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

Correlation

The correlation between PNR and SMH is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.7

Performance

PNR vs. SMH - Performance Comparison

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

600.00%700.00%800.00%900.00%1,000.00%1,100.00%1,200.00%NovemberDecember2025FebruaryMarchApril
976.75%
737.36%
PNR
SMH

Key characteristics

Sharpe Ratio

PNR:

0.49

SMH:

0.08

Sortino Ratio

PNR:

0.92

SMH:

0.41

Omega Ratio

PNR:

1.12

SMH:

1.05

Calmar Ratio

PNR:

0.50

SMH:

0.09

Martin Ratio

PNR:

1.51

SMH:

0.23

Ulcer Index

PNR:

10.01%

SMH:

14.44%

Daily Std Dev

PNR:

30.77%

SMH:

43.06%

Max Drawdown

PNR:

-77.69%

SMH:

-83.29%

Current Drawdown

PNR:

-16.97%

SMH:

-25.38%

Returns By Period

In the year-to-date period, PNR achieves a -9.90% return, which is significantly higher than SMH's -13.71% return. Over the past 10 years, PNR has underperformed SMH with an annualized return of 9.86%, while SMH has yielded a comparatively higher 23.59% annualized return.


PNR

YTD

-9.90%

1M

-0.81%

6M

-8.77%

1Y

15.40%

5Y*

25.09%

10Y*

9.86%

SMH

YTD

-13.71%

1M

-9.01%

6M

-16.06%

1Y

0.89%

5Y*

26.90%

10Y*

23.59%

*Annualized

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Risk-Adjusted Performance

PNR vs. SMH — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PNR
The Risk-Adjusted Performance Rank of PNR is 6969
Overall Rank
The Sharpe Ratio Rank of PNR is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of PNR is 6464
Sortino Ratio Rank
The Omega Ratio Rank of PNR is 6464
Omega Ratio Rank
The Calmar Ratio Rank of PNR is 7474
Calmar Ratio Rank
The Martin Ratio Rank of PNR is 7070
Martin Ratio Rank

SMH
The Risk-Adjusted Performance Rank of SMH is 3333
Overall Rank
The Sharpe Ratio Rank of SMH is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of SMH is 3838
Sortino Ratio Rank
The Omega Ratio Rank of SMH is 3737
Omega Ratio Rank
The Calmar Ratio Rank of SMH is 3232
Calmar Ratio Rank
The Martin Ratio Rank of SMH is 2929
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PNR vs. SMH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pentair plc (PNR) 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 chart of Sharpe ratio for PNR, currently valued at 0.49, compared to the broader market-2.00-1.000.001.002.003.00
PNR: 0.49
SMH: 0.08
The chart of Sortino ratio for PNR, currently valued at 0.92, compared to the broader market-6.00-4.00-2.000.002.004.00
PNR: 0.92
SMH: 0.41
The chart of Omega ratio for PNR, currently valued at 1.12, compared to the broader market0.501.001.502.00
PNR: 1.12
SMH: 1.05
The chart of Calmar ratio for PNR, currently valued at 0.50, compared to the broader market0.001.002.003.004.005.00
PNR: 0.50
SMH: 0.09
The chart of Martin ratio for PNR, currently valued at 1.51, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
PNR: 1.51
SMH: 0.23

The current PNR Sharpe Ratio is 0.49, which is higher than the SMH Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of PNR 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.49
0.08
PNR
SMH

Dividends

PNR vs. SMH - Dividend Comparison

PNR's dividend yield for the trailing twelve months is around 1.06%, more than SMH's 0.51% yield.


TTM20242023202220212020201920182017201620152014
PNR
Pentair plc
1.06%0.91%1.21%1.87%1.10%1.43%1.57%2.17%1.95%2.39%2.58%1.66%
SMH
VanEck Vectors Semiconductor ETF
0.51%0.44%0.60%1.18%0.51%0.69%1.50%1.88%1.43%0.80%2.14%1.16%

Drawdowns

PNR vs. SMH - Drawdown Comparison

The maximum PNR drawdown since its inception was -77.69%, smaller than the maximum SMH drawdown of -83.29%. Use the drawdown chart below to compare losses from any high point for PNR and SMH. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-16.97%
-25.38%
PNR
SMH

Volatility

PNR vs. SMH - Volatility Comparison

The current volatility for Pentair plc (PNR) is 18.29%, while VanEck Vectors Semiconductor ETF (SMH) has a volatility of 24.06%. This indicates that PNR 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.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
18.29%
24.06%
PNR
SMH