PTC vs. SMH
Compare and contrast key facts about PTC Inc. (PTC) 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: PTC or SMH.
Performance
PTC vs. SMH - Performance Comparison
Returns By Period
In the year-to-date period, PTC achieves a 8.17% return, which is significantly lower than SMH's 38.13% return. Over the past 10 years, PTC has underperformed SMH with an annualized return of 17.36%, while SMH has yielded a comparatively higher 27.98% annualized return.
PTC
8.17%
2.64%
2.86%
22.94%
20.43%
17.36%
SMH
38.13%
-3.96%
2.78%
49.47%
32.62%
27.98%
Key characteristics
| PTC | SMH | |
|---|---|---|
| Sharpe Ratio | 1.13 | 1.46 |
| Sortino Ratio | 1.56 | 1.96 |
| Omega Ratio | 1.20 | 1.26 |
| Calmar Ratio | 1.78 | 2.02 |
| Martin Ratio | 4.33 | 5.47 |
| Ulcer Index | 5.50% | 9.18% |
| Daily Std Dev | 21.21% | 34.52% |
| Max Drawdown | -95.28% | -95.73% |
| Current Drawdown | -4.43% | -14.13% |
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Correlation
The correlation between PTC and SMH is 0.55, 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
PTC vs. SMH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PTC Inc. (PTC) 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
PTC vs. SMH - Dividend Comparison
PTC has not paid dividends to shareholders, while SMH's dividend yield for the trailing twelve months is around 0.43%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PTC PTC 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 | 0.43% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
Drawdowns
PTC vs. SMH - Drawdown Comparison
The maximum PTC drawdown since its inception was -95.28%, roughly equal to the maximum SMH drawdown of -95.73%. Use the drawdown chart below to compare losses from any high point for PTC and SMH. For additional features, visit the drawdowns tool.
Volatility
PTC vs. SMH - Volatility Comparison
The current volatility for PTC Inc. (PTC) is 7.66%, while VanEck Vectors Semiconductor ETF (SMH) has a volatility of 8.25%. This indicates that PTC 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.