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SMCI vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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.


-0.50.00.51.00.5

Performance

SMCI vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Super Micro Computer, Inc. (SMCI) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

0.00%2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%JulyAugustSeptemberOctoberNovemberDecember
3,506.16%
316.92%
SMCI
^GSPC

Key characteristics

Sharpe Ratio

SMCI:

0.04

^GSPC:

2.10

Sortino Ratio

SMCI:

0.98

^GSPC:

2.80

Omega Ratio

SMCI:

1.13

^GSPC:

1.39

Calmar Ratio

SMCI:

0.05

^GSPC:

3.09

Martin Ratio

SMCI:

0.10

^GSPC:

13.49

Ulcer Index

SMCI:

44.68%

^GSPC:

1.94%

Daily Std Dev

SMCI:

119.59%

^GSPC:

12.52%

Max Drawdown

SMCI:

-84.84%

^GSPC:

-56.78%

Current Drawdown

SMCI:

-73.41%

^GSPC:

-2.62%

Returns By Period

In the year-to-date period, SMCI achieves a 11.13% return, which is significantly lower than ^GSPC's 24.34% return. Over the past 10 years, SMCI has outperformed ^GSPC with an annualized return of 24.19%, while ^GSPC has yielded a comparatively lower 11.06% annualized return.


SMCI

YTD

11.13%

1M

6.36%

6M

-65.10%

1Y

9.04%

5Y*

67.37%

10Y*

24.19%

^GSPC

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

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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.


Sharpe ratio
The chart of Sharpe ratio for SMCI, currently valued at 0.04, compared to the broader market-4.00-2.000.002.000.042.10
The chart of Sortino ratio for SMCI, currently valued at 0.98, compared to the broader market-4.00-2.000.002.004.000.982.80
The chart of Omega ratio for SMCI, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.39
The chart of Calmar ratio for SMCI, currently valued at 0.05, compared to the broader market0.002.004.006.000.053.09
The chart of Martin ratio for SMCI, currently valued at 0.10, compared to the broader market-5.000.005.0010.0015.0020.0025.000.1013.49
SMCI
^GSPC

The current SMCI Sharpe Ratio is 0.04, which is lower than the ^GSPC Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of SMCI and ^GSPC, 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.04
2.10
SMCI
^GSPC

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.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-73.41%
-2.62%
SMCI
^GSPC

Volatility

SMCI vs. ^GSPC - Volatility Comparison

Super Micro Computer, Inc. (SMCI) has a higher volatility of 41.48% compared to S&P 500 (^GSPC) at 3.79%. 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.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%70.00%JulyAugustSeptemberOctoberNovemberDecember
41.48%
3.79%
SMCI
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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