivity plc+9.5%28.7%
SLAB Silicon Laboratories Inc.+8.1%48.3%
NXPI NXP Semiconductors N.V.+5.7%42.3%
MCHP Microchip Technology Incorporated+2.5%45.9%
STM This pageSTMicroelectronics N.V.+2.2%47.7%
ALGM Allegro MicroSystems, Inc.+1.1%53.4%
DIOD Diodes Incorporated−1.1%50.0%
SYNA Synaptics Incorporated−7.8%54.7%
SWKS Skyworks Solutions, Inc.−10.8%42.9%
POWI Power Integrations, Inc.−12.9%46.6%
APTV Aptiv PLC−23.2%41.4%
Open these 23 in EasyCompare

Has STM consistently beaten its popular alternatives?

This section compares STM with the investments people most often weigh against it, checking each one over eight periods from one month to ten years. Counting how often an alternative earned more than STM helps separate lasting outperformance from a single strong stretch.

A green cell means the alternative earned more than STM over that period. "Qualified" marks those that did so in at least 3 of 5 short-term periods and 2 of 3 long-term periods.

InvestmentPeriods outperformed Short termLong termRisk · 5 yearsFund
1M3M6MYTD1Y3Y5Y10YVolatilitylower is calmerSharpehigher is betterWorst declinepast 10 yearsExpenseAssetsOverlapsame sectors
STM STMicroelectronics N.V. (this page)—−11.2%−25.8%+3.3%+68.2%+52.9%+18.8%+11.6%+525%47.7%0.28−66.6%—$41B—
ASML QualifiedASML Holding N.V.4/5 short3/3 longAll-weather−4.7%−6.1%+10.8%+40.8%+57.5%+188%+123%+1,628%43.4%0.59−56.9%—$630B—
UMC QualifiedUnited Microelectronics Corporation4/5 short3/3 longAll-weather−22.7%−3.1%+58.4%+155%+166%+202%+147%+1,610%43.2%0.63−54.3%—$49B—
ADI QualifiedAnalog Devices, Inc.4/5 short3/3 longAll-weather+3.7%+6.9%+4.8%+46.3%+63.3%+150%+144%+652%34.1%0.69−33.6%—$192B—
TSM QualifiedTaiwan Semiconductor Manufacturing Company Limited3/5 short3/3 long−4.5%+5.9%+16.6%+34.0%+44.3%+382%+293%+1,505%38.5%0.91−56.6%—$2.2T—
MTSI QualifiedMACOM Technology Solutions Holdings, Inc.3/5 short3/3 long−5.8%−2.5%−6.5%+50.3%+87.4%+249%+302%+588%47.3%0.83−80.8%—$20B—
TXN QualifiedTexas Instruments Incorporated4/5 short2/3 long+2.6%−1.7%+20.1%+59.1%+58.7%+105%+60.5%+424%33.7%0.45−33.4%—$254B—
VSH QualifiedVishay Intertechnology, Inc.4/5 short2/3 long−12.4%−23.3%+9.0%+88.8%+66.1%+32.0%+62.9%+146%47.2%0.44−63.5%—$4.0B—
SLAB QualifiedSilicon Laboratories Inc.3/5 short2/3 long+0.1%+1.7%+3.3%+67.6%+60.8%+115%+47.7%+277%48.3%0.39−59.0%—$7.4B—
NXPI QualifiedNXP Semiconductors N.V.3/5 short2/3 long+2.2%−10.7%+8.2%+8.8%+10.0%+34.9%+31.9%+159%42.3%0.34−53.3%—$60B—
MPWR SemiconductorsMonolithic Power Systems, Inc.2/5 short3/3 long−2.1%−5.9%−16.0%+34.0%+21.9%+204%+159%+1,659%55.4%0.62−51.6%—$61B—
AMAT SemiconductorsApplied Materials, Inc.2/5 short3/3 long−12.8%−22.9%+3.7%+51.2%+78.5%+209%+215%+1,488%47.4%0.72−55.1%—$321B—
ON SemiconductorsON Semiconductor Corporation2/5 short2/3 long+5.4%−12.8%−11.6%+33.4%+37.8%−10.9%+66.0%+540%55.9%0.46−70.4%—$29B—
TEL SemiconductorsTE Connectivity plc2/5 short2/3 long+1.7%+5.6%−13.1%−7.4%−4.1%+90.6%+57.4%+311%28.7%0.46−47.7%—$62B—
SITM SemiconductorsSiTime Corporation2/5 short2/3 long−22.1%−10.5%−5.9%+34.4%+70.6%+364%+124%—77.8%0.60−78.1%—$15B—
SYNA SemiconductorsSynaptics Incorporated4/5 short1/3 long+23.2%+3.4%+41.4%+55.1%+61.9%+29.9%−33.2%+72.3%54.7%0.12−85.3%—$4.7B—
MCHP SemiconductorsMicrochip Technology Incorporated2/5 short1/3 long+1.4%−5.2%−4.6%+18.6%+16.0%+8.5%+13.0%+207%45.9%0.28−63.8%—$41B—
SWKS SemiconductorsSkyworks Solutions, Inc.3/5 short0/3 long−8.4%+36.0%+37.9%+28.9%+10.2%−2.8%−43.5%+29.2%42.9%-0.05−72.9%—$12B—
DIOD SemiconductorsDiodes Incorporated2/5 short0/3 long−5.9%−2.2%−11.7%+66.0%+49.4%+14.1%−5.6%+324%50.0%0.23−69.5%—$3.9B—
APTV Auto - PartsAptiv PLC2/5 short0/3 long+3.4%−21.4%−25.9%−42.6%−46.0%−51.0%−73.3%−10.6%41.4%-0.43−75.8%—$9.4B—
GFS SemiconductorsGLOBALFOUNDRIES Inc.2/5 short0/3 long−3.0%−17.0%−19.7%+28.0%+32.7%−13.2%————−61.5%—$26B—
POWI SemiconductorsPower Integrations, Inc.1/5 short0/3 long−5.1%−33.7%−23.5%+27.4%+5.5%−30.5%−49.8%+66.8%46.6%-0.07−70.7%—$2.6B—
ALGM SemiconductorsAllegro MicroSystems, Inc.1/5 short0/3 long−4.5%−26.9%−16.6%+26.0%+11.2%+17.5%+5.5%—53.4%0.28−68.7%—$6.3B—
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How did STM do year by year?

