CMCSA vs. SMHX
CMCSA (Comcast Corporation) is a stock, while SMHX (VanEck Fabless Semiconductor ETF) is Semiconductors fund tracking the MarketVector™ US Listed Fabless Semiconductor Index. Over the past year, CMCSA returned -18.91% vs 84.33% for SMHX. At a 0.01 correlation, their price movements are largely independent.
Performance
CMCSA vs. SMHX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CMCSA achieves a -6.07% return, which is significantly lower than SMHX's 54.35% return.
CMCSA
- 1D
- 1.70%
- 1M
- -0.83%
- 6M
- -14.43%
- YTD
- -6.07%
- 1Y
- -18.91%
- 3Y*
- -10.41%
- 5Y*
- -11.23%
- 10Y*
- 0.49%
SMHX
- 1D
- -4.79%
- 1M
- -6.32%
- 6M
- 49.49%
- YTD
- 54.35%
- 1Y
- 84.33%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CMCSA vs. SMHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
CMCSA Comcast Corporation | -6.07% | -17.35% | -6.04% |
SMHX VanEck Fabless Semiconductor ETF | 54.35% | 30.00% | 15.56% |
Correlation
The correlation between CMCSA and SMHX is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.15 |
Correlation (All Time) Calculated using the full available price history since Aug 28, 2024 | 0.01 |
The correlation between CMCSA and SMHX shifts across timeframes, from -0.15 (1 year) to 0.01 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CMCSA vs. SMHX — Risk / Return Rank
CMCSA
SMHX
CMCSA vs. SMHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Comcast Corporation (CMCSA) and VanEck Fabless Semiconductor ETF (SMHX). 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.
| CMCSA | SMHX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.85 | ||
| Sortino ratioReturn per unit of downside risk | -3.35 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.35 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.62 | 4.97 | -5.59 |
| Martin ratioReturn relative to average drawdown | -1.19 | 12.45 | -13.64 |
Loading charts...
Drawdowns
CMCSA vs. SMHX - Drawdown Comparison
The maximum CMCSA drawdown since its inception was -67.89%, which is greater than SMHX's maximum drawdown of -38.53%. Use the drawdown chart below to compare losses from any high point for CMCSA and SMHX.
Loading charts...
Drawdown Indicators
| CMCSA | SMHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.89% | -38.53% | -29.36% |
Max Drawdown (1Y)Largest decline over 1 year | -30.48% | -17.06% | -13.42% |
Max Drawdown (3Y)Largest decline over 3 years | -41.39% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -52.61% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -52.61% | — | — |
Current DrawdownCurrent decline from peak | -48.42% | -13.50% | -34.92% |
Average DrawdownAverage peak-to-trough decline | -24.67% | -7.43% | -17.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.94% | 6.80% | +9.14% |
Volatility
CMCSA vs. SMHX - Volatility Comparison
The current volatility for Comcast Corporation (CMCSA) is 8.79%, while VanEck Fabless Semiconductor ETF (SMHX) has a volatility of 17.20%. This indicates that CMCSA experiences smaller price fluctuations and is considered to be less risky than SMHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CMCSA | SMHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.79% | 17.20% | -8.41% |
Volatility (6M)Calculated over the trailing 6-month period | 23.78% | 31.73% | -7.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.08% | 38.25% | -8.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.14% | 41.80% | -14.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.60% | 41.80% | -15.20% |
Dividends
CMCSA vs. SMHX - Dividend Comparison
CMCSA's dividend yield for the trailing twelve months is around 12.19%, more than SMHX's 0.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CMCSA Comcast Corporation | 12.19% | 4.35% | 3.25% | 2.60% | 3.03% | 1.95% | 1.72% | 1.40% | 2.69% | 1.18% | 1.96% | 1.73% |
SMHX VanEck Fabless Semiconductor ETF | 0.02% | 0.02% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CMCSA and SMHX have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SMHX has higher volatility (17.20%) compared to CMCSA (8.79%). In terms of maximum drawdown, CMCSA dropped -67.89% vs SMHX's -38.53%.
SMHX currently has the higher Sharpe Ratio (2.22 vs -0.63), 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.
Find the right allocation for CMCSA and SMHX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer