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

Correlation

The correlation between IR and SMH is 0.60, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

IR vs. SMH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ingersoll-Rand Plc (IR) and VanEck Vectors Semiconductor ETF (SMH). The values are adjusted to include any dividend payments, if applicable.

300.00%350.00%400.00%450.00%500.00%550.00%600.00%650.00%NovemberDecember2025FebruaryMarchApril
351.77%
455.48%
IR
SMH

Key characteristics

Sharpe Ratio

IR:

-0.53

SMH:

0.06

Sortino Ratio

IR:

-0.55

SMH:

0.38

Omega Ratio

IR:

0.93

SMH:

1.05

Calmar Ratio

IR:

-0.47

SMH:

0.07

Martin Ratio

IR:

-1.31

SMH:

0.17

Ulcer Index

IR:

13.13%

SMH:

14.52%

Daily Std Dev

IR:

32.35%

SMH:

43.08%

Max Drawdown

IR:

-49.12%

SMH:

-83.29%

Current Drawdown

IR:

-28.81%

SMH:

-24.30%

Returns By Period

In the year-to-date period, IR achieves a -17.09% return, which is significantly lower than SMH's -12.47% return.


IR

YTD

-17.09%

1M

-5.61%

6M

-21.96%

1Y

-19.74%

5Y*

21.32%

10Y*

N/A

SMH

YTD

-12.47%

1M

-0.09%

6M

-15.83%

1Y

-2.17%

5Y*

27.14%

10Y*

24.02%

*Annualized

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Risk-Adjusted Performance

IR vs. SMH — Risk-Adjusted Performance Rank

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

IR
The Risk-Adjusted Performance Rank of IR is 2121
Overall Rank
The Sharpe Ratio Rank of IR is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of IR is 2323
Sortino Ratio Rank
The Omega Ratio Rank of IR is 2323
Omega Ratio Rank
The Calmar Ratio Rank of IR is 2222
Calmar Ratio Rank
The Martin Ratio Rank of IR is 1616
Martin Ratio Rank

SMH
The Risk-Adjusted Performance Rank of SMH is 3030
Overall Rank
The Sharpe Ratio Rank of SMH is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of SMH is 3535
Sortino Ratio Rank
The Omega Ratio Rank of SMH is 3434
Omega Ratio Rank
The Calmar Ratio Rank of SMH is 2828
Calmar Ratio Rank
The Martin Ratio Rank of SMH is 2525
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.

IR vs. SMH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ingersoll-Rand Plc (IR) 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 chart of Sharpe ratio for IR, currently valued at -0.53, compared to the broader market-2.00-1.000.001.002.003.00
IR: -0.53
SMH: 0.06
The chart of Sortino ratio for IR, currently valued at -0.55, compared to the broader market-6.00-4.00-2.000.002.004.00
IR: -0.55
SMH: 0.38
The chart of Omega ratio for IR, currently valued at 0.93, compared to the broader market0.501.001.502.00
IR: 0.93
SMH: 1.05
The chart of Calmar ratio for IR, currently valued at -0.47, compared to the broader market0.001.002.003.004.005.00
IR: -0.47
SMH: 0.07
The chart of Martin ratio for IR, currently valued at -1.31, compared to the broader market-5.000.005.0010.0015.0020.00
IR: -1.31
SMH: 0.17

The current IR Sharpe Ratio is -0.53, which is lower than the SMH Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of IR 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.53
0.06
IR
SMH

Dividends

IR vs. SMH - Dividend Comparison

IR's dividend yield for the trailing twelve months is around 0.11%, less than SMH's 0.51% yield.


TTM20242023202220212020201920182017201620152014
IR
Ingersoll-Rand Plc
0.11%0.09%0.10%0.15%0.03%2.33%5.78%9.58%3.83%0.00%0.00%0.00%
SMH
VanEck Vectors Semiconductor ETF
0.51%0.44%0.60%1.18%0.51%0.69%1.50%1.88%1.43%0.80%2.14%1.16%

Drawdowns

IR vs. SMH - Drawdown Comparison

The maximum IR drawdown since its inception was -49.12%, smaller than the maximum SMH drawdown of -83.29%. Use the drawdown chart below to compare losses from any high point for IR and SMH. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-28.81%
-24.30%
IR
SMH

Volatility

IR vs. SMH - Volatility Comparison

The current volatility for Ingersoll-Rand Plc (IR) is 17.88%, while VanEck Vectors Semiconductor ETF (SMH) has a volatility of 23.93%. This indicates that IR 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%25.00%NovemberDecember2025FebruaryMarchApril
17.88%
23.93%
IR
SMH