IR vs. SMH
Compare and contrast key facts about Ingersoll-Rand Plc (IR) 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: IR or SMH.
Performance
IR vs. SMH - Performance Comparison
Returns By Period
In the year-to-date period, IR achieves a 33.34% return, which is significantly lower than SMH's 40.73% return.
IR
33.34%
4.67%
8.39%
45.85%
26.67%
N/A
SMH
40.73%
-2.22%
2.62%
52.72%
33.43%
28.10%
Key characteristics
| IR | SMH | |
|---|---|---|
| Sharpe Ratio | 1.80 | 1.52 |
| Sortino Ratio | 2.26 | 2.03 |
| Omega Ratio | 1.32 | 1.27 |
| Calmar Ratio | 3.43 | 2.11 |
| Martin Ratio | 9.44 | 5.65 |
| Ulcer Index | 4.89% | 9.27% |
| Daily Std Dev | 25.70% | 34.43% |
| Max Drawdown | -49.12% | -95.73% |
| Current Drawdown | -1.66% | -12.50% |
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Correlation
The correlation between IR and SMH is 0.47, 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.
Risk-Adjusted Performance
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.
Dividends
IR vs. SMH - Dividend Comparison
IR's dividend yield for the trailing twelve months is around 0.08%, less than SMH's 0.42% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IR Ingersoll-Rand Plc | 0.08% | 0.10% | 0.15% | 0.03% | 2.33% | 5.78% | 9.58% | 3.83% | 0.00% | 0.00% | 0.00% | 0.00% |
SMH VanEck Vectors Semiconductor ETF | 0.42% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
Drawdowns
IR vs. SMH - Drawdown Comparison
The maximum IR drawdown since its inception was -49.12%, smaller than the maximum SMH drawdown of -95.73%. Use the drawdown chart below to compare losses from any high point for IR and SMH. For additional features, visit the drawdowns tool.
Volatility
IR vs. SMH - Volatility Comparison
The current volatility for Ingersoll-Rand Plc (IR) is 7.49%, while VanEck Vectors Semiconductor ETF (SMH) has a volatility of 8.43%. 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.