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 28.09%/yr vs 10.65%/yr for IWM. A 0.50 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 -18.59% return, which is significantly lower than IWM's 19.24% return. Over the past 10 years, SMCI has outperformed IWM with an annualized return of 28.09%, while IWM has yielded a comparatively lower 10.65% annualized return.
SMCI
- 1D
- -1.45%
- 1M
- -22.28%
- 6M
- -26.99%
- YTD
- -18.59%
- 1Y
- -53.97%
- 3Y*
- -7.71%
- 5Y*
- 46.65%
- 10Y*
- 28.09%
- ALL TIME*
- 18.59%
IWM
- 1D
- -0.59%
- 1M
- -1.11%
- 6M
- 10.45%
- YTD
- 19.24%
- 1Y
- 32.84%
- 3Y*
- 15.91%
- 5Y*
- 6.97%
- 10Y*
- 10.65%
- ALL TIME*
- 8.76%
SMCI vs. IWM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SMCI Super Micro Computer, Inc. | -18.59% | -3.97% | 7.23% | 246.24% | 86.80% | 38.82% | 31.81% | 74.06% | -34.07% | -25.38% |
IWM iShares Russell 2000 ETF | 19.24% | 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 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.53 |
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 29, 2007 | 0.50 |
The correlation between SMCI and IWM has been stable across timeframes, ranging from 0.44 to 0.53 - 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.
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.
| SMCI | IWM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.33 | ||
| Sortino ratioReturn per unit of downside risk | -3.02 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.29 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.82 | 2.99 | -3.81 |
| Martin ratioReturn relative to average drawdown | -1.27 | 10.54 | -11.81 |
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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 | -79.94% | -2.71% | -77.23% |
Average DrawdownAverage peak-to-trough decline | -32.20% | -10.72% | -21.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 42.59% | 3.12% | +39.47% |
Volatility
SMCI vs. IWM - Volatility Comparison
Super Micro Computer, Inc. (SMCI) has a higher volatility of 25.95% compared to iShares Russell 2000 ETF (IWM) at 3.62%. 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 | 25.95% | 3.62% | +22.33% |
Volatility (6M)Calculated over the trailing 6-month period | 79.52% | 14.17% | +65.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 87.18% | 19.38% | +67.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 87.36% | 22.49% | +64.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 71.08% | 23.00% | +48.08% |
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 0.91%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWM iShares Russell 2000 ETF | 0.91% | 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 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SMCI has higher volatility (25.95%) compared to IWM (3.62%). In terms of maximum drawdown, SMCI dropped -84.84% vs IWM's -59.05%.
IWM currently has the higher Sharpe Ratio (1.71 vs -0.62), 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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