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SMCI vs. SEC0.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMCI vs. SEC0.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Super Micro Computer, Inc. (SMCI) and iShares MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SMCI is traded in USD, while SEC0.DE is traded in EUR. To make them comparable, the SEC0.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SMCI achieves a 50.29% return, which is significantly lower than SEC0.DE's 95.79% return.


SMCI

1D
5.64%
1M
24.37%
YTD
50.29%
6M
24.37%
1Y
5.87%
3Y*
18.91%
5Y*
64.69%
10Y*
32.81%

SEC0.DE

1D
-2.75%
1M
13.61%
YTD
95.79%
6M
96.11%
1Y
193.22%
3Y*
60.63%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMCI vs. SEC0.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SMCI
Super Micro Computer, Inc.
50.29%-3.97%7.23%246.24%86.80%13.86%
SEC0.DE
iShares MSCI Global Semiconductors UCITS ETF USD (Acc)
95.79%54.06%13.94%66.10%-35.95%17.00%

Correlation

The correlation between SMCI and SEC0.DE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

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

0.43

Correlation (All Time)
Calculated using the full available price history since Aug 6, 2021

0.44

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Return for Risk

SMCI vs. SEC0.DE — Risk / Return Rank

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

SMCI
SMCI Risk / Return Rank: 4646
Overall Rank
SMCI Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
SMCI Sortino Ratio Rank: 4848
Sortino Ratio Rank
SMCI Omega Ratio Rank: 4949
Omega Ratio Rank
SMCI Calmar Ratio Rank: 4444
Calmar Ratio Rank
SMCI Martin Ratio Rank: 4444
Martin Ratio Rank

SEC0.DE
SEC0.DE Risk / Return Rank: 9797
Overall Rank
SEC0.DE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
SEC0.DE Sortino Ratio Rank: 9797
Sortino Ratio Rank
SEC0.DE Omega Ratio Rank: 9595
Omega Ratio Rank
SEC0.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
SEC0.DE Martin Ratio Rank: 9898
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. SEC0.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Super Micro Computer, Inc. (SMCI) and iShares MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.DE). 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.


SMCISEC0.DEDifference
Sharpe ratioReturn per unit of total volatility

-5.87

Sortino ratioReturn per unit of downside risk

-5.23

Omega ratioGain probability vs. loss probability

1.09

1.75

-0.66

Calmar ratioReturn relative to maximum drawdown

0.09

13.24

-13.15

Martin ratioReturn relative to average drawdown

0.15

49.42

-49.27

SMCI vs. SEC0.DE - Sharpe Ratio Comparison

The current SMCI Sharpe Ratio is 0.07, which is lower than the SEC0.DE Sharpe Ratio of 5.94. The chart below compares the historical Sharpe Ratios of SMCI and SEC0.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SMCISEC0.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.07

5.94

-5.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

1.11

-0.74

Drawdowns

SMCI vs. SEC0.DE - Drawdown Comparison

The maximum SMCI drawdown since its inception was -84.84%, which is greater than SEC0.DE's maximum drawdown of -45.36%. Use the drawdown chart below to compare losses from any high point for SMCI and SEC0.DE.


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Drawdown Indicators


SMCISEC0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-84.84%

-45.36%

-39.48%

Max Drawdown (1Y)

Largest decline over 1 year

-66.18%

-14.80%

-51.38%

Max Drawdown (3Y)

Largest decline over 3 years

-84.84%

-38.70%

-46.14%

Max Drawdown (5Y)

Largest decline over 5 years

-84.84%

Max Drawdown (10Y)

Largest decline over 10 years

-84.84%

Current Drawdown

Current decline from peak

-62.97%

-2.75%

-60.22%

Average Drawdown

Average peak-to-trough decline

-31.96%

-13.42%

-18.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

38.91%

3.97%

+34.94%

Volatility

SMCI vs. SEC0.DE - Volatility Comparison

Super Micro Computer, Inc. (SMCI) has a higher volatility of 26.36% compared to iShares MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.DE) at 13.56%. This indicates that SMCI's price experiences larger fluctuations and is considered to be riskier than SEC0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMCISEC0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

26.36%

13.56%

+12.80%

Volatility (6M)

Calculated over the trailing 6-month period

67.65%

26.00%

+41.65%

Volatility (1Y)

Calculated over the trailing 1-year period

79.63%

33.01%

+46.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

85.44%

31.28%

+54.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

70.55%

31.28%

+39.27%

Dividends

SMCI vs. SEC0.DE - Dividend Comparison

Neither SMCI nor SEC0.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SMCI and SEC0.DE have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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