SMCI vs. IWM
SMCI (Super Micro Computer, Inc.) is a stock, while IWM (iShares Russell 2000 ETF) is Small Cap Blend Equities fund tracking the Russell 2000 Index. Over the past 10 years, SMCI returned 32.07%/yr vs 10.54%/yr for IWM. A 0.51 correlation means they provide meaningful diversification when combined.
Performance
SMCI vs. IWM - Performance Comparison
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Returns By Period
In the year-to-date period, SMCI achieves a 42.26% return, which is significantly higher than IWM's 14.62% return. Over the past 10 years, SMCI has outperformed IWM with an annualized return of 32.07%, while IWM has yielded a comparatively lower 10.54% annualized return.
SMCI
- 1D
- -11.22%
- 1M
- 17.73%
- YTD
- 42.26%
- 6M
- 20.03%
- 1Y
- 0.22%
- 3Y*
- 21.33%
- 5Y*
- 62.55%
- 10Y*
- 32.07%
IWM
- 1D
- -3.55%
- 1M
- -0.22%
- YTD
- 14.62%
- 6M
- 12.89%
- 1Y
- 34.35%
- 3Y*
- 16.56%
- 5Y*
- 5.66%
- 10Y*
- 10.54%
SMCI vs. IWM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SMCI Super Micro Computer, Inc. | 42.26% | -3.97% | 7.23% | 246.24% | 86.80% | 38.82% | 31.81% | 74.06% | -34.07% | -25.38% |
IWM iShares Russell 2000 ETF | 14.62% | 12.66% | 11.38% | 16.83% | -20.48% | 14.54% | 20.03% | 25.39% | -11.12% | 14.58% |
Correlation
The correlation between SMCI and IWM is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Mar 30, 2007 | 0.51 |
The correlation between SMCI and IWM has been stable across timeframes, ranging from 0.44 to 0.51 - a consistent structural relationship.
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Return for Risk
SMCI vs. IWM — Risk / Return Rank
SMCI
IWM
SMCI vs. IWM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Super Micro Computer, Inc. (SMCI) and iShares Russell 2000 ETF (IWM). 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.
| SMCI | IWM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.85 | ||
| Sortino ratioReturn per unit of downside risk | -1.98 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.31 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.03 | 3.33 | -3.29 |
| Martin ratioReturn relative to average drawdown | 0.06 | 11.78 | -11.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SMCI | IWM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.03 | 1.88 | -1.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.25 | +0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.46 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.36 | 0.00 |
Drawdowns
SMCI vs. IWM - Drawdown Comparison
The maximum SMCI drawdown since its inception was -84.84%, which is greater than IWM's maximum drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for SMCI and IWM.
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Drawdown Indicators
| SMCI | IWM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.84% | -59.05% | -25.79% |
Max Drawdown (1Y)Largest decline over 1 year | -66.18% | -11.03% | -55.15% |
Max Drawdown (3Y)Largest decline over 3 years | -84.84% | -27.50% | -57.34% |
Max Drawdown (5Y)Largest decline over 5 years | -84.84% | -31.91% | -52.93% |
Max Drawdown (10Y)Largest decline over 10 years | -84.84% | -41.13% | -43.71% |
Current DrawdownCurrent decline from peak | -64.95% | -3.55% | -61.40% |
Average DrawdownAverage peak-to-trough decline | -31.95% | -10.76% | -21.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 38.87% | 3.11% | +35.76% |
Volatility
SMCI vs. IWM - Volatility Comparison
Super Micro Computer, Inc. (SMCI) has a higher volatility of 26.31% compared to iShares Russell 2000 ETF (IWM) at 6.65%. This indicates that SMCI's price experiences larger fluctuations and is considered to be riskier than IWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SMCI | IWM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 26.31% | 6.65% | +19.66% |
Volatility (6M)Calculated over the trailing 6-month period | 67.46% | 14.00% | +53.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 79.68% | 19.54% | +60.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 85.37% | 22.58% | +62.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 70.51% | 23.06% | +47.45% |
Dividends
SMCI vs. IWM - Dividend Comparison
SMCI has not paid dividends to shareholders, while IWM's dividend yield for the trailing twelve months is around 0.90%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWM iShares Russell 2000 ETF | 0.90% | 1.04% | 1.15% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% |
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 IWM have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SMCI has higher volatility (26.31%) compared to IWM (6.65%). In terms of maximum drawdown, SMCI dropped -84.84% vs IWM's -59.05%.
IWM currently has the higher Sharpe Ratio (1.88 vs 0.03), 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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