NCLH vs. SMH
Compare and contrast key facts about Norwegian Cruise Line Holdings Ltd. (NCLH) 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: NCLH or SMH.
Performance
NCLH vs. SMH - Performance Comparison
Returns By Period
In the year-to-date period, NCLH achieves a 33.53% return, which is significantly lower than SMH's 40.73% return. Over the past 10 years, NCLH has underperformed SMH with an annualized return of -4.46%, while SMH has yielded a comparatively higher 28.10% annualized return.
NCLH
33.53%
11.87%
71.87%
85.96%
-13.13%
-4.46%
SMH
40.73%
-2.22%
2.62%
52.72%
33.43%
28.10%
Key characteristics
| NCLH | SMH | |
|---|---|---|
| Sharpe Ratio | 1.71 | 1.52 |
| Sortino Ratio | 2.33 | 2.03 |
| Omega Ratio | 1.32 | 1.27 |
| Calmar Ratio | 1.12 | 2.11 |
| Martin Ratio | 5.89 | 5.65 |
| Ulcer Index | 14.72% | 9.27% |
| Daily Std Dev | 50.87% | 34.43% |
| Max Drawdown | -87.81% | -95.73% |
| Current Drawdown | -58.03% | -12.50% |
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Correlation
The correlation between NCLH and SMH is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
NCLH vs. SMH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Norwegian Cruise Line Holdings Ltd. (NCLH) 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
NCLH vs. SMH - Dividend Comparison
NCLH has not paid dividends to shareholders, while SMH's dividend yield for the trailing twelve months is around 0.42%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NCLH Norwegian Cruise Line Holdings Ltd. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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
NCLH vs. SMH - Drawdown Comparison
The maximum NCLH drawdown since its inception was -87.81%, smaller than the maximum SMH drawdown of -95.73%. Use the drawdown chart below to compare losses from any high point for NCLH and SMH. For additional features, visit the drawdowns tool.
Volatility
NCLH vs. SMH - Volatility Comparison
Norwegian Cruise Line Holdings Ltd. (NCLH) has a higher volatility of 11.79% compared to VanEck Vectors Semiconductor ETF (SMH) at 8.43%. This indicates that NCLH'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.