This table shows each investment's total return in every full calendar year since 1997, along with where STM ranked among its popular alternatives each year. Annual results reveal how consistently each one kept pace with STM and how far its good and bad years diverged, detail that multiyear averages tend to smooth over.

Newest year first. Green marks a year in which the fund came out ahead of STM; gray means the two finished within a fraction of a point. The rank row places STM among the alternatives that traded the full year; dark green is the top quarter and red the bottom quarter.

InvestmentYears ahead of STM20252024202320222021202020192018201720162015201420132012201120102009200820072006200520042003200220012000199919981997
STM This pageSTMicroelectronics N.V.—+5.3%−49.6%+41.6%−26.8%+32.4%+38.9%+96.4%−35.7%+95.1%+76.9%−6.7%−2.5%+15.2%+30.1%−40.6%+15.9%+43.9%−52.3%−21.1%+2.9%−6.1%−28.1%+39.0%−38.3%−26.0%−15.2%+288%+27.8%−12.7%
Rank among alternativesTop quarter in 6 of 2914 of 2323 of 236 of 2310 of 2314 of 2210 of 211 of 2018 of 201 of 201 of 2015 of 2019 of 2016 of 205 of 1917 of 188 of 1716 of 1712 of 1715 of 1610 of 1613 of 1612 of 1513 of 156 of 1410 of 144 of 113 of 115 of 119 of 9
SPY S&P 500State Street SPDR S&P 500 ETF18 of 29+17.7%+24.9%+26.2%−18.2%+28.7%+18.3%+31.2%−4.6%+21.7%+12.0%+1.2%+13.5%+32.3%+16.0%+1.9%+15.1%+26.4%−36.8%+5.1%+15.9%+4.8%+10.7%+28.2%−21.6%−11.7%−9.8%+20.4%+28.7%+33.5%
ASML ASML Holding N.V.17 of 29+55.8%−7.7%+39.9%−30.5%+64.1%+66.3%+93.2%−9.7%+56.5%+27.9%−17.1%+16.2%+46.9%+19.7%+10.4%+13.2%+90.9%−41.4%+22.3%+22.7%+26.1%−20.6%+140%−51.0%−24.4%−40.5%+273%−9.7%+171%
UMC United Microelectronics Corporation14 of 25+28.7%−19.0%+39.0%−40.3%+43.1%+232%+55.4%−21.9%+42.2%−2.7%−13.2%+15.2%+5.7%−2.8%−26.9%−16.8%+98.2%−37.7%−28.9%+15.3%−2.2%−23.6%+52.9%−58.0%+33.7%————
ADI Analog Devices, Inc.18 of 29+29.8%+8.8%+23.4%−4.9%+21.0%+26.9%+41.3%−1.6%+25.3%+35.0%+2.4%+12.2%+24.7%+21.2%−2.4%+22.7%+71.5%−38.0%−1.5%−6.7%−1.9%−18.7%+91.4%−46.2%−13.3%+10.1%+197%+13.3%+8.9%
TSM Taiwan Semiconductor Manufacturing Company Limited16 of 28+55.7%+92.0%+41.8%−37.0%+11.7%+91.6%+63.3%−4.3%+37.9%+31.2%+4.9%+31.1%+4.5%+37.7%+7.3%+14.9%+52.9%−16.1%−4.3%+18.9%+27.1%−4.2%+56.7%−54.8%+39.5%−51.0%+290%+13.4%—
MTSI MACOM Technology Solutions Holdings, Inc.8 of 13+31.8%+39.8%+47.6%−19.6%+42.3%+107%+83.3%−55.4%−29.7%+13.2%+30.7%+84.1%+13.5%————————————————
TXN Texas Instruments Incorporated16 of 29−4.5%+13.1%+6.4%−9.9%+17.5%+31.7%+39.6%−7.2%+46.8%+36.7%+5.1%+25.1%+46.3%+7.9%−8.8%+27.0%+72.0%−52.8%+17.0%−9.8%+30.7%−15.9%+96.6%−46.2%−40.8%−1.8%+126%+90.7%+42.3%
