KALV vs. SMH

In the year-to-date period, KALV achieves a 39.32% return, which is significantly higher than SMH's -1.00% return. Over the past 10 years, KALV has underperformed SMH with an annualized return of -19.85%, while SMH has yielded a comparatively higher 24.75% annualized return.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

This table presents a comparison of risk-adjusted performance metrics for KalVista Pharmaceuticals, Inc. (KALV) 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 current KALV Sharpe Ratio is 0.08, which is higher than the SMH Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of KALV 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.

KALV has not paid dividends to shareholders, while SMH's dividend yield for the trailing twelve months is around 0.45%.

The maximum KALV drawdown since its inception was -96.68%, which is greater than SMH's maximum drawdown of -83.29%. Use the drawdown chart below to compare losses from any high point for KALV and SMH.

KalVista Pharmaceuticals, Inc. (KALV) has a higher volatility of 11.84% compared to VanEck Vectors Semiconductor ETF (SMH) at 9.05%. This indicates that KALV's price experiences larger fluctuations and is considered to be riskier than SMH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.