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NTDOY vs. SMH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NTDOY and SMH is 0.28, 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.


-0.50.00.51.00.3

Performance

NTDOY vs. SMH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nintendo Co ADR (NTDOY) and VanEck Vectors Semiconductor ETF (SMH). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
11.43%
-10.01%
NTDOY
SMH

Key characteristics

Sharpe Ratio

NTDOY:

0.89

SMH:

1.14

Sortino Ratio

NTDOY:

1.37

SMH:

1.63

Omega Ratio

NTDOY:

1.18

SMH:

1.21

Calmar Ratio

NTDOY:

1.17

SMH:

1.60

Martin Ratio

NTDOY:

2.76

SMH:

4.01

Ulcer Index

NTDOY:

9.36%

SMH:

9.87%

Daily Std Dev

NTDOY:

28.85%

SMH:

34.89%

Max Drawdown

NTDOY:

-83.05%

SMH:

-95.73%

Current Drawdown

NTDOY:

-5.07%

SMH:

-13.97%

Returns By Period

In the year-to-date period, NTDOY achieves a 15.25% return, which is significantly lower than SMH's 38.38% return. Over the past 10 years, NTDOY has underperformed SMH with an annualized return of 21.03%, while SMH has yielded a comparatively higher 27.66% annualized return.


NTDOY

YTD

15.25%

1M

11.09%

6M

7.48%

1Y

24.04%

5Y*

10.93%

10Y*

21.03%

SMH

YTD

38.38%

1M

0.19%

6M

-12.56%

1Y

39.14%

5Y*

30.59%

10Y*

27.66%

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Risk-Adjusted Performance

NTDOY vs. SMH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nintendo Co ADR (NTDOY) 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.


Sharpe ratio
The chart of Sharpe ratio for NTDOY, currently valued at 0.89, compared to the broader market-4.00-2.000.002.000.891.14
The chart of Sortino ratio for NTDOY, currently valued at 1.37, compared to the broader market-4.00-2.000.002.004.001.371.63
The chart of Omega ratio for NTDOY, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.21
The chart of Calmar ratio for NTDOY, currently valued at 1.17, compared to the broader market0.002.004.006.001.171.60
The chart of Martin ratio for NTDOY, currently valued at 2.76, compared to the broader market0.0010.0020.002.764.01
NTDOY
SMH

The current NTDOY Sharpe Ratio is 0.89, which is comparable to the SMH Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of NTDOY 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.89
1.14
NTDOY
SMH

Dividends

NTDOY vs. SMH - Dividend Comparison

NTDOY's dividend yield for the trailing twelve months is around 1.19%, while SMH has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
NTDOY
Nintendo Co ADR
1.19%1.88%2.85%3.14%1.90%1.61%1.65%1.31%0.43%2.02%0.74%0.65%
SMH
VanEck Vectors Semiconductor ETF
0.00%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%

Drawdowns

NTDOY vs. SMH - Drawdown Comparison

The maximum NTDOY drawdown since its inception was -83.05%, smaller than the maximum SMH drawdown of -95.73%. Use the drawdown chart below to compare losses from any high point for NTDOY and SMH. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.07%
-13.97%
NTDOY
SMH

Volatility

NTDOY vs. SMH - Volatility Comparison

Nintendo Co ADR (NTDOY) has a higher volatility of 9.37% compared to VanEck Vectors Semiconductor ETF (SMH) at 7.65%. This indicates that NTDOY'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.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
9.37%
7.65%
NTDOY
SMH
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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