PLAB vs. SMH
Compare and contrast key facts about Photronics, Inc. (PLAB) 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: PLAB or SMH.
Performance
PLAB vs. SMH - Performance Comparison
Returns By Period
In the year-to-date period, PLAB achieves a -22.09% return, which is significantly lower than SMH's 40.73% return. Over the past 10 years, PLAB has underperformed SMH with an annualized return of 10.64%, while SMH has yielded a comparatively higher 28.10% annualized return.
PLAB
-22.09%
3.82%
-5.05%
14.05%
16.61%
10.64%
SMH
40.73%
-2.22%
2.62%
52.72%
33.43%
28.10%
Key characteristics
| PLAB | SMH | |
|---|---|---|
| Sharpe Ratio | 0.30 | 1.52 |
| Sortino Ratio | 0.80 | 2.03 |
| Omega Ratio | 1.10 | 1.27 |
| Calmar Ratio | 0.27 | 2.11 |
| Martin Ratio | 0.67 | 5.65 |
| Ulcer Index | 21.81% | 9.27% |
| Daily Std Dev | 48.85% | 34.43% |
| Max Drawdown | -99.22% | -95.73% |
| Current Drawdown | -45.84% | -12.50% |
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Correlation
The correlation between PLAB and SMH is 0.62, 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
PLAB vs. SMH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Photronics, Inc. (PLAB) 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
PLAB vs. SMH - Dividend Comparison
PLAB 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PLAB Photronics, Inc. | 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
PLAB vs. SMH - Drawdown Comparison
The maximum PLAB drawdown since its inception was -99.22%, roughly equal to the maximum SMH drawdown of -95.73%. Use the drawdown chart below to compare losses from any high point for PLAB and SMH. For additional features, visit the drawdowns tool.
Volatility
PLAB vs. SMH - Volatility Comparison
Photronics, Inc. (PLAB) has a higher volatility of 11.09% compared to VanEck Vectors Semiconductor ETF (SMH) at 8.43%. This indicates that PLAB'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.