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CE vs. SMH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CE vs. SMH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Celanese Corporation (CE) 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, CE achieves a 5.95% return, which is significantly lower than SMH's 50.09% return. Over the past 10 years, CE has underperformed SMH with an annualized return of -1.54%, while SMH has yielded a comparatively higher 34.16% annualized return.


CE

1D
-0.20%
1M
-6.14%
6M
0.80%
YTD
5.95%
1Y
-7.67%
3Y*
-28.37%
5Y*
-20.91%
10Y*
-1.54%
ALL TIME*
6.31%

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)
$84.92M$80.90M$96.87M
$8.28B$7.64B$7.07B

CE vs. SMH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CE
Celanese Corporation
5.95%-38.76%-54.57%55.69%-37.77%31.75%8.25%39.85%-14.31%38.52%
SMH
VanEck Semiconductor ETF
50.09%49.17%39.10%73.38%-33.53%42.13%55.53%64.45%-9.05%38.48%

Correlation

The correlation between CE and SMH is 0.16, which is low. Their historical price movements had little consistent relationship.


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

0.16

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

0.25

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.36

Correlation (10Y)
Provides a long-term view across more market conditions.

0.41

Correlation (All Time)
Calculated using the full available price history since Jan 21, 2005

0.45

Over the past year, the correlation between CE and SMH has dropped to 0.16 - well below their long-term average of 0.45, suggesting their price drivers have been diverging.

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Return for Risk

CE vs. SMH — Risk / Return Rank

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

CE
CE Risk / Return Rank: 3232
Overall Rank
CE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
CE Sortino Ratio Rank: 3434
Sortino Ratio Rank
CE Omega Ratio Rank: 3333
Omega Ratio Rank
CE Calmar Ratio Rank: 3131
Calmar Ratio Rank
CE Martin Ratio Rank: 2828
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.

CE vs. SMH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Celanese Corporation (CE) 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.


CESMHDifference
Sharpe ratioReturn per unit of total volatility

-2.55

Sortino ratioReturn per unit of downside risk

-2.69

Omega ratioGain probability vs. loss probability

1.00

1.36

-0.36

Calmar ratioReturn relative to maximum drawdown

-0.38

3.58

-3.97

Martin ratioReturn relative to average drawdown

-0.82

14.64

-15.46

CE vs. SMH - Sharpe Ratio Comparison

The current CE Sharpe Ratio is -0.25, which is lower than the SMH Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of CE 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

CE vs. SMH - Drawdown Comparison

The maximum CE drawdown since its inception was -84.87%, roughly equal to the maximum SMH drawdown of -84.96%. Use the drawdown chart below to compare losses from any high point for CE and SMH.


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Drawdown Indicators


CESMHDifference

Max Drawdown

Largest peak-to-trough decline

-84.87%

-84.96%

+0.09%

Max Drawdown (1Y)

Largest decline over 1 year

-37.13%

-24.62%

-12.51%

Max Drawdown (3Y)

Largest decline over 3 years

-78.96%

-35.74%

-43.22%

Max Drawdown (5Y)

Largest decline over 5 years

-78.96%

-45.30%

-33.66%

Max Drawdown (10Y)

Largest decline over 10 years

-78.96%

-45.30%

-33.66%

Current Drawdown

Current decline from peak

-73.47%

-19.19%

-54.28%

Average Drawdown

Average peak-to-trough decline

-21.00%

-40.89%

+19.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.30%

6.01%

+13.29%

Volatility

CE vs. SMH - Volatility Comparison

The current volatility for Celanese Corporation (CE) is 11.96%, while VanEck Semiconductor ETF (SMH) has a volatility of 14.70%. This indicates that CE experiences smaller price fluctuations and is considered to be less risky 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


CESMHDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.96%

14.70%

-2.74%

Volatility (6M)

Calculated over the trailing 6-month period

40.00%

33.13%

+6.87%

Volatility (1Y)

Calculated over the trailing 1-year period

56.14%

38.57%

+17.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.47%

36.50%

+8.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.32%

33.32%

+6.00%

Dividends

CE vs. SMH - Dividend Comparison

CE's dividend yield for the trailing twelve months is around 0.27%, more than SMH's 0.20% yield.


PositionTTM20252024202320222021202020192018201720162015
CE
Celanese Corporation
0.27%0.28%4.05%1.80%2.68%1.62%1.91%1.95%2.31%1.62%1.75%1.71%
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


CE and SMH have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SMH has higher volatility (14.70%) compared to CE (11.96%). In terms of maximum drawdown, CE dropped -84.87% vs SMH's -84.96%.

SMH currently has the higher Sharpe Ratio (2.29 vs -0.25), 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.

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