ASM.AS vs. SMH
Compare and contrast key facts about ASM International NV (ASM.AS) 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: ASM.AS or SMH.
Performance
ASM.AS vs. SMH - Performance Comparison
Returns By Period
In the year-to-date period, ASM.AS achieves a 6.08% return, which is significantly lower than SMH's 38.13% return. Over the past 10 years, ASM.AS has outperformed SMH with an annualized return of 33.13%, while SMH has yielded a comparatively lower 27.98% annualized return.
ASM.AS
6.08%
-4.34%
-24.23%
7.11%
37.59%
33.13%
SMH
38.13%
-3.96%
2.78%
49.47%
32.62%
27.98%
Key characteristics
| ASM.AS | SMH | |
|---|---|---|
| Sharpe Ratio | 0.20 | 1.46 |
| Sortino Ratio | 0.55 | 1.96 |
| Omega Ratio | 1.08 | 1.26 |
| Calmar Ratio | 0.26 | 2.02 |
| Martin Ratio | 0.59 | 5.47 |
| Ulcer Index | 14.67% | 9.18% |
| Daily Std Dev | 42.10% | 34.52% |
| Max Drawdown | -87.99% | -95.73% |
| Current Drawdown | -32.95% | -14.13% |
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Correlation
The correlation between ASM.AS and SMH is 0.41, 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.
Risk-Adjusted Performance
ASM.AS vs. SMH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ASM International NV (ASM.AS) 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
ASM.AS vs. SMH - Dividend Comparison
ASM.AS's dividend yield for the trailing twelve months is around 0.55%, more than SMH's 0.43% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASM.AS ASM International NV | 0.55% | 0.53% | 1.06% | 0.51% | 0.28% | 2.00% | 13.26% | 1.24% | 1.64% | 1.66% | 1.42% | 19.83% |
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
ASM.AS vs. SMH - Drawdown Comparison
The maximum ASM.AS drawdown since its inception was -87.99%, smaller than the maximum SMH drawdown of -95.73%. Use the drawdown chart below to compare losses from any high point for ASM.AS and SMH. For additional features, visit the drawdowns tool.
Volatility
ASM.AS vs. SMH - Volatility Comparison
ASM International NV (ASM.AS) has a higher volatility of 12.36% compared to VanEck Vectors Semiconductor ETF (SMH) at 8.25%. This indicates that ASM.AS'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.