PortfoliosLab logo
FFIE vs. SMH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FFIE and SMH is 0.21, 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.


Performance

FFIE vs. SMH - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

FFIE:

-0.42

SMH:

-0.01

Sortino Ratio

FFIE:

-1.08

SMH:

0.18

Omega Ratio

FFIE:

0.88

SMH:

1.02

Calmar Ratio

FFIE:

-0.98

SMH:

-0.10

Martin Ratio

FFIE:

-1.17

SMH:

-0.23

Ulcer Index

FFIE:

83.64%

SMH:

15.52%

Daily Std Dev

FFIE:

228.83%

SMH:

43.26%

Max Drawdown

FFIE:

-100.00%

SMH:

-83.29%

Current Drawdown

FFIE:

-100.00%

SMH:

-14.38%

Returns By Period

In the year-to-date period, FFIE achieves a -52.67% return, which is significantly lower than SMH's -1.00% return.


FFIE

YTD

-52.67%

1M

-3.36%

6M

4.55%

1Y

-95.07%

3Y*

-96.69%

5Y*

N/A

10Y*

N/A

SMH

YTD

-1.00%

1M

12.93%

6M

-0.54%

1Y

0.14%

3Y*

26.07%

5Y*

28.60%

10Y*

24.75%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VanEck Vectors Semiconductor ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FFIE vs. SMH — Risk-Adjusted Performance Rank

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

FFIE
The Risk-Adjusted Performance Rank of FFIE is 1414
Overall Rank
The Sharpe Ratio Rank of FFIE is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of FFIE is 1111
Sortino Ratio Rank
The Omega Ratio Rank of FFIE is 1313
Omega Ratio Rank
The Calmar Ratio Rank of FFIE is 11
Calmar Ratio Rank
The Martin Ratio Rank of FFIE is 1919
Martin Ratio Rank

SMH
The Risk-Adjusted Performance Rank of SMH is 1414
Overall Rank
The Sharpe Ratio Rank of SMH is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of SMH is 1616
Sortino Ratio Rank
The Omega Ratio Rank of SMH is 1616
Omega Ratio Rank
The Calmar Ratio Rank of SMH is 1111
Calmar Ratio Rank
The Martin Ratio Rank of SMH is 1212
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.

FFIE vs. SMH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Faraday Future Intelligent Electric Inc. (FFIE) 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 FFIE 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 FFIE 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.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FFIE vs. SMH - Dividend Comparison

FFIE has not paid dividends to shareholders, while SMH's dividend yield for the trailing twelve months is around 0.45%.


TTM20242023202220212020201920182017201620152014
FFIE
Faraday Future Intelligent Electric 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
0.45%0.44%0.60%1.18%0.51%0.69%1.50%1.88%1.43%0.80%2.14%1.16%

Drawdowns

FFIE vs. SMH - Drawdown Comparison

The maximum FFIE drawdown since its inception was -100.00%, which is greater than SMH's maximum drawdown of -83.29%. Use the drawdown chart below to compare losses from any high point for FFIE and SMH.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FFIE vs. SMH - Volatility Comparison

Faraday Future Intelligent Electric Inc. (FFIE) has a higher volatility of 19.64% compared to VanEck Vectors Semiconductor ETF (SMH) at 9.05%. This indicates that FFIE'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 data...