COLL vs. SMH

In the year-to-date period, COLL achieves a 1.85% return, which is significantly higher than SMH's 0.79% return. Over the past 10 years, COLL has underperformed SMH with an annualized return of 5.68%, while SMH has yielded a comparatively higher 24.79% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Collegium Pharmaceutical, Inc. (COLL) 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.

The current COLL Sharpe Ratio is -0.31, which is lower than the SMH Sharpe Ratio of -0.00. The chart below compares the historical Sharpe Ratios of COLL 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.

COLL has not paid dividends to shareholders, while SMH's dividend yield for the trailing twelve months is around 0.44%.

The maximum COLL drawdown since its inception was -73.59%, smaller than the maximum SMH drawdown of -83.29%. Use the drawdown chart below to compare losses from any high point for COLL and SMH.

Collegium Pharmaceutical, Inc. (COLL) has a higher volatility of 9.75% compared to VanEck Vectors Semiconductor ETF (SMH) at 8.70%. This indicates that COLL'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.