KOMP vs. STHH
KOMP (State Street SPDR S&P Kensho New Economies Composite ETF) and STHH (STMicroelectronics NV ADRhedged) are both Technology Equities funds - KOMP tracks the S&P Kensho New Economies Composite Index while STHH tracks the STMicroelectronics NV Local Shares Total Return. Both are passively managed. Over the past year, KOMP returned 21.97% vs 114.11% for STHH. Their 0.61 correlation means they have sometimes moved together and sometimes differently. KOMP charges 0.20%/yr vs 0.19%/yr for STHH.
Performance
KOMP vs. STHH - Performance Comparison
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Returns By Period
In the year-to-date period, KOMP achieves a 10.19% return, which is significantly lower than STHH's 107.29% return.
KOMP
- 1D
- -0.09%
- 1M
- -5.47%
- 6M
- 4.36%
- YTD
- 10.19%
- 1Y
- 21.97%
- 3Y*
- 13.12%
- 5Y*
- 2.00%
- 10Y*
- —
- ALL TIME*
- 12.11%
STHH
- 1D
- -0.49%
- 1M
- -23.24%
- 6M
- 87.74%
- YTD
- 107.29%
- 1Y
- 114.11%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 100.76%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $3.68M | $4.72M | $6.88M | |
| $179.41K | $298.65K | $521.22K |
KOMP vs. STHH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
KOMP State Street SPDR S&P Kensho New Economies Composite ETF | 10.19% | 38.38% |
STHH STMicroelectronics NV ADRhedged | 107.29% | 17.60% |
Correlation
The correlation between KOMP and STHH is 0.61, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.61 |
Correlation (All Time) Calculated using the full available price history since Apr 23, 2025 | 0.61 |
The correlation between KOMP and STHH has been stable across timeframes, ranging from 0.61 to 0.61 - a consistent structural relationship.
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Return for Risk
KOMP vs. STHH — Risk / Return Rank
KOMP
STHH
KOMP vs. STHH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street SPDR S&P Kensho New Economies Composite ETF (KOMP) and STMicroelectronics NV ADRhedged (STHH). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| KOMP | STHH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.27 | ||
| Sortino ratioReturn per unit of downside risk | -1.34 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.35 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.27 | 3.02 | -1.76 |
| Martin ratioReturn relative to average drawdown | 3.28 | 9.83 | -6.55 |
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Drawdowns
KOMP vs. STHH - Drawdown Comparison
The maximum KOMP drawdown since its inception was -50.06%, which is greater than STHH's maximum drawdown of -37.98%. Use the drawdown chart below to compare losses from any high point for KOMP and STHH.
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Drawdown Indicators
| KOMP | STHH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.06% | -37.98% | -12.08% |
Max Drawdown (1Y)Largest decline over 1 year | -15.57% | -37.98% | +22.41% |
Max Drawdown (3Y)Largest decline over 3 years | -24.93% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -45.38% | — | — |
Current DrawdownCurrent decline from peak | -12.68% | -33.80% | +21.12% |
Average DrawdownAverage peak-to-trough decline | -21.42% | -10.91% | -10.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.01% | 11.65% | -5.64% |
Volatility
KOMP vs. STHH - Volatility Comparison
The current volatility for State Street SPDR S&P Kensho New Economies Composite ETF (KOMP) is 7.89%, while STMicroelectronics NV ADRhedged (STHH) has a volatility of 26.83%. This indicates that KOMP experiences smaller price fluctuations and is considered to be less risky than STHH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KOMP | STHH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.89% | 26.83% | -18.94% |
Volatility (6M)Calculated over the trailing 6-month period | 20.56% | 48.53% | -27.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.79% | 56.48% | -30.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.22% | 55.09% | -29.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.12% | 55.09% | -27.97% |
KOMP vs. STHH - Expense Ratio Comparison
KOMP has a 0.20% expense ratio, which is higher than STHH's 0.19% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
KOMP vs. STHH - Dividend Comparison
KOMP's dividend yield for the trailing twelve months is around 1.58%, more than STHH's 0.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
KOMP State Street SPDR S&P Kensho New Economies Composite ETF | 1.58% | 1.84% | 1.04% | 1.27% | 1.47% | 1.44% | 0.69% | 0.81% | 0.13% |
STHH STMicroelectronics NV ADRhedged | 0.97% | 0.69% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
KOMP and STHH have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STHH has higher volatility (26.83%) compared to KOMP (7.89%). In terms of maximum drawdown, KOMP dropped -50.06% vs STHH's -37.98%.
On 1-year performance, STHH leads with 114.11% vs 21.97% for KOMP. On fees, STHH is cheaper at 0.19% per year. On volatility, KOMP has been the lower-risk option at 7.89%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, STHH has performed better with a 114.11% return vs 21.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
STHH is cheaper with a 0.19% expense ratio, compared with 0.20% for KOMP.
KOMP has the higher dividend yield at 1.58%, compared with 0.97% for STHH.
KOMP tracks S&P Kensho New Economies Composite Index, while STHH tracks STMicroelectronics NV Local Shares Total Return. They also come from different issuers: State Street and ADRhedged. Their fees differ too: 0.20% for KOMP and 0.19% for STHH.
STHH currently has the higher Sharpe Ratio (2.04 vs 0.76), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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