SMCI vs. ^GSPC
Compare and contrast key facts about Super Micro Computer, Inc. (SMCI) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SMCI or ^GSPC.
Performance
SMCI vs. ^GSPC - Performance Comparison
Returns By Period
In the year-to-date period, SMCI achieves a -9.24% return, which is significantly lower than ^GSPC's 24.05% return. Over the past 10 years, SMCI has outperformed ^GSPC with an annualized return of 22.61%, while ^GSPC has yielded a comparatively lower 11.13% annualized return.
SMCI
-9.24%
-46.03%
-70.46%
-10.99%
65.41%
22.61%
^GSPC
24.05%
1.08%
11.50%
30.38%
13.77%
11.13%
Key characteristics
| SMCI | ^GSPC | |
|---|---|---|
| Sharpe Ratio | -0.14 | 2.46 |
| Sortino Ratio | 0.63 | 3.31 |
| Omega Ratio | 1.09 | 1.46 |
| Calmar Ratio | -0.18 | 3.55 |
| Martin Ratio | -0.38 | 15.76 |
| Ulcer Index | 40.05% | 1.91% |
| Daily Std Dev | 112.67% | 12.23% |
| Max Drawdown | -84.84% | -56.78% |
| Current Drawdown | -78.28% | -1.40% |
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Correlation
The correlation between SMCI and ^GSPC is 0.47, 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
SMCI vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Super Micro Computer, Inc. (SMCI) and S&P 500 (^GSPC). 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.
Drawdowns
SMCI vs. ^GSPC - Drawdown Comparison
The maximum SMCI drawdown since its inception was -84.84%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for SMCI and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
SMCI vs. ^GSPC - Volatility Comparison
Super Micro Computer, Inc. (SMCI) has a higher volatility of 61.58% compared to S&P 500 (^GSPC) at 4.07%. This indicates that SMCI's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.