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SMH vs. APP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMH vs. APP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Semiconductor ETF (SMH) and AppLovin Corporation (APP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SMH achieves a 72.15% return, which is significantly higher than APP's -26.28% return.


SMH

1D
1.72%
1M
8.30%
YTD
72.15%
6M
75.62%
1Y
136.32%
3Y*
60.05%
5Y*
38.42%
10Y*
37.49%

APP

1D
3.80%
1M
9.53%
YTD
-26.28%
6M
-25.93%
1Y
30.53%
3Y*
180.45%
5Y*
43.23%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMH vs. APP - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SMH
VanEck Semiconductor ETF
72.15%49.17%39.10%73.38%-33.53%24.08%
APP
AppLovin Corporation
-26.28%108.08%712.62%278.44%-88.83%34.66%

Correlation

The correlation between SMH and APP is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

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

0.40

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

0.47

Correlation (All Time)
Calculated using the full available price history since Apr 15, 2021

0.47

Over the past year, the correlation between SMH and APP has dropped to 0.26 - well below their long-term average of 0.47, suggesting their price drivers have been diverging.

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Return for Risk

SMH vs. APP — Risk / Return Rank

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

SMH
SMH Risk / Return Rank: 9696
Overall Rank
SMH Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SMH Sortino Ratio Rank: 9494
Sortino Ratio Rank
SMH Omega Ratio Rank: 9494
Omega Ratio Rank
SMH Calmar Ratio Rank: 9797
Calmar Ratio Rank
SMH Martin Ratio Rank: 9696
Martin Ratio Rank

APP
APP Risk / Return Rank: 5757
Overall Rank
APP Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
APP Sortino Ratio Rank: 5757
Sortino Ratio Rank
APP Omega Ratio Rank: 5757
Omega Ratio Rank
APP Calmar Ratio Rank: 5757
Calmar Ratio Rank
APP Martin Ratio Rank: 5656
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.

SMH vs. APP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Semiconductor ETF (SMH) and AppLovin Corporation (APP). 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.


SMHAPPDifference
Sharpe ratioReturn per unit of total volatility

+3.70

Sortino ratioReturn per unit of downside risk

+3.24

Omega ratioGain probability vs. loss probability

1.60

1.13

+0.47

Calmar ratioReturn relative to maximum drawdown

9.18

0.61

+8.57

Martin ratioReturn relative to average drawdown

33.74

1.22

+32.52

SMH vs. APP - Sharpe Ratio Comparison

The current SMH Sharpe Ratio is 4.13, which is higher than the APP Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of SMH and APP, 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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Drawdowns

SMH vs. APP - Drawdown Comparison

The maximum SMH drawdown since its inception was -84.96%, smaller than the maximum APP drawdown of -91.90%. Use the drawdown chart below to compare losses from any high point for SMH and APP.


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Drawdown Indicators


SMHAPPDifference

Max Drawdown

Largest peak-to-trough decline

-84.96%

-91.90%

+6.94%

Max Drawdown (1Y)

Largest decline over 1 year

-14.93%

-49.99%

+35.06%

Max Drawdown (3Y)

Largest decline over 3 years

-35.74%

-57.00%

+21.26%

Max Drawdown (5Y)

Largest decline over 5 years

-45.30%

-91.90%

+46.60%

Max Drawdown (10Y)

Largest decline over 10 years

-45.30%

Current Drawdown

Current decline from peak

-2.81%

-32.28%

+29.47%

Average Drawdown

Average peak-to-trough decline

-41.04%

-42.52%

+1.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.06%

25.10%

-21.04%

Volatility

SMH vs. APP - Volatility Comparison

The current volatility for VanEck Semiconductor ETF (SMH) is 16.25%, while AppLovin Corporation (APP) has a volatility of 20.54%. This indicates that SMH experiences smaller price fluctuations and is considered to be less risky than APP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMHAPPDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.25%

20.54%

-4.29%

Volatility (6M)

Calculated over the trailing 6-month period

27.73%

58.87%

-31.14%

Volatility (1Y)

Calculated over the trailing 1-year period

33.20%

71.03%

-37.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.47%

77.84%

-42.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.82%

77.53%

-44.71%

Dividends

SMH vs. APP - Dividend Comparison

SMH's dividend yield for the trailing twelve months is around 0.18%, while APP has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
APP
AppLovin Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SMH
VanEck Semiconductor ETF
0.18%0.31%0.44%0.60%1.18%0.51%0.69%1.50%1.88%1.43%0.80%2.14%

Frequently Asked Questions


SMH and APP have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

APP has higher volatility (20.54%) compared to SMH (16.25%). In terms of maximum drawdown, SMH dropped -84.96% vs APP's -91.90%.

SMH currently has the higher Sharpe Ratio (4.13 vs 0.43), 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

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