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

Key characteristics


RCLSMH
YTD Return10.33%32.78%
1Y Return79.49%80.39%
3Y Return (Ann)19.14%27.97%
5Y Return (Ann)3.32%37.70%
10Y Return (Ann)11.89%29.74%
Sharpe Ratio2.732.98
Daily Std Dev31.77%28.60%
Max Drawdown-89.49%-95.73%
Current Drawdown-0.35%-0.84%

Correlation

-0.50.00.51.00.4

The correlation between RCL and SMH is 0.44, 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.

Performance

RCL vs. SMH - Performance Comparison

In the year-to-date period, RCL achieves a 10.33% return, which is significantly lower than SMH's 32.78% return. Over the past 10 years, RCL has underperformed SMH with an annualized return of 11.89%, while SMH has yielded a comparatively higher 29.74% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%200.00%400.00%600.00%800.00%December2024FebruaryMarchAprilMay
769.81%
163.35%
RCL
SMH

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Royal Caribbean Cruises Ltd.

VanEck Vectors Semiconductor ETF

Risk-Adjusted Performance

RCL vs. SMH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Royal Caribbean Cruises Ltd. (RCL) 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.


RCL
Sharpe ratio
The chart of Sharpe ratio for RCL, currently valued at 2.73, compared to the broader market-2.00-1.000.001.002.003.004.002.73
Sortino ratio
The chart of Sortino ratio for RCL, currently valued at 3.45, compared to the broader market-4.00-2.000.002.004.006.003.45
Omega ratio
The chart of Omega ratio for RCL, currently valued at 1.43, compared to the broader market0.501.001.502.001.43
Calmar ratio
The chart of Calmar ratio for RCL, currently valued at 2.06, compared to the broader market0.002.004.006.002.06
Martin ratio
The chart of Martin ratio for RCL, currently valued at 9.58, compared to the broader market-10.000.0010.0020.0030.009.58
SMH
Sharpe ratio
The chart of Sharpe ratio for SMH, currently valued at 2.98, compared to the broader market-2.00-1.000.001.002.003.004.002.98
Sortino ratio
The chart of Sortino ratio for SMH, currently valued at 3.86, compared to the broader market-4.00-2.000.002.004.006.003.86
Omega ratio
The chart of Omega ratio for SMH, currently valued at 1.47, compared to the broader market0.501.001.502.001.47
Calmar ratio
The chart of Calmar ratio for SMH, currently valued at 5.20, compared to the broader market0.002.004.006.005.20
Martin ratio
The chart of Martin ratio for SMH, currently valued at 15.24, compared to the broader market-10.000.0010.0020.0030.0015.24

RCL vs. SMH - Sharpe Ratio Comparison

The current RCL Sharpe Ratio is 2.73, which roughly equals the SMH Sharpe Ratio of 2.98. The chart below compares the 12-month rolling Sharpe Ratio of RCL and SMH.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00December2024FebruaryMarchAprilMay
2.73
2.98
RCL
SMH

Dividends

RCL vs. SMH - Dividend Comparison

RCL has not paid dividends to shareholders, while SMH's dividend yield for the trailing twelve months is around 0.45%.


TTM20232022202120202019201820172016201520142013
RCL
Royal Caribbean Cruises Ltd.
0.00%0.00%0.00%0.00%1.04%2.22%2.66%1.81%2.08%1.33%1.33%1.56%
SMH
VanEck Vectors Semiconductor ETF
0.45%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%

Drawdowns

RCL vs. SMH - Drawdown Comparison

The maximum RCL drawdown since its inception was -89.49%, smaller than the maximum SMH drawdown of -95.73%. Use the drawdown chart below to compare losses from any high point for RCL and SMH. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-0.35%
-0.84%
RCL
SMH

Volatility

RCL vs. SMH - Volatility Comparison

The current volatility for Royal Caribbean Cruises Ltd. (RCL) is 7.11%, while VanEck Vectors Semiconductor ETF (SMH) has a volatility of 9.43%. This indicates that RCL 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%6.00%7.00%8.00%9.00%10.00%11.00%12.00%December2024FebruaryMarchAprilMay
7.11%
9.43%
RCL
SMH