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BRZE vs. SMH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BRZE vs. SMH - Performance Comparison

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

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Returns By Period

In the year-to-date period, BRZE achieves a -27.33% return, which is significantly lower than SMH's 50.09% return.


BRZE

1D
-0.56%
1M
4.66%
6M
19.69%
YTD
-27.33%
1Y
-4.89%
3Y*
-17.49%
5Y*
10Y*
ALL TIME*
-23.39%

SMH

1D
0.30%
1M
-8.74%
6M
33.97%
YTD
50.09%
1Y
90.95%
3Y*
50.56%
5Y*
33.46%
10Y*
34.16%
ALL TIME*
11.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$61.16M$59.62M$66.07M
$8.28B$7.64B$7.07B

BRZE vs. SMH - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BRZE
Braze, Inc.
-27.33%-18.12%-21.17%94.76%-64.64%-11.51%
SMH
VanEck Semiconductor ETF
50.09%49.17%39.10%73.38%-33.53%1.92%

Correlation

The correlation between BRZE and SMH is -0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.02

Correlation (3Y)
Balances recent behavior with more history.

0.28

Correlation (All Time)
Calculated using the full available price history since Nov 17, 2021

0.40

The correlation between BRZE and SMH shifts across timeframes, from -0.02 (1 year) to 0.40 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

BRZE vs. SMH — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BRZE
BRZE Risk / Return Rank: 3939
Overall Rank
BRZE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
BRZE Sortino Ratio Rank: 4040
Sortino Ratio Rank
BRZE Omega Ratio Rank: 3939
Omega Ratio Rank
BRZE Calmar Ratio Rank: 3838
Calmar Ratio Rank
BRZE Martin Ratio Rank: 3838
Martin Ratio Rank

SMH
SMH Risk / Return Rank: 8787
Overall Rank
SMH Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
SMH Sortino Ratio Rank: 8383
Sortino Ratio Rank
SMH Omega Ratio Rank: 8484
Omega Ratio Rank
SMH Calmar Ratio Rank: 8888
Calmar Ratio Rank
SMH Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BRZE vs. SMH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Braze, Inc. (BRZE) and VanEck 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BRZESMHDifference
Sharpe ratioReturn per unit of total volatility

-2.45

Sortino ratioReturn per unit of downside risk

-2.43

Omega ratioGain probability vs. loss probability

1.03

1.36

-0.33

Calmar ratioReturn relative to maximum drawdown

-0.19

3.58

-3.77

Martin ratioReturn relative to average drawdown

-0.35

14.64

-14.99

BRZE vs. SMH - Sharpe Ratio Comparison

The current BRZE Sharpe Ratio is -0.16, which is lower than the SMH Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of BRZE and SMH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BRZE vs. SMH - Drawdown Comparison

The maximum BRZE drawdown since its inception was -83.23%, roughly equal to the maximum SMH drawdown of -84.96%. Use the drawdown chart below to compare losses from any high point for BRZE and SMH.


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Drawdown Indicators


BRZESMHDifference

Max Drawdown

Largest peak-to-trough decline

-83.23%

-84.96%

+1.73%

Max Drawdown (1Y)

Largest decline over 1 year

-56.37%

-24.62%

-31.75%

Max Drawdown (3Y)

Largest decline over 3 years

-73.56%

-35.74%

-37.82%

Max Drawdown (5Y)

Largest decline over 5 years

-45.30%

Max Drawdown (10Y)

Largest decline over 10 years

-45.30%

Current Drawdown

Current decline from peak

-73.53%

-19.19%

-54.34%

Average Drawdown

Average peak-to-trough decline

-60.38%

-40.89%

-19.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.65%

6.01%

+24.64%

Volatility

BRZE vs. SMH - Volatility Comparison

Braze, Inc. (BRZE) has a higher volatility of 21.18% compared to VanEck Semiconductor ETF (SMH) at 14.70%. This indicates that BRZE'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.


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Volatility by Period


BRZESMHDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.18%

14.70%

+6.48%

Volatility (6M)

Calculated over the trailing 6-month period

53.58%

33.13%

+20.45%

Volatility (1Y)

Calculated over the trailing 1-year period

68.56%

38.57%

+29.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

64.64%

36.50%

+28.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

64.64%

33.32%

+31.32%

Dividends

BRZE vs. SMH - Dividend Comparison

BRZE has not paid dividends to shareholders, while SMH's dividend yield for the trailing twelve months is around 0.20%.


PositionTTM20252024202320222021202020192018201720162015
BRZE
Braze, 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 Semiconductor ETF
0.20%0.31%0.44%0.60%1.18%0.51%0.69%1.50%1.88%1.43%0.80%2.14%

Frequently Asked Questions


BRZE and SMH have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BRZE has higher volatility (21.18%) compared to SMH (14.70%). In terms of maximum drawdown, BRZE dropped -83.23% vs SMH's -84.96%.

SMH currently has the higher Sharpe Ratio (2.29 vs -0.16), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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