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CHGG vs. SMH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CHGG and SMH is 0.33, 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.


-0.50.00.51.00.3

Performance

CHGG vs. SMH - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
-26.75%
5.59%
CHGG
SMH

Key characteristics

Sharpe Ratio

CHGG:

-1.02

SMH:

0.62

Sortino Ratio

CHGG:

-2.29

SMH:

1.03

Omega Ratio

CHGG:

0.74

SMH:

1.13

Calmar Ratio

CHGG:

-0.84

SMH:

0.90

Martin Ratio

CHGG:

-1.25

SMH:

2.09

Ulcer Index

CHGG:

66.63%

SMH:

10.74%

Daily Std Dev

CHGG:

81.80%

SMH:

36.28%

Max Drawdown

CHGG:

-98.78%

SMH:

-83.29%

Current Drawdown

CHGG:

-98.72%

SMH:

-11.26%

Returns By Period

In the year-to-date period, CHGG achieves a -9.94% return, which is significantly lower than SMH's 2.62% return. Over the past 10 years, CHGG has underperformed SMH with an annualized return of -13.88%, while SMH has yielded a comparatively higher 25.78% annualized return.


CHGG

YTD

-9.94%

1M

-10.49%

6M

-26.77%

1Y

-83.31%

5Y*

-48.65%

10Y*

-13.88%

SMH

YTD

2.62%

1M

1.58%

6M

5.59%

1Y

25.24%

5Y*

27.95%

10Y*

25.78%

*Annualized

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Risk-Adjusted Performance

CHGG vs. SMH — Risk-Adjusted Performance Rank

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

CHGG
The Risk-Adjusted Performance Rank of CHGG is 55
Overall Rank
The Sharpe Ratio Rank of CHGG is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of CHGG is 11
Sortino Ratio Rank
The Omega Ratio Rank of CHGG is 33
Omega Ratio Rank
The Calmar Ratio Rank of CHGG is 44
Calmar Ratio Rank
The Martin Ratio Rank of CHGG is 1313
Martin Ratio Rank

SMH
The Risk-Adjusted Performance Rank of SMH is 2727
Overall Rank
The Sharpe Ratio Rank of SMH is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of SMH is 2525
Sortino Ratio Rank
The Omega Ratio Rank of SMH is 2626
Omega Ratio Rank
The Calmar Ratio Rank of SMH is 3939
Calmar Ratio Rank
The Martin Ratio Rank of SMH is 2424
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CHGG vs. SMH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Chegg, Inc. (CHGG) 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.


Sharpe ratio
The chart of Sharpe ratio for CHGG, currently valued at -1.02, compared to the broader market-2.000.002.004.00-1.020.62
The chart of Sortino ratio for CHGG, currently valued at -2.29, compared to the broader market-6.00-4.00-2.000.002.004.00-2.291.03
The chart of Omega ratio for CHGG, currently valued at 0.74, compared to the broader market0.501.001.502.000.741.13
The chart of Calmar ratio for CHGG, currently valued at -0.84, compared to the broader market0.002.004.006.00-0.840.90
The chart of Martin ratio for CHGG, currently valued at -1.25, compared to the broader market0.0010.0020.0030.00-1.252.09
CHGG
SMH

The current CHGG Sharpe Ratio is -1.02, which is lower than the SMH Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of CHGG and SMH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-1.02
0.62
CHGG
SMH

Dividends

CHGG vs. SMH - Dividend Comparison

CHGG has not paid dividends to shareholders, while SMH's dividend yield for the trailing twelve months is around 0.43%.


TTM20242023202220212020201920182017201620152014
CHGG
Chegg, 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%0.44%0.60%1.18%0.51%0.69%1.50%1.88%1.43%0.80%2.14%1.16%

Drawdowns

CHGG vs. SMH - Drawdown Comparison

The maximum CHGG drawdown since its inception was -98.78%, which is greater than SMH's maximum drawdown of -83.29%. Use the drawdown chart below to compare losses from any high point for CHGG and SMH. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-98.72%
-11.26%
CHGG
SMH

Volatility

CHGG vs. SMH - Volatility Comparison

Chegg, Inc. (CHGG) has a higher volatility of 21.67% compared to VanEck Vectors Semiconductor ETF (SMH) at 12.73%. This indicates that CHGG'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.


10.00%15.00%20.00%25.00%30.00%35.00%SeptemberOctoberNovemberDecember2025February
21.67%
12.73%
CHGG
SMH
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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