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PSI vs. AMAT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

PSI vs. AMAT

Last updated May 12, 2025

Compare and contrast key facts about Invesco Dynamic Semiconductors ETF (PSI) and Applied Materials, Inc. (AMAT).

PSI is a passively managed fund by Invesco that tracks the performance of the Dynamic Semiconductors Intellidex Index. It was launched on Jun 23, 2005.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PSI or AMAT.

Correlation

The correlation between PSI and AMAT is 0.80, 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.

Performance

PSI vs. AMAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Dynamic Semiconductors ETF (PSI) and Applied Materials, Inc. (AMAT). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

PSI:

27.42%

AMAT:

19.03%

Max Drawdown

PSI:

-1.81%

AMAT:

-1.02%

Current Drawdown

PSI:

0.00%

AMAT:

-0.25%

Returns By Period

PSI

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

AMAT

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

PSI vs. AMAT — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
PSI
The Risk-Adjusted Performance Rank of PSI is 1111
Overall Rank
The Sharpe Ratio Rank of PSI is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of PSI is 1313
Sortino Ratio Rank
The Omega Ratio Rank of PSI is 1313
Omega Ratio Rank
The Calmar Ratio Rank of PSI is 77
Calmar Ratio Rank
The Martin Ratio Rank of PSI is 99
Martin Ratio Rank
AMAT
The Risk-Adjusted Performance Rank of AMAT is 2525
Overall Rank
The Sharpe Ratio Rank of AMAT is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of AMAT is 2424
Sortino Ratio Rank
The Omega Ratio Rank of AMAT is 2424
Omega Ratio Rank
The Calmar Ratio Rank of AMAT is 2020
Calmar Ratio Rank
The Martin Ratio Rank of AMAT is 3232
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.

PSI vs. AMAT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Dynamic Semiconductors ETF (PSI) and Applied Materials, Inc. (AMAT). 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.

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Dividends

PSI vs. AMAT - Dividend Comparison

PSI's dividend yield for the trailing twelve months is around 0.18%, less than AMAT's 1.03% yield.

TTM20242023202220212020201920182017201620152014
PSI
Invesco Dynamic Semiconductors ETF		0.18%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AMAT
Applied Materials, Inc.		1.03%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PSI vs. AMAT - Drawdown Comparison

The maximum PSI drawdown since its inception was -1.81%, which is greater than AMAT's maximum drawdown of -1.02%. Use the drawdown chart below to compare losses from any high point for PSI and AMAT. For additional features, visit the drawdowns tool.

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Volatility

PSI vs. AMAT - Volatility Comparison

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