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

Correlation

The correlation between JNPR and SMH is 0.53, 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.


-0.50.00.51.00.5

Performance

JNPR vs. SMH - Performance Comparison

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

-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.67%
-10.01%
JNPR
SMH

Key characteristics

Sharpe Ratio

JNPR:

1.18

SMH:

1.14

Sortino Ratio

JNPR:

3.62

SMH:

1.63

Omega Ratio

JNPR:

1.52

SMH:

1.21

Calmar Ratio

JNPR:

0.34

SMH:

1.60

Martin Ratio

JNPR:

7.55

SMH:

4.01

Ulcer Index

JNPR:

3.82%

SMH:

9.87%

Daily Std Dev

JNPR:

24.36%

SMH:

34.89%

Max Drawdown

JNPR:

-98.18%

SMH:

-95.73%

Current Drawdown

JNPR:

-80.33%

SMH:

-13.97%

Returns By Period

In the year-to-date period, JNPR achieves a 28.55% return, which is significantly lower than SMH's 38.38% return. Over the past 10 years, JNPR has underperformed SMH with an annualized return of 7.67%, while SMH has yielded a comparatively higher 27.66% annualized return.


JNPR

YTD

28.55%

1M

6.12%

6M

5.67%

1Y

30.41%

5Y*

11.82%

10Y*

7.67%

SMH

YTD

38.38%

1M

0.19%

6M

-12.56%

1Y

39.14%

5Y*

30.59%

10Y*

27.66%

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Risk-Adjusted Performance

JNPR vs. SMH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Juniper Networks, Inc. (JNPR) 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 JNPR, currently valued at 1.18, compared to the broader market-4.00-2.000.002.001.181.12
The chart of Sortino ratio for JNPR, currently valued at 3.62, compared to the broader market-4.00-2.000.002.004.003.621.62
The chart of Omega ratio for JNPR, currently valued at 1.52, compared to the broader market0.501.001.502.001.521.21
The chart of Calmar ratio for JNPR, currently valued at 0.34, compared to the broader market0.002.004.006.000.341.58
The chart of Martin ratio for JNPR, currently valued at 7.55, compared to the broader market0.0010.0020.007.553.95
JNPR
SMH

The current JNPR Sharpe Ratio is 1.18, which is comparable to the SMH Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of JNPR 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.18
1.12
JNPR
SMH

Dividends

JNPR vs. SMH - Dividend Comparison

JNPR's dividend yield for the trailing twelve months is around 2.38%, while SMH has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
JNPR
Juniper Networks, Inc.
2.38%2.99%2.63%2.24%3.55%3.09%2.68%1.40%1.42%1.45%0.90%0.00%
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

JNPR vs. SMH - Drawdown Comparison

The maximum JNPR drawdown since its inception was -98.18%, roughly equal to the maximum SMH drawdown of -95.73%. Use the drawdown chart below to compare losses from any high point for JNPR and SMH. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-80.33%
-13.97%
JNPR
SMH

Volatility

JNPR vs. SMH - Volatility Comparison

The current volatility for Juniper Networks, Inc. (JNPR) is 4.32%, while VanEck Vectors Semiconductor ETF (SMH) has a volatility of 7.57%. This indicates that JNPR 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.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
4.32%
7.57%
JNPR
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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