VSH Vishay Intertechnology, Inc.12 of 29−12.2%−27.9%+13.0%+0.7%+7.4%−0.5%+20.6%−11.9%+30.0%+37.1%−13.1%+8.5%+24.7%+18.2%−38.8%+124%+144%−70.0%−15.7%−1.6%−8.3%−34.5%+105%−42.6%+28.9%−28.3%+173%−35.4%+6.5%
SLAB Silicon Laboratories Inc.13 of 25+5.2%−6.1%−2.5%−34.3%+62.1%+9.8%+47.2%−10.8%+35.9%+33.9%+1.9%+10.0%+3.6%−3.7%−5.7%−4.9%+95.2%−33.8%+8.0%−5.5%+3.8%−18.4%+127%−43.4%+134%————
NXPI NXP Semiconductors N.V.9 of 15+6.4%−8.0%+48.4%−29.2%+44.8%+26.6%+75.7%−37.0%+19.5%+16.3%+10.3%+66.3%+74.5%+71.2%−26.6%——————————————
MPWR Monolithic Power Systems, Inc.15 of 21+54.4%−5.5%+79.8%−27.8%+35.5%+107%+54.8%+4.5%+38.2%+30.1%+30.0%+44.9%+55.6%+54.9%−8.8%−31.1%+90.1%−41.3%+93.3%−25.9%+61.2%————————
AMAT Applied Materials, Inc.18 of 29+59.6%+1.1%+68.0%−37.5%+83.6%+43.3%+89.9%−34.9%+59.8%+75.7%−23.5%+43.7%+58.6%+10.2%−21.9%+3.0%+40.4%−42.1%−2.6%+3.8%+5.4%−23.8%+72.3%−35.0%+5.0%−39.7%+197%+41.7%+67.9%
ON ON Semiconductor Corporation14 of 25−14.1%−24.5%+33.9%−8.2%+108%+34.3%+47.7%−21.1%+64.1%+30.2%−3.3%+22.9%+16.9%−8.7%−21.9%+12.0%+159%−61.7%+17.3%+36.9%+21.8%−29.9%+373%−33.8%−60.6%————
TEL TE Connectivity plc10 of 18+61.6%+3.5%+24.6%−27.7%+35.1%+28.9%+29.4%−18.9%+39.9%+9.8%+4.2%+16.9%+51.6%+23.4%−11.1%+47.5%+57.0%−55.5%———————————
SITM SiTime Corporation4 of 6+64.6%+75.7%+20.1%−65.3%+161%+339%———————————————————————
SYNA Synaptics Incorporated14 of 23−3.0%−33.1%+19.9%−67.1%+200%+46.6%+76.8%−6.8%−25.5%−33.3%+16.7%+32.9%+72.9%−0.6%+2.6%−4.1%+85.1%−39.6%+38.6%+20.1%−19.2%+104%+97.0%——————
MCHP Microchip Technology Incorporated18 of 29+14.6%−34.9%+30.9%−18.0%+27.5%+33.7%+48.1%−16.7%+39.5%+41.6%+6.3%+4.0%+42.4%−7.1%+10.3%+24.6%+57.8%−34.8%−0.7%+4.4%+22.6%−19.9%+36.8%−5.1%+76.5%−27.9%+85.0%+23.6%−11.6%
SWKS Skyworks Solutions, Inc.14 of 29−25.5%−18.9%+26.5%−40.0%+2.7%+28.4%+84.1%−28.3%+28.7%−1.2%+6.7%+156%+40.6%+25.2%−43.4%+102%+156%−34.8%+20.2%+38.9%−45.9%+8.4%+0.9%−60.5%−41.1%+29.1%+139%+123%+104%
DIOD Diodes Incorporated16 of 29−20.0%−23.4%+5.8%−30.7%+55.8%+25.1%+74.7%+12.5%+11.7%+11.7%−16.7%+17.0%+35.8%−18.5%−21.1%+32.2%+237%−79.8%+27.2%+14.2%+106%+19.2%+196%+44.7%−35.8%−27.8%+330%−48.8%+35.0%
APTV Aptiv PLC7 of 14+25.8%−32.6%−3.7%−43.5%+26.6%+37.5%+55.9%−27.1%+57.6%−20.1%+19.3%+22.7%+59.4%+77.6%———————————————
GFS GLOBALFOUNDRIES Inc.2 of 4−18.6%−29.2%+12.4%−17.1%—————————————————————————
POWI Power Integrations, Inc.15 of 28−41.3%−24.0%+15.6%−22.1%+14.1%+66.7%+63.7%−16.3%+9.3%+40.8%−5.1%−6.6%+67.2%+1.9%−17.0%+11.1%+83.7%−42.1%+46.6%−1.5%+20.4%−40.9%+96.8%−25.6%+98.6%−76.0%+283%+171%—
ALGM Allegro MicroSystems, Inc.4 of 5+20.7%−27.8%+0.8%−17.0%+35.7%————————————————————————
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Risk and diversification

