ILMN vs. SMH
Compare and contrast key facts about Illumina, Inc. (ILMN) and VanEck Vectors Semiconductor ETF (SMH).
SMH is a passively managed fund by VanEck that tracks the performance of the MVIS US Listed Semiconductor 25 Index. It was launched on Dec 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ILMN or SMH.
Key characteristics
| ILMN | SMH | |
|---|---|---|
| YTD Return | 11.55% | 48.30% |
| 1Y Return | 45.19% | 72.60% |
| 3Y Return (Ann) | -26.82% | 21.36% |
| 5Y Return (Ann) | -11.96% | 34.34% |
| 10Y Return (Ann) | -1.90% | 29.34% |
| Sharpe Ratio | 0.96 | 2.10 |
| Sortino Ratio | 1.60 | 2.59 |
| Omega Ratio | 1.18 | 1.35 |
| Calmar Ratio | 0.49 | 2.91 |
| Martin Ratio | 2.86 | 8.05 |
| Ulcer Index | 14.09% | 8.98% |
| Daily Std Dev | 41.98% | 34.46% |
| Max Drawdown | -96.14% | -95.73% |
| Current Drawdown | -70.41% | -7.80% |
Correlation
The correlation between ILMN and SMH is 0.37, 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
ILMN vs. SMH - Performance Comparison
In the year-to-date period, ILMN achieves a 11.55% return, which is significantly lower than SMH's 48.30% return. Over the past 10 years, ILMN has underperformed SMH with an annualized return of -1.90%, while SMH has yielded a comparatively higher 29.34% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ILMN vs. SMH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Illumina, Inc. (ILMN) 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.
Dividends
ILMN vs. SMH - Dividend Comparison
ILMN has not paid dividends to shareholders, while SMH's dividend yield for the trailing twelve months is around 0.40%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ILMN Illumina, 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 | 0.40% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
Drawdowns
ILMN vs. SMH - Drawdown Comparison
The maximum ILMN drawdown since its inception was -96.14%, roughly equal to the maximum SMH drawdown of -95.73%. Use the drawdown chart below to compare losses from any high point for ILMN and SMH. For additional features, visit the drawdowns tool.
Volatility
ILMN vs. SMH - Volatility Comparison
The current volatility for Illumina, Inc. (ILMN) is 8.46%, while VanEck Vectors Semiconductor ETF (SMH) has a volatility of 9.32%. This indicates that ILMN 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.