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AKAM vs. SMH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AKAM and SMH is 0.50, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

AKAM vs. SMH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Akamai Technologies, Inc. (AKAM) and VanEck Vectors Semiconductor ETF (SMH). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%1,000.00%NovemberDecember2025FebruaryMarchApril
-15.90%
757.88%
AKAM
SMH

Key characteristics

Sharpe Ratio

AKAM:

-0.67

SMH:

-0.15

Sortino Ratio

AKAM:

-0.67

SMH:

0.04

Omega Ratio

AKAM:

0.88

SMH:

1.00

Calmar Ratio

AKAM:

-0.33

SMH:

-0.23

Martin Ratio

AKAM:

-1.94

SMH:

-0.45

Ulcer Index

AKAM:

13.05%

SMH:

12.51%

Daily Std Dev

AKAM:

37.85%

SMH:

36.79%

Max Drawdown

AKAM:

-99.80%

SMH:

-83.29%

Current Drawdown

AKAM:

-75.08%

SMH:

-23.55%

Returns By Period

In the year-to-date period, AKAM achieves a -14.66% return, which is significantly lower than SMH's -11.60% return. Over the past 10 years, AKAM has underperformed SMH with an annualized return of 1.43%, while SMH has yielded a comparatively higher 24.23% annualized return.


AKAM

YTD

-14.66%

1M

0.78%

6M

-19.00%

1Y

-23.98%

5Y*

-3.07%

10Y*

1.43%

SMH

YTD

-11.60%

1M

-4.00%

6M

-11.26%

1Y

-4.43%

5Y*

31.79%

10Y*

24.23%

*Annualized

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

AKAM vs. SMH — Risk-Adjusted Performance Rank

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

AKAM
The Risk-Adjusted Performance Rank of AKAM is 1717
Overall Rank
The Sharpe Ratio Rank of AKAM is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of AKAM is 2121
Sortino Ratio Rank
The Omega Ratio Rank of AKAM is 1616
Omega Ratio Rank
The Calmar Ratio Rank of AKAM is 3232
Calmar Ratio Rank
The Martin Ratio Rank of AKAM is 22
Martin Ratio Rank

SMH
The Risk-Adjusted Performance Rank of SMH is 1414
Overall Rank
The Sharpe Ratio Rank of SMH is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of SMH is 1717
Sortino Ratio Rank
The Omega Ratio Rank of SMH is 1717
Omega Ratio Rank
The Calmar Ratio Rank of SMH is 1010
Calmar Ratio Rank
The Martin Ratio Rank of SMH is 1313
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AKAM vs. SMH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Akamai Technologies, Inc. (AKAM) and VanEck Vectors Semiconductor ETF (SMH). 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 AKAM, currently valued at -0.67, compared to the broader market-2.00-1.000.001.002.003.00
AKAM: -0.67
SMH: -0.15
The chart of Sortino ratio for AKAM, currently valued at -0.67, compared to the broader market-6.00-4.00-2.000.002.004.00
AKAM: -0.67
SMH: 0.04
The chart of Omega ratio for AKAM, currently valued at 0.88, compared to the broader market0.501.001.502.00
AKAM: 0.88
SMH: 1.00
The chart of Calmar ratio for AKAM, currently valued at -0.63, compared to the broader market0.001.002.003.004.005.00
AKAM: -0.63
SMH: -0.23
The chart of Martin ratio for AKAM, currently valued at -1.94, compared to the broader market-5.000.005.0010.0015.0020.00
AKAM: -1.94
SMH: -0.45

The current AKAM Sharpe Ratio is -0.67, which is lower than the SMH Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of AKAM and SMH, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.67
-0.15
AKAM
SMH

Dividends

AKAM vs. SMH - Dividend Comparison

AKAM has not paid dividends to shareholders, while SMH's dividend yield for the trailing twelve months is around 0.50%.


TTM20242023202220212020201920182017201620152014
AKAM
Akamai Technologies, 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%
SMH
VanEck Vectors Semiconductor ETF
0.50%0.44%0.60%1.18%0.51%0.69%1.50%1.88%1.43%0.80%2.14%1.16%

Drawdowns

AKAM vs. SMH - Drawdown Comparison

The maximum AKAM drawdown since its inception was -99.80%, which is greater than SMH's maximum drawdown of -83.29%. Use the drawdown chart below to compare losses from any high point for AKAM and SMH. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-36.39%
-23.55%
AKAM
SMH

Volatility

AKAM vs. SMH - Volatility Comparison

Akamai Technologies, Inc. (AKAM) and VanEck Vectors Semiconductor ETF (SMH) have volatilities of 9.97% and 10.39%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
9.97%
10.39%
AKAM
SMH
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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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