How STM has fallen, how it held up in crashes beside the S&P 500 and its popular alternatives, and what moves independently of it.

What were STM's worst declines?

A drawdown is the decline from a peak to the lowest point before a new high. This section presents STM's five deepest drawdowns since it began trading in 1994, alongside the S&P 500's return over the same dates, and how long each took to recover. Together, these figures show how much an investor could have lost and how long it took to get back to even.

Green means STM fell less than the S&P 500 over the same dates. Based on daily closing prices with dividends reinvested.

DuringSTM fellS&P 500, same datesPeakLowTime to the lowBack at the peakTime to recover
Dot-com bust−94.3%−43.7%Mar 2000Mar 20099 yearsSep 202112.5 years
No named crash−66.6%+12.3%Jul 2023Apr 202521 monthsApr 202612 months
No named crash−61.2%+8.9%Aug 1997Oct 199814 monthsJan 19993 months
No named crash−49.1%+9.2%Aug 1995Dec 19954 monthsOct 199610 months
2022 bear market−43.0%−17.8%Nov 2021Jul 20228 monthsMar 20238 months

How did STM do in stock market crashes?

This section measures how far STM, the S&P 500 and each alternative fell from peak to trough during every major market crash since 2000. A smaller decline means an investment held up better, and comparing results across crashes shows whether that resilience was consistent or a one-off.

Newest crash first. Each figure is the fund's deepest fall within the crash window; green means a smaller fall than STM.

