NTAP vs. SMH
Compare and contrast key facts about NetApp, Inc. (NTAP) 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: NTAP or SMH.
Performance
NTAP vs. SMH - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with NTAP having a 41.40% return and SMH slightly lower at 39.89%. Over the past 10 years, NTAP has underperformed SMH with an annualized return of 13.90%, while SMH has yielded a comparatively higher 28.03% annualized return.
NTAP
41.40%
2.80%
6.64%
59.84%
18.20%
13.90%
SMH
39.89%
-1.76%
0.15%
51.80%
33.24%
28.03%
Key characteristics
| NTAP | SMH | |
|---|---|---|
| Sharpe Ratio | 1.80 | 1.50 |
| Sortino Ratio | 2.93 | 2.01 |
| Omega Ratio | 1.40 | 1.26 |
| Calmar Ratio | 1.88 | 2.09 |
| Martin Ratio | 9.81 | 5.56 |
| Ulcer Index | 6.10% | 9.31% |
| Daily Std Dev | 33.30% | 34.44% |
| Max Drawdown | -96.21% | -95.73% |
| Current Drawdown | -8.74% | -13.03% |
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Correlation
The correlation between NTAP and SMH is 0.59, 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.
Risk-Adjusted Performance
NTAP vs. SMH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for NetApp, Inc. (NTAP) 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
NTAP vs. SMH - Dividend Comparison
NTAP's dividend yield for the trailing twelve months is around 1.67%, more than SMH's 0.43% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NTAP NetApp, Inc. | 1.67% | 2.27% | 3.33% | 2.13% | 2.90% | 2.83% | 2.01% | 1.41% | 2.10% | 2.60% | 1.52% | 0.73% |
SMH VanEck Vectors Semiconductor ETF | 0.43% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
Drawdowns
NTAP vs. SMH - Drawdown Comparison
The maximum NTAP drawdown since its inception was -96.21%, roughly equal to the maximum SMH drawdown of -95.73%. Use the drawdown chart below to compare losses from any high point for NTAP and SMH. For additional features, visit the drawdowns tool.
Volatility
NTAP vs. SMH - Volatility Comparison
NetApp, Inc. (NTAP) and VanEck Vectors Semiconductor ETF (SMH) have volatilities of 8.57% and 8.43%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.