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HDV vs. SMR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HDV vs. SMR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core High Dividend ETF (HDV) and NuScale Power Corporation (SMR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HDV achieves a 13.23% return, which is significantly higher than SMR's -24.06% return.


HDV

1D
-0.44%
1M
2.01%
YTD
13.23%
6M
14.65%
1Y
21.13%
3Y*
14.75%
5Y*
10.58%
10Y*
9.21%

SMR

1D
2.48%
1M
-14.26%
YTD
-24.06%
6M
-50.09%
1Y
-68.68%
3Y*
10.94%
5Y*
1.52%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HDV vs. SMR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
HDV
iShares Core High Dividend ETF
13.23%11.90%14.16%1.72%7.05%19.45%-2.39%
SMR
NuScale Power Corporation
-24.06%-20.97%444.98%-67.93%2.29%-0.89%1.71%

Correlation

The correlation between HDV and SMR is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.09

Correlation (3Y)
Calculated over the trailing 3-year period

0.13

Correlation (5Y)
Calculated over the trailing 5-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Dec 10, 2020

0.15

The correlation between HDV and SMR shifts across timeframes, from -0.09 (1 year) to 0.16 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

HDV vs. SMR — Risk / Return Rank

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

HDV
HDV Risk / Return Rank: 7575
Overall Rank
HDV Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
HDV Sortino Ratio Rank: 8181
Sortino Ratio Rank
HDV Omega Ratio Rank: 7070
Omega Ratio Rank
HDV Calmar Ratio Rank: 8484
Calmar Ratio Rank
HDV Martin Ratio Rank: 6868
Martin Ratio Rank

SMR
SMR Risk / Return Rank: 1313
Overall Rank
SMR Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
SMR Sortino Ratio Rank: 1313
Sortino Ratio Rank
SMR Omega Ratio Rank: 1616
Omega Ratio Rank
SMR Calmar Ratio Rank: 1010
Calmar Ratio Rank
SMR Martin Ratio Rank: 1515
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HDV vs. SMR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core High Dividend ETF (HDV) and NuScale Power Corporation (SMR). 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.


HDVSMRDifference
Sharpe ratioReturn per unit of total volatility

+2.85

Sortino ratioReturn per unit of downside risk

+4.13

Omega ratioGain probability vs. loss probability

1.38

0.91

+0.47

Calmar ratioReturn relative to maximum drawdown

4.10

-0.83

+4.93

Martin ratioReturn relative to average drawdown

11.37

-1.22

+12.59

HDV vs. SMR - Sharpe Ratio Comparison

The current HDV Sharpe Ratio is 2.19, which is higher than the SMR Sharpe Ratio of -0.66. The chart below compares the historical Sharpe Ratios of HDV and SMR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


HDVSMRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.19

-0.66

+2.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.02

+0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.02

+0.71

Drawdowns

HDV vs. SMR - Drawdown Comparison

The maximum HDV drawdown since its inception was -37.04%, smaller than the maximum SMR drawdown of -87.47%. Use the drawdown chart below to compare losses from any high point for HDV and SMR.


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Drawdown Indicators


HDVSMRDifference

Max Drawdown

Largest peak-to-trough decline

-37.04%

-87.47%

+50.43%

Max Drawdown (1Y)

Largest decline over 1 year

-5.18%

-82.86%

+77.68%

Max Drawdown (3Y)

Largest decline over 3 years

-10.49%

-82.86%

+72.37%

Max Drawdown (5Y)

Largest decline over 5 years

-15.42%

-87.47%

+72.05%

Max Drawdown (10Y)

Largest decline over 10 years

-37.04%

Current Drawdown

Current decline from peak

-2.08%

-79.86%

+77.78%

Average Drawdown

Average peak-to-trough decline

-3.09%

-34.97%

+31.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.86%

56.46%

-54.60%

Volatility

HDV vs. SMR - Volatility Comparison

The current volatility for iShares Core High Dividend ETF (HDV) is 3.08%, while NuScale Power Corporation (SMR) has a volatility of 29.21%. This indicates that HDV experiences smaller price fluctuations and is considered to be less risky than SMR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HDVSMRDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.08%

29.21%

-26.13%

Volatility (6M)

Calculated over the trailing 6-month period

7.51%

69.12%

-61.61%

Volatility (1Y)

Calculated over the trailing 1-year period

9.71%

104.37%

-94.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.82%

93.41%

-80.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.73%

89.34%

-73.61%

Dividends

HDV vs. SMR - Dividend Comparison

HDV's dividend yield for the trailing twelve months is around 2.89%, while SMR has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
HDV
iShares Core High Dividend ETF
2.89%3.22%3.67%3.82%3.56%3.47%4.07%3.27%3.67%3.27%3.28%3.92%
SMR
NuScale Power Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HDV and SMR have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SMR has higher volatility (29.21%) compared to HDV (3.08%). In terms of maximum drawdown, HDV dropped -37.04% vs SMR's -87.47%.

HDV currently has the higher Sharpe Ratio (2.19 vs -0.66), 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.

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