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SHLD vs. SSUMY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SHLD vs. SSUMY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Defense Tech ETF (SHLD) and Sumitomo Corp ADR (SSUMY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SHLD achieves a -1.50% return, which is significantly lower than SSUMY's 14.53% return.


SHLD

1D
-2.04%
1M
0.05%
YTD
-1.50%
6M
-1.03%
1Y
10.40%
3Y*
5Y*
10Y*

SSUMY

1D
0.03%
1M
-18.73%
YTD
14.53%
6M
15.03%
1Y
56.14%
3Y*
24.25%
5Y*
24.16%
10Y*
16.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHLD vs. SSUMY - Yearly Performance Comparison


2026 (YTD)202520242023
SHLD
Global X Defense Tech ETF
-1.50%74.16%35.03%12.89%
SSUMY
Sumitomo Corp ADR
14.53%62.35%1.75%4.06%

Correlation

The correlation between SHLD and SSUMY is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2023

0.32

The correlation between SHLD and SSUMY shifts across timeframes, from 0.22 (1 year) to 0.32 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SHLD vs. SSUMY — Risk / Return Rank

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

SHLD
SHLD Risk / Return Rank: 1616
Overall Rank
SHLD Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
SHLD Sortino Ratio Rank: 1717
Sortino Ratio Rank
SHLD Omega Ratio Rank: 1616
Omega Ratio Rank
SHLD Calmar Ratio Rank: 1616
Calmar Ratio Rank
SHLD Martin Ratio Rank: 1616
Martin Ratio Rank

SSUMY
SSUMY Risk / Return Rank: 8484
Overall Rank
SSUMY Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
SSUMY Sortino Ratio Rank: 8787
Sortino Ratio Rank
SSUMY Omega Ratio Rank: 8383
Omega Ratio Rank
SSUMY Calmar Ratio Rank: 8282
Calmar Ratio Rank
SSUMY Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SHLD vs. SSUMY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Defense Tech ETF (SHLD) and Sumitomo Corp ADR (SSUMY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SHLDSSUMYDifference
Sharpe ratioReturn per unit of total volatility

-1.30

Sortino ratioReturn per unit of downside risk

-1.96

Omega ratioGain probability vs. loss probability

1.09

1.32

-0.23

Calmar ratioReturn relative to maximum drawdown

0.52

2.68

-2.16

Martin ratioReturn relative to average drawdown

1.28

7.46

-6.18

SHLD vs. SSUMY - Sharpe Ratio Comparison

The current SHLD Sharpe Ratio is 0.43, which is lower than the SSUMY Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of SHLD and SSUMY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SHLD vs. SSUMY - Drawdown Comparison

The maximum SHLD drawdown since its inception was -20.10%, smaller than the maximum SSUMY drawdown of -68.39%. Use the drawdown chart below to compare losses from any high point for SHLD and SSUMY.


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Drawdown Indicators


SHLDSSUMYDifference

Max Drawdown

Largest peak-to-trough decline

-20.10%

-68.39%

+48.29%

Max Drawdown (1Y)

Largest decline over 1 year

-20.10%

-21.05%

+0.95%

Max Drawdown (3Y)

Largest decline over 3 years

-28.69%

Max Drawdown (5Y)

Largest decline over 5 years

-32.33%

Max Drawdown (10Y)

Largest decline over 10 years

-43.45%

Current Drawdown

Current decline from peak

-18.20%

-18.73%

+0.53%

Average Drawdown

Average peak-to-trough decline

-3.34%

-22.16%

+18.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.12%

7.55%

+0.57%

Volatility

SHLD vs. SSUMY - Volatility Comparison

Global X Defense Tech ETF (SHLD) has a higher volatility of 9.05% compared to Sumitomo Corp ADR (SSUMY) at 7.62%. This indicates that SHLD's price experiences larger fluctuations and is considered to be riskier than SSUMY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHLDSSUMYDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.05%

7.62%

+1.43%

Volatility (6M)

Calculated over the trailing 6-month period

19.94%

28.13%

-8.19%

Volatility (1Y)

Calculated over the trailing 1-year period

24.55%

32.62%

-8.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.29%

27.12%

-5.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.29%

25.21%

-3.92%

Dividends

SHLD vs. SSUMY - Dividend Comparison

SHLD's dividend yield for the trailing twelve months is around 0.56%, while SSUMY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
SHLD
Global X Defense Tech ETF
0.56%0.55%0.53%0.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SSUMY
Sumitomo Corp ADR
0.00%1.27%2.00%0.00%0.00%0.00%0.00%0.00%0.00%1.31%3.94%3.97%

Frequently Asked Questions


SHLD and SSUMY have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SHLD has higher volatility (9.05%) compared to SSUMY (7.62%). In terms of maximum drawdown, SHLD dropped -20.10% vs SSUMY's -68.39%.

SSUMY currently has the higher Sharpe Ratio (1.73 vs 0.43), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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