MANH vs. SMH

In the year-to-date period, MANH achieves a -30.85% return, which is significantly lower than SMH's -8.35% return. Over the past 10 years, MANH has underperformed SMH with an annualized return of 13.44%, while SMH has yielded a comparatively higher 24.32% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Manhattan Associates, Inc. (MANH) 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 MANH Sharpe Ratio is -0.28, which is lower than the SMH Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of MANH 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.

MANH has not paid dividends to shareholders, while SMH's dividend yield for the trailing twelve months is around 0.48%.

The maximum MANH drawdown since its inception was -87.04%, roughly equal to the maximum SMH drawdown of -83.29%. Use the drawdown chart below to compare losses from any high point for MANH and SMH. For additional features, visit the drawdowns tool.

The current volatility for Manhattan Associates, Inc. (MANH) is 16.87%, while VanEck Vectors Semiconductor ETF (SMH) has a volatility of 19.84%. This indicates that MANH 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.