PortfoliosLab logoPortfoliosLab logo
SMCI vs. HDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMCI vs. HDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Super Micro Computer, Inc. (SMCI) and iShares Core High Dividend ETF (HDV). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SMCI achieves a -5.53% return, which is significantly lower than HDV's 15.11% return. Over the past 10 years, SMCI has outperformed HDV with an annualized return of 26.67%, while HDV has yielded a comparatively lower 8.96% annualized return.


SMCI

1D
-0.04%
1M
-9.23%
6M
-3.32%
YTD
-5.53%
1Y
-44.40%
3Y*
-2.18%
5Y*
51.58%
10Y*
26.67%

HDV

1D
-1.04%
1M
-0.16%
6M
11.85%
YTD
15.11%
1Y
19.18%
3Y*
15.09%
5Y*
11.14%
10Y*
8.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMCI vs. HDV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SMCI
Super Micro Computer, Inc.
-5.53%-3.97%7.23%246.24%86.80%38.82%31.81%74.06%-34.07%-25.38%
HDV
iShares Core High Dividend ETF
15.11%11.90%14.16%1.72%7.05%19.45%-6.48%20.22%-3.01%13.40%

Correlation

The correlation between SMCI and HDV is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.12

Correlation (3Y)
Calculated over the trailing 3-year period

0.00

Correlation (5Y)
Calculated over the trailing 5-year period

0.13

Correlation (10Y)
Calculated over the trailing 10-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Mar 31, 2011

0.30

The correlation between SMCI and HDV shifts across timeframes, from -0.12 (1 year) to 0.30 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SMCI vs. HDV — Risk / Return Rank

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

SMCI
SMCI Risk / Return Rank: 2323
Overall Rank
SMCI Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
SMCI Sortino Ratio Rank: 2727
Sortino Ratio Rank
SMCI Omega Ratio Rank: 2626
Omega Ratio Rank
SMCI Calmar Ratio Rank: 1919
Calmar Ratio Rank
SMCI Martin Ratio Rank: 2222
Martin Ratio Rank

HDV
HDV Risk / Return Rank: 7474
Overall Rank
HDV Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
HDV Sortino Ratio Rank: 7777
Sortino Ratio Rank
HDV Omega Ratio Rank: 6666
Omega Ratio Rank
HDV Calmar Ratio Rank: 8585
Calmar Ratio Rank
HDV Martin Ratio Rank: 7171
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.

SMCI vs. HDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Super Micro Computer, Inc. (SMCI) and iShares Core High Dividend ETF (HDV). 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.


SMCIHDVDifference
Sharpe ratioReturn per unit of total volatility

-2.35

Sortino ratioReturn per unit of downside risk

-3.03

Omega ratioGain probability vs. loss probability

0.96

1.31

-0.35

Calmar ratioReturn relative to maximum drawdown

-0.67

3.72

-4.39

Martin ratioReturn relative to average drawdown

-1.06

10.18

-11.24

SMCI vs. HDV - Sharpe Ratio Comparison

The current SMCI Sharpe Ratio is -0.51, which is lower than the HDV Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of SMCI and HDV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

SMCI vs. HDV - Drawdown Comparison

The maximum SMCI drawdown since its inception was -84.84%, which is greater than HDV's maximum drawdown of -37.04%. Use the drawdown chart below to compare losses from any high point for SMCI and HDV.


Loading charts...

Drawdown Indicators


SMCIHDVDifference

Max Drawdown

Largest peak-to-trough decline

-84.84%

-37.04%

-47.80%

Max Drawdown (1Y)

Largest decline over 1 year

-66.18%

-5.18%

-61.00%

Max Drawdown (3Y)

Largest decline over 3 years

-84.84%

-10.49%

-74.35%

Max Drawdown (5Y)

Largest decline over 5 years

-84.84%

-15.42%

-69.42%

Max Drawdown (10Y)

Largest decline over 10 years

-84.84%

-37.04%

-47.80%

Current Drawdown

Current decline from peak

-76.73%

-1.60%

-75.13%

Average Drawdown

Average peak-to-trough decline

-32.16%

-3.07%

-29.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

41.94%

1.89%

+40.05%

Volatility

SMCI vs. HDV - Volatility Comparison

Super Micro Computer, Inc. (SMCI) has a higher volatility of 25.82% compared to iShares Core High Dividend ETF (HDV) at 4.69%. This indicates that SMCI's price experiences larger fluctuations and is considered to be riskier than HDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SMCIHDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.82%

4.69%

+21.13%

Volatility (6M)

Calculated over the trailing 6-month period

79.26%

8.32%

+70.94%

Volatility (1Y)

Calculated over the trailing 1-year period

86.87%

10.50%

+76.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

87.26%

12.90%

+74.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.58%

15.75%

+55.83%

Dividends

SMCI vs. HDV - Dividend Comparison

SMCI has not paid dividends to shareholders, while HDV's dividend yield for the trailing twelve months is around 2.87%.


PositionTTM20252024202320222021202020192018201720162015
HDV
iShares Core High Dividend ETF
2.87%3.22%3.67%3.82%3.56%3.47%4.07%3.27%3.67%3.27%3.28%3.92%
SMCI
Super Micro Computer, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SMCI and HDV have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SMCI has higher volatility (25.82%) compared to HDV (4.69%). In terms of maximum drawdown, SMCI dropped -84.84% vs HDV's -37.04%.

HDV currently has the higher Sharpe Ratio (1.84 vs -0.51), 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.

Portfolio Optimizer

Find the right allocation for SMCI and HDV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer