AMZ.DE vs. SMH
Compare and contrast key facts about Amazon.com Inc (AMZ.DE) and VanEck Vectors Semiconductor ETF (SMH).
SMH is a passively managed fund by VanEck that tracks the performance of the MVIS US Listed Semiconductor 25 Index. It was launched on Dec 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMZ.DE or SMH.
Performance
AMZ.DE vs. SMH - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with AMZ.DE having a 38.65% return and SMH slightly lower at 38.13%. Over the past 10 years, AMZ.DE has outperformed SMH with an annualized return of 30.26%, while SMH has yielded a comparatively lower 27.98% annualized return.
AMZ.DE
38.65%
10.15%
12.68%
44.84%
19.18%
30.26%
SMH
38.13%
-3.96%
2.78%
49.47%
32.62%
27.98%
Key characteristics
| AMZ.DE | SMH | |
|---|---|---|
| Sharpe Ratio | 1.53 | 1.46 |
| Sortino Ratio | 2.09 | 1.96 |
| Omega Ratio | 1.30 | 1.26 |
| Calmar Ratio | 2.08 | 2.02 |
| Martin Ratio | 6.24 | 5.47 |
| Ulcer Index | 6.76% | 9.18% |
| Daily Std Dev | 27.78% | 34.52% |
| Max Drawdown | -93.91% | -95.73% |
| Current Drawdown | -4.57% | -14.13% |
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Correlation
The correlation between AMZ.DE and SMH is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
AMZ.DE vs. SMH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amazon.com Inc (AMZ.DE) 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.
Dividends
AMZ.DE vs. SMH - Dividend Comparison
AMZ.DE has not paid dividends to shareholders, while SMH's dividend yield for the trailing twelve months is around 0.43%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMZ.DE Amazon.com 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 | 0.43% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
Drawdowns
AMZ.DE vs. SMH - Drawdown Comparison
The maximum AMZ.DE drawdown since its inception was -93.91%, roughly equal to the maximum SMH drawdown of -95.73%. Use the drawdown chart below to compare losses from any high point for AMZ.DE and SMH. For additional features, visit the drawdowns tool.
Volatility
AMZ.DE vs. SMH - Volatility Comparison
Amazon.com Inc (AMZ.DE) has a higher volatility of 10.44% compared to VanEck Vectors Semiconductor ETF (SMH) at 8.25%. This indicates that AMZ.DE's price experiences larger fluctuations and is considered to be riskier than SMH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.