InvestmentHeld up better2023 regional bank crisisMar 20232022 bear marketJan 2022Covid crashFeb 2020Late-2018 sell-offSep 2018February 2018 volatility shockFeb 20182015 China and oil sell-offAug 20152011 euro debt crisisJul 20112010 flash crashMay 20102008 financial crisisOct 2007Dot-com bustMar 2000
STM This pageSTMicroelectronics N.V.—−3.2%−40.6%−49.6%−31.0%−9.1%−31.6%−36.9%−3.2%−77.2%−83.5%
SPY S&P 500State Street SPDR S&P 500 ETF9 of 10−3.4%−24.5%−33.7%−19.3%−6.5%−12.8%−17.9%−1.5%−55.2%−47.5%
ASML ASML Holding N.V.6 of 10−2.9%−48.4%−37.9%−24.4%−7.5%−22.1%−17.7%−2.7%−64.1%−90.0%
UMC United Microelectronics Corporation7 of 9−2.0%−51.0%−17.1%−36.2%−4.4%−16.6%−24.9%0.0%−63.0%—
ADI Analog Devices, Inc.10 of 10−2.6%−22.6%−33.6%−18.1%−7.2%−22.7%−18.6%−1.2%−55.0%−82.0%
TSM Taiwan Semiconductor Manufacturing Company Limited7 of 10−3.9%−54.3%−23.3%−21.4%−9.3%−13.2%−15.7%0.0%−48.0%−82.4%
MTSI MACOM Technology Solutions Holdings, Inc.2 of 6−4.8%−43.9%−48.1%−37.0%−41.5%−22.4%————
TXN Texas Instruments Incorporated8 of 10−2.6%−21.7%−29.8%−19.5%−9.3%−18.4%−21.6%−1.3%−61.4%−85.4%
VSH Vishay Intertechnology, Inc.6 of 10−2.4%−22.2%−42.4%−21.6%−20.8%−16.4%−46.6%−2.0%−84.8%−88.5%
SLAB Silicon Laboratories Inc.5 of 9−3.4%−42.9%−34.8%−22.7%−10.1%−32.0%−25.2%−1.9%−60.6%—
NXPI NXP Semiconductors N.V.3 of 7−4.2%−38.8%−52.0%−27.4%−4.0%−35.5%−39.8%———
MPWR Monolithic Power Systems, Inc.6 of 9−5.1%−39.7%−27.9%−21.4%−9.8%−18.1%−32.0%−5.4%−72.3%—
AMAT Applied Materials, Inc.7 of 10−3.6%−54.2%−43.6%−26.4%−9.7%−18.8%−24.5%−1.6%−61.7%−82.0%
ON ON Semiconductor Corporation4 of 9−6.4%−34.0%−59.6%−23.7%−12.2%−39.2%−28.5%0.0%−80.0%—
TEL TE Connectivity plc6 of 9−4.3%−33.3%−42.9%−23.2%−6.8%−22.7%−24.7%−3.5%−81.1%—
SITM SiTime Corporation1 of 3−6.1%−71.0%−46.1%———————
SYNA Synaptics Incorporated6 of 9−6.7%−68.3%−40.4%−28.7%−5.1%−34.1%−13.9%−1.1%−64.4%—
MCHP Microchip Technology Incorporated8 of 10−3.8%−35.3%−49.0%−25.9%−14.4%−18.6%−12.7%−0.4%−55.2%−58.7%
SWKS Skyworks Solutions, Inc.3 of 10−3.0%−50.0%−43.0%−32.3%−5.3%−38.6%−37.2%−3.4%−66.0%−95.7%
DIOD Diodes Incorporated5 of 10−4.0%−45.5%−33.1%−18.6%−5.0%−29.6%−34.3%−3.4%−90.1%−86.5%
APTV Aptiv PLC1 of 6−5.7%−55.1%−63.2%−33.4%−6.0%−35.7%————
GFS GLOBALFOUNDRIES Inc.0 of 2−5.1%−50.8%————————
POWI Power Integrations, Inc.8 of 10−3.3%−35.7%−21.7%−26.1%−7.5%−20.9%−24.3%0.0%−57.5%−84.3%
ALGM Allegro MicroSystems, Inc.0 of 2−5.9%−44.4%————————
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How closely does STM move with the S&P 500?

Upside capture measures how much of the S&P 500's gains an investment kept in the months the market rose, and downside capture how much of its losses it took in the months the market fell. An investment that captures more of the gains than the losses has compounded ahead of the market over time. This section compares STM with its popular alternatives on both measures, and on beta (how strongly each has moved with the market), over the past 10 years.

Monthly total returns over the past 10 years, measured against SPY. 100% capture or a beta of 1.00 means moving in line with the S&P 500. Green marks a better figure than STM's: more upside, less downside or a higher capture ratio. Sorted by capture ratio.

