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FIS vs. SMH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIS and SMH is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

FIS vs. SMH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity National Information Services, Inc. (FIS) and VanEck Vectors Semiconductor ETF (SMH). The values are adjusted to include any dividend payments, if applicable.

1,000.00%1,500.00%2,000.00%JulyAugustSeptemberOctoberNovemberDecember
794.51%
2,033.56%
FIS
SMH

Key characteristics

Sharpe Ratio

FIS:

1.97

SMH:

1.25

Sortino Ratio

FIS:

2.86

SMH:

1.76

Omega Ratio

FIS:

1.34

SMH:

1.22

Calmar Ratio

FIS:

0.69

SMH:

1.75

Martin Ratio

FIS:

12.25

SMH:

4.38

Ulcer Index

FIS:

3.34%

SMH:

9.95%

Daily Std Dev

FIS:

20.72%

SMH:

34.83%

Max Drawdown

FIS:

-67.65%

SMH:

-95.73%

Current Drawdown

FIS:

-42.58%

SMH:

-13.71%

Returns By Period

The year-to-date returns for both investments are quite close, with FIS having a 38.13% return and SMH slightly higher at 38.79%. Over the past 10 years, FIS has underperformed SMH with an annualized return of 4.23%, while SMH has yielded a comparatively higher 27.34% annualized return.


FIS

YTD

38.13%

1M

-4.77%

6M

8.17%

1Y

38.96%

5Y*

-8.21%

10Y*

4.23%

SMH

YTD

38.79%

1M

-1.38%

6M

-8.37%

1Y

40.07%

5Y*

29.31%

10Y*

27.34%

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Risk-Adjusted Performance

FIS vs. SMH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity National Information Services, Inc. (FIS) 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.


Sharpe ratio
The chart of Sharpe ratio for FIS, currently valued at 1.97, compared to the broader market-4.00-2.000.002.001.971.25
The chart of Sortino ratio for FIS, currently valued at 2.86, compared to the broader market-4.00-2.000.002.004.002.861.76
The chart of Omega ratio for FIS, currently valued at 1.34, compared to the broader market0.501.001.502.001.341.22
The chart of Calmar ratio for FIS, currently valued at 0.69, compared to the broader market0.002.004.006.000.691.75
The chart of Martin ratio for FIS, currently valued at 12.25, compared to the broader market-5.000.005.0010.0015.0020.0025.0012.254.38
FIS
SMH

The current FIS Sharpe Ratio is 1.97, which is higher than the SMH Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of FIS 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.504.004.50JulyAugustSeptemberOctoberNovemberDecember
1.97
1.25
FIS
SMH

Dividends

FIS vs. SMH - Dividend Comparison

FIS's dividend yield for the trailing twelve months is around 1.77%, while SMH has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
FIS
Fidelity National Information Services, Inc.
1.77%4.33%2.77%1.43%0.99%1.01%1.25%1.23%1.37%1.72%1.54%1.64%
SMH
VanEck Vectors Semiconductor ETF
0.00%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%

Drawdowns

FIS vs. SMH - Drawdown Comparison

The maximum FIS drawdown since its inception was -67.65%, smaller than the maximum SMH drawdown of -95.73%. Use the drawdown chart below to compare losses from any high point for FIS and SMH. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-42.58%
-13.71%
FIS
SMH

Volatility

FIS vs. SMH - Volatility Comparison

The current volatility for Fidelity National Information Services, Inc. (FIS) is 5.21%, while VanEck Vectors Semiconductor ETF (SMH) has a volatility of 7.83%. This indicates that FIS experiences smaller price fluctuations and is considered to be less risky than SMH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
5.21%
7.83%
FIS
SMH
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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