EXPI vs. SMH

In the year-to-date period, EXPI achieves a -25.13% return, which is significantly lower than SMH's -1.00% return. Over the past 10 years, EXPI has outperformed SMH with an annualized return of 33.37%, while SMH has yielded a comparatively lower 24.75% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for eXp World Holdings Inc (EXPI) 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 EXPI Sharpe Ratio is -0.42, which is lower than the SMH Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of EXPI 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.

EXPI's dividend yield for the trailing twelve months is around 2.35%, more than SMH's 0.45% yield.

The maximum EXPI drawdown since its inception was -90.28%, which is greater than SMH's maximum drawdown of -83.29%. Use the drawdown chart below to compare losses from any high point for EXPI and SMH.

eXp World Holdings Inc (EXPI) has a higher volatility of 21.81% compared to VanEck Vectors Semiconductor ETF (SMH) at 9.05%. This indicates that EXPI'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.