InvestmentUpside captureDownside captureCapture ratioBeta
STM This pageSTMicroelectronics N.V.122%104%1.171.72
UMC United Microelectronics Corporation133%52%2.561.33
TSM Taiwan Semiconductor Manufacturing Company Limited138%75%1.841.15
AMAT Applied Materials, Inc.152%97%1.581.51
MPWR Monolithic Power Systems, Inc.156%107%1.461.31
ASML ASML Holding N.V.170%132%1.291.44
ADI Analog Devices, Inc.117%92%1.261.20
TXN Texas Instruments Incorporated113%108%1.041.18
MTSI MACOM Technology Solutions Holdings, Inc.148%157%0.941.93
TEL TE Connectivity plc109%120%0.911.26
DIOD Diodes Incorporated128%146%0.881.53
SLAB Silicon Laboratories Inc.113%130%0.871.18
ON ON Semiconductor Corporation161%185%0.871.95
MCHP Microchip Technology Incorporated127%170%0.751.72
VSH Vishay Intertechnology, Inc.118%160%0.741.61
NXPI NXP Semiconductors N.V.115%157%0.731.63
POWI Power Integrations, Inc.89%133%0.671.28
SYNA Synaptics Incorporated117%188%0.621.64
SWKS Skyworks Solutions, Inc.88%149%0.591.31
APTV Aptiv PLC106%219%0.481.80
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What diversifies STM?

Correlation measures how closely two investments move together, on a scale from 1 (in lockstep) through 0 (unrelated) to -1 (in opposite directions). This section lists large ETFs and stocks whose returns have had a low correlation with STM's. Because such investments tend not to fall at the same time, pairing STM with them can reduce a portfolio's overall swings.

Only ETFs with at least $1.0B in assets and stocks worth at least $10B, with a correlation below 0.5 over the past 5 years and a positive return, are included, ranked by Sharpe ratio; funds that hold the same thing are shown once. The year columns are the years in which STM lost money. The last two columns show a portfolio that is 80% STM and 20% the other investment, rebalanced monthly.

ETFs

InvestmentCorrelation5Y returnSharpe2024202220182015201420112008200720052004200220012000199780/20 mix volatility80/20 mix annual return
STM STMicroelectronics N.V. (this page)1.00+11.6%0.28−49.6%−26.8%−35.7%−6.7%−2.5%−40.6%−52.3%−21.1%−6.1%−28.1%−38.3%−26.0%−15.2%−12.7%51.7%+5.0%
LVHI InternationalFranklin International Low Volatility High Dividend Index ETF0.30+119%1.48+15.9%+3.8%−5.2%———————————42.0%+9.2%
DXJ InternationalWisdomTree Japan Hedged Equity Fund0.34+225%1.34+29.8%+6.0%−19.8%+7.7%+8.1%−16.1%−20.8%−7.4%——————42.3%+10.9%
EMLP Broad MarketFirst Trust North American Energy Infrastructure Fund0.26+101%1.04+33.4%+10.4%−8.7%−25.3%+23.8%—————————42.2%+8.9%
HDV Dividend & IncomeiShares Core High Dividend ETF0.23+83.3%1.00+14.1%+7.1%−3.0%−0.3%+12.6%—————————42.1%+8.3%
FTLS Broad MarketFirst Trust Long/Short Equity ETF0.44+62.9%0.99+18.8%−5.6%−4.8%+4.7%——————————42.2%+7.9%
EWP Broad MarketiShares MSCI Spain ETF0.43+140%0.97+5.7%−5.2%−15.3%−15.6%−6.3%−9.8%−36.8%+20.9%+4.6%+30.2%−13.6%−9.2%−11.8%+23.9%43.1%+9.7%
GLD CommoditiesSPDR Gold Shares-0.01+126%0.96+26.7%−0.8%−1.9%−10.7%−2.2%+9.6%+4.9%+30.4%+17.8%—————41.5%+9.8%
XLE EnergyState Street Energy Select Sector SPDR ETF0.06+177%0.93+5.6%+64.4%−18.2%−21.5%−8.7%+2.8%−39.0%+36.8%+40.1%+33.8%−14.8%−18.2%+24.4%—42.0%+10.8%

