BESI.AS vs. SMCI

Last updated Apr 2, 2026

Compare and contrast key facts about BE Semiconductor Industries NV (BESI.AS) and Super Micro Computer, Inc. (SMCI).

Performance

BESI.AS vs. SMCI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in BE Semiconductor Industries NV (BESI.AS) and Super Micro Computer, Inc. (SMCI). The values are adjusted to include any dividend payments, if applicable.

BESI.AS vs. SMCI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BESI.AS BE Semiconductor Industries NV	40.22%	3.45%	-1.42%	149.92%	-19.95%	55.27%	48.11%	98.57%	-42.83%	122.55%
SMCI Super Micro Computer, Inc.	-21.91%	-15.37%	14.30%	235.86%	98.38%	49.20%	20.94%	77.99%	-30.97%	-34.55%

Different Trading Currencies

BESI.AS is traded in EUR, while SMCI is traded in USD. To make them comparable, the SMCI values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, BESI.AS achieves a 40.22% return, which is significantly higher than SMCI's -21.91% return. Over the past 10 years, BESI.AS has outperformed SMCI with an annualized return of 36.22%, while SMCI has yielded a comparatively lower 20.45% annualized return.

BESI.AS

• 1D: 4.81%
• 1M: -0.50%
• YTD: 40.22%
• 6M: 46.75%
• 1Y: 96.12%
• 3Y*: 36.15%
• 5Y*: 24.55%
• 10Y*: 36.22%

SMCI

• 1D: -1.24%
• 1M: -28.54%
• YTD: -21.91%
• 6M: -56.42%
• 1Y: -40.08%
• 3Y*: 25.57%
• 5Y*: 42.07%
• 10Y*: 20.45%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

BESI.AS vs. SMCI — Risk / Return Rank

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

BESI.AS

BESI.AS Risk / Return Rank: 89
BESI.AS Sharpe Ratio Rank: 88
BESI.AS Sortino Ratio Rank: 83
BESI.AS Omega Ratio Rank: 83
BESI.AS Calmar Ratio Rank: 94
BESI.AS Martin Ratio Rank: 94

SMCI

SMCI Risk / Return Rank: 23
SMCI Sharpe Ratio Rank: 21
SMCI Sortino Ratio Rank: 24
SMCI Omega Ratio Rank: 24
SMCI Calmar Ratio Rank: 24
SMCI Martin Ratio Rank: 22

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BESI.AS vs. SMCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BE Semiconductor Industries NV (BESI.AS) and Super Micro Computer, Inc. (SMCI). 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.

	BESI.AS	SMCI	Difference
Sharpe ratio Return per unit of total volatility	1.82	-0.50	+2.32
Sortino ratio Return per unit of downside risk	2.36	-0.29	+2.65
Omega ratio Gain probability vs. loss probability	1.32	0.96	+0.36
Calmar ratio Return relative to maximum drawdown	5.55	-0.58	+6.13
Martin ratio Return relative to average drawdown	15.38	-1.12	+16.50
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BESI.AS vs. SMCI - Sharpe Ratio Comparison

The current BESI.AS Sharpe Ratio is 1.82, which is higher than the SMCI Sharpe Ratio of -0.50. The chart below compares the historical Sharpe Ratios of BESI.AS and SMCI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BESI.AS	SMCI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.82	-0.50	+2.32
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.51	0.51	+0.01
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.81	0.29	+0.52
Sharpe Ratio (All Time) Calculated using the full available price history	0.32	0.30	+0.02

Correlation

The correlation between BESI.AS and SMCI is 0.21, 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.

Dividends

BESI.AS vs. SMCI - Dividend Comparison

BESI.AS's dividend yield for the trailing twelve months is around 1.16%, while SMCI has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BESI.AS BE Semiconductor Industries NV	1.16%	1.63%	1.63%	2.09%	5.89%	2.27%	2.04%	4.85%	12.56%	0.50%	0.63%	8.08%
SMCI Super Micro Computer, 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%

Drawdowns

BESI.AS vs. SMCI - Drawdown Comparison

The maximum BESI.AS drawdown since its inception was -96.13%, which is greater than SMCI's maximum drawdown of -84.24%. Use the drawdown chart below to compare losses from any high point for BESI.AS and SMCI.

Drawdown Indicators

	BESI.AS	SMCI	Difference
Max Drawdown Largest peak-to-trough decline	-96.13%	-84.84%	-11.29%
Max Drawdown (1Y) Largest decline over 1 year	-20.90%	-66.18%	+45.28%
Max Drawdown (5Y) Largest decline over 5 years	-54.52%	-84.84%	+30.32%
Max Drawdown (10Y) Largest decline over 10 years	-61.59%	-84.84%	+23.25%
Current Drawdown Current decline from peak	-5.09%	-81.05%	+75.96%
Average Drawdown Average peak-to-trough decline	-50.01%	-31.56%	-18.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.55%	33.24%	-25.69%

Volatility

BESI.AS vs. SMCI - Volatility Comparison

The current volatility for BE Semiconductor Industries NV (BESI.AS) is 24.84%, while Super Micro Computer, Inc. (SMCI) has a volatility of 44.54%. This indicates that BESI.AS experiences smaller price fluctuations and is considered to be less risky than SMCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BESI.AS	SMCI	Difference
Volatility (1M) Calculated over the trailing 1-month period	24.84%	44.54%	-19.70%
Volatility (6M) Calculated over the trailing 6-month period	39.47%	62.27%	-22.80%
Volatility (1Y) Calculated over the trailing 1-year period	51.94%	80.66%	-28.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	46.92%	83.21%	-36.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	43.74%	69.64%	-25.90%

Financials