RCL vs. SMH
Compare and contrast key facts about Royal Caribbean Cruises Ltd. (RCL) 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: RCL or SMH.
Performance
RCL vs. SMH - Performance Comparison
Returns By Period
In the year-to-date period, RCL achieves a 79.40% return, which is significantly higher than SMH's 38.13% return. Over the past 10 years, RCL has underperformed SMH with an annualized return of 14.06%, while SMH has yielded a comparatively higher 27.98% annualized return.
RCL
79.40%
15.91%
57.28%
120.11%
15.12%
14.06%
SMH
38.13%
-3.96%
2.78%
49.47%
32.62%
27.98%
Key characteristics
| RCL | SMH | |
|---|---|---|
| Sharpe Ratio | 3.67 | 1.46 |
| Sortino Ratio | 4.10 | 1.96 |
| Omega Ratio | 1.57 | 1.26 |
| Calmar Ratio | 5.67 | 2.02 |
| Martin Ratio | 24.64 | 5.47 |
| Ulcer Index | 5.03% | 9.18% |
| Daily Std Dev | 33.84% | 34.52% |
| Max Drawdown | -89.49% | -95.73% |
| Current Drawdown | -2.38% | -14.13% |
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Correlation
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.
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.
Dividends
RCL vs. SMH - Dividend Comparison
RCL's dividend yield for the trailing twelve months is around 0.17%, less than SMH's 0.43% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RCL Royal Caribbean Cruises Ltd. | 0.17% | 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 | 0.43% | 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.
Volatility
RCL vs. SMH - Volatility Comparison
Royal Caribbean Cruises Ltd. (RCL) has a higher volatility of 10.75% compared to VanEck Vectors Semiconductor ETF (SMH) at 8.25%. This indicates that RCL's price experiences larger fluctuations and is considered to be riskier than SMH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.