Stocks

InvestmentCorrelation5Y returnSharpe2024202220182015201420112008200720052004200220012000199780/20 mix volatility80/20 mix annual return
STM STMicroelectronics N.V. (this page)1.00+11.6%0.28−49.6%−26.8%−35.7%−6.7%−2.5%−40.6%−52.3%−21.1%−6.1%−28.1%−38.3%−26.0%−15.2%−12.7%51.7%+5.0%
CAH Medical - DistributionCardinal Health, Inc.0.04+479%1.55+19.0%+54.1%−24.5%+12.6%+23.0%+8.1%−39.6%−9.8%+18.7%−4.7%−8.3%−2.5%+108%+29.1%41.9%+13.5%
CLS Hardware, Equipment & PartsCelestica Inc.0.31+3,143%1.47+215%+1.3%−16.3%−6.0%+12.9%−24.4%−20.5%−25.7%−25.2%−6.4%−65.1%−25.6%−2.3%—46.4%+24.6%
FIX Engineering & ConstructionComfort Systems USA, Inc.0.36+1,636%1.46+107%+17.0%+0.8%+67.7%−10.4%−17.0%−15.2%+2.1%+20.1%+40.0%−9.4%+73.7%−71.1%—45.4%+20.8%
MCK Medical - DistributionMcKesson Corporation-0.14+413%1.44+23.7%+51.8%−28.4%−4.5%+29.3%+11.8%−40.4%+29.7%+64.9%−1.4%−27.2%+4.9%+61.2%+96.3%41.0%+13.3%
MPC Oil & Gas Refining & MarketingMarathon Petroleum Corporation0.13+690%1.41−4.0%+86.6%−8.2%+17.4%+0.4%—————————42.7%+15.3%
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Common questions

What was STM's worst drawdown?

STM's deepest decline since it began trading in 1994 was 94.3%, from March 2000 to March 2009. It took about 12 years from the low to climb back to its old high.

What were STM's best and worst years?

Over 29 full calendar years, STM's best year was 1999, when it returned 288%. Its worst was 2008, with a return of -52.3%.

Is there a better investment than STM?

Among STM's popular alternatives, ADI, TSM and ASML earned more than STM with less volatility over the past 5 years. ADI returned 19.5% a year at 34.1% volatility, against 2.2% a year at 47.7%. Looking beyond its popular alternatives, MSFT (software) and ASX (semiconductors) earned more than STM with less volatility over the past 5 years. MSFT returned 12.5% a year at 28.2% volatility, against 2.2% a year at 47.7%.

Is STM more volatile than the S&P 500?

Yes. STM's volatility over the past 5 years was 47.7%, 2.8 times the S&P 500's 17.1%. Volatility measures how widely returns swing around their average: in roughly two years out of three, STM's return lands within 47.7% of its average, either way. The higher it is, the rougher the ride and the harder it is to hold through a slump.

What is STM's Sharpe ratio?

STM's Sharpe ratio over the past 5 years was 0.28, against 0.79 for the S&P 500, so STM earned less for each unit of risk than an index fund did. The Sharpe ratio is the return earned above cash for each unit of volatility: two investments with the same return are not equal if one got there with far bigger swings.

How correlated is STM with the S&P 500?

Over the past 5 years, STM's monthly returns had a correlation of 0.59 with the S&P 500. Correlation runs from 1 (moving in lockstep) through 0 (unrelated) to −1 (moving in opposite directions). They often move together: some diversification next to an index fund, but not a cushion. In the table, the correlation column measures each option against STM instead: the lower it is, the more that option would diversify a STM holding.

What are the best alternatives to STM?

Of the 22 popular alternatives we compared, nine outperformed STM in at least 3 of 5 short-term and 2 of 3 long-term timeframes, with dividends reinvested: ASML, UMC and ADI.

Did STM outperform the S&P 500?

STM finished ahead of the S&P 500 (SPY) in 11 of 29 full calendar years. In 2025, it returned +5.3%, against +17.7% for the index.

How did STM do in stock market crashes?

STM fell less than the S&P 500 (SPY) in none of the ten major crashes it has traded through, and further in nine. The clearest case was the dot-com bust, when STM fell 83.5% and the S&P 500 fell 47.5%.

What diversifies STM?

These had a low correlation with STM over the past 5 years and still earned a positive 5-year return: among large ETFs, LVHI (correlation 0.30), DXJ (correlation 0.34) and EMLP (correlation 0.26); among large stocks, CAH (correlation 0.04), CLS (correlation 0.31) and FIX (correlation 0.36). A correlation near zero means the two have moved largely independently.

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