PortfoliosLab logo
PUK vs. SMH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PUK and SMH is 0.58, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

PUK vs. SMH - Performance Comparison

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

0.00%200.00%400.00%600.00%800.00%1,000.00%NovemberDecember2025FebruaryMarchApril
101.13%
728.68%
PUK
SMH

Key characteristics

Sharpe Ratio

PUK:

0.49

SMH:

0.06

Sortino Ratio

PUK:

0.91

SMH:

0.38

Omega Ratio

PUK:

1.11

SMH:

1.05

Calmar Ratio

PUK:

0.27

SMH:

0.07

Martin Ratio

PUK:

1.07

SMH:

0.17

Ulcer Index

PUK:

16.13%

SMH:

14.52%

Daily Std Dev

PUK:

35.50%

SMH:

43.08%

Max Drawdown

PUK:

-82.50%

SMH:

-83.29%

Current Drawdown

PUK:

-46.91%

SMH:

-24.30%

Returns By Period

In the year-to-date period, PUK achieves a 36.47% return, which is significantly higher than SMH's -12.47% return. Over the past 10 years, PUK has underperformed SMH with an annualized return of -4.44%, while SMH has yielded a comparatively higher 23.77% annualized return.


PUK

YTD

36.47%

1M

1.51%

6M

30.65%

1Y

20.83%

5Y*

-1.37%

10Y*

-4.44%

SMH

YTD

-12.47%

1M

-4.52%

6M

-15.83%

1Y

0.33%

5Y*

27.24%

10Y*

23.77%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

PUK vs. SMH — Risk-Adjusted Performance Rank

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

PUK
The Risk-Adjusted Performance Rank of PUK is 6565
Overall Rank
The Sharpe Ratio Rank of PUK is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of PUK is 6464
Sortino Ratio Rank
The Omega Ratio Rank of PUK is 6262
Omega Ratio Rank
The Calmar Ratio Rank of PUK is 6565
Calmar Ratio Rank
The Martin Ratio Rank of PUK is 6565
Martin Ratio Rank

SMH
The Risk-Adjusted Performance Rank of SMH is 2626
Overall Rank
The Sharpe Ratio Rank of SMH is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of SMH is 3131
Sortino Ratio Rank
The Omega Ratio Rank of SMH is 3030
Omega Ratio Rank
The Calmar Ratio Rank of SMH is 2424
Calmar Ratio Rank
The Martin Ratio Rank of SMH is 2222
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.

PUK vs. SMH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Prudential plc (PUK) 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 PUK, currently valued at 0.49, compared to the broader market-2.00-1.000.001.002.003.00
PUK: 0.49
SMH: 0.06
The chart of Sortino ratio for PUK, currently valued at 0.91, compared to the broader market-6.00-4.00-2.000.002.004.00
PUK: 0.91
SMH: 0.38
The chart of Omega ratio for PUK, currently valued at 1.11, compared to the broader market0.501.001.502.00
PUK: 1.11
SMH: 1.05
The chart of Calmar ratio for PUK, currently valued at 0.27, compared to the broader market0.001.002.003.004.005.00
PUK: 0.27
SMH: 0.07
The chart of Martin ratio for PUK, currently valued at 1.07, compared to the broader market-5.000.005.0010.0015.0020.00
PUK: 1.07
SMH: 0.17

The current PUK Sharpe Ratio is 0.49, which is higher than the SMH Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of PUK 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
0.06
PUK
SMH

Dividends

PUK vs. SMH - Dividend Comparison

PUK's dividend yield for the trailing twelve months is around 2.16%, more than SMH's 0.51% yield.


TTM20242023202220212020201920182017201620152014
PUK
Prudential plc
2.16%2.64%1.72%1.28%0.91%1.70%17.08%3.72%2.21%3.48%2.56%2.53%
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

PUK vs. SMH - Drawdown Comparison

The maximum PUK drawdown since its inception was -82.50%, roughly equal to the maximum SMH drawdown of -83.29%. Use the drawdown chart below to compare losses from any high point for PUK and SMH. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-46.91%
-24.30%
PUK
SMH

Volatility

PUK vs. SMH - Volatility Comparison

The current volatility for Prudential plc (PUK) is 15.70%, while VanEck Vectors Semiconductor ETF (SMH) has a volatility of 23.93%. This indicates that PUK 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.


10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
15.70%
23.93%
PUK
SMH