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SMID vs. MOAT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMID vs. MOAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Smith-Midland Corporation (SMID) and VanEck Morningstar Wide Moat ETF (MOAT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SMID achieves a -16.95% return, which is significantly lower than MOAT's -2.39% return. Over the past 10 years, SMID has outperformed MOAT with an annualized return of 28.58%, while MOAT has yielded a comparatively lower 13.64% annualized return.


SMID

1D
3.89%
1M
2.48%
YTD
-16.95%
6M
-12.75%
1Y
-2.49%
3Y*
13.59%
5Y*
6.53%
10Y*
28.58%

MOAT

1D
0.09%
1M
-1.13%
YTD
-2.39%
6M
-2.98%
1Y
12.04%
3Y*
10.36%
5Y*
7.68%
10Y*
13.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMID vs. MOAT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SMID
Smith-Midland Corporation
-16.95%-18.26%12.56%92.68%-56.38%397.35%57.50%-18.98%9.99%29.02%
MOAT
VanEck Morningstar Wide Moat ETF
-2.39%13.20%10.73%31.89%-13.66%24.12%14.84%34.79%-1.28%23.18%

Correlation

The correlation between SMID and MOAT is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.47

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

0.35

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

0.29

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

0.22

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.21

Over the past year, SMID and MOAT have become more correlated (0.47) than their long-term average of 0.21, meaning their price movements have been converging.

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Return for Risk

SMID vs. MOAT — Risk / Return Rank

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

SMID
SMID Risk / Return Rank: 4040
Overall Rank
SMID Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
SMID Sortino Ratio Rank: 3939
Sortino Ratio Rank
SMID Omega Ratio Rank: 3939
Omega Ratio Rank
SMID Calmar Ratio Rank: 4040
Calmar Ratio Rank
SