PortfoliosLab logoPortfoliosLab logo
ELTK vs. SMH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ELTK vs. SMH - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, ELTK achieves a -2.02% return, which is significantly lower than SMH's 50.09% return. Over the past 10 years, ELTK has underperformed SMH with an annualized return of 4.59%, while SMH has yielded a comparatively higher 34.16% annualized return.


ELTK

1D
2.42%
1M
-8.87%
6M
-3.47%
YTD
-2.02%
1Y
-19.52%
3Y*
3.67%
5Y*
6.58%
10Y*
4.59%
ALL TIME*
-3.94%

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)
$135.38K$76.63K$74.20K
$8.28B$7.64B$7.07B

ELTK vs. SMH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ELTK
Eltek Ltd
-2.02%-19.97%-20.72%244.16%15.09%-26.04%39.72%69.82%-48.04%3.29%
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 ELTK and SMH is 0.22, which is low. Their historical price movements had little consistent relationship.


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

0.22

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

0.13

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

0.13

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

0.15

Correlation (All Time)
Calculated using the full available price history since Jun 5, 2000

0.14

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

ELTK vs. SMH — Risk / Return Rank

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

ELTK
ELTK Risk / Return Rank: 2424
Overall Rank
ELTK Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
ELTK Sortino Ratio Rank: 2424
Sortino Ratio Rank
ELTK Omega Ratio Rank: 2424
Omega Ratio Rank
ELTK Calmar Ratio Rank: 2323
Calmar Ratio Rank
ELTK Martin Ratio Rank: 2525
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.

ELTK vs. SMH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eltek Ltd (ELTK) 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.


ELTKSMHDifference
Sharpe ratioReturn per unit of total volatility

-2.73

Sortino ratioReturn per unit of downside risk

-3.04

Omega ratioGain probability vs. loss probability

0.95

1.36

-0.41

Calmar ratioReturn relative to maximum drawdown

-0.58

3.58

-4.17

Martin ratioReturn relative to average drawdown

-0.95

14.64

-15.59

ELTK vs. SMH - Sharpe Ratio Comparison

The current ELTK Sharpe Ratio is -0.43, which is lower than the SMH Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of ELTK 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.


Loading charts...

Drawdowns

ELTK vs. SMH - Drawdown Comparison

The maximum ELTK drawdown since its inception was -96.70%, which is greater than SMH's maximum drawdown of -84.96%. Use the drawdown chart below to compare losses from any high point for ELTK and SMH.


Loading charts...

Drawdown Indicators


ELTKSMHDifference

Max Drawdown

Largest peak-to-trough decline

-96.70%

-84.96%

-11.74%

Max Drawdown (1Y)

Largest decline over 1 year

-32.90%

-24.62%

-8.28%

Max Drawdown (3Y)

Largest decline over 3 years

-65.71%

-35.74%

-29.97%

Max Drawdown (5Y)

Largest decline over 5 years

-65.71%

-45.30%

-20.41%

Max Drawdown (10Y)

Largest decline over 10 years

-77.39%

-45.30%

-32.09%

Current Drawdown

Current decline from peak

-76.74%

-19.19%

-57.55%

Average Drawdown

Average peak-to-trough decline

-77.45%

-40.89%

-36.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.15%

6.01%

+14.14%

Volatility

ELTK vs. SMH - Volatility Comparison

Eltek Ltd (ELTK) has a higher volatility of 18.80% compared to VanEck Semiconductor ETF (SMH) at 14.70%. This indicates that ELTK'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.


Loading charts...

Volatility by Period


ELTKSMHDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.80%

14.70%

+4.10%

Volatility (6M)

Calculated over the trailing 6-month period

33.05%

33.13%

-0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

44.30%

38.57%

+5.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

57.50%

36.50%

+21.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

126.33%

33.32%

+93.01%

Dividends

ELTK vs. SMH - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
ELTK
Eltek Ltd
0.00%2.20%0.00%1.58%4.13%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


ELTK and SMH have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ELTK has higher volatility (18.80%) compared to SMH (14.70%). In terms of maximum drawdown, ELTK dropped -96.70% vs SMH's -84.96%.

SMH currently has the higher Sharpe Ratio (2.29 vs -0.43), 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

Find the right allocation for ELTK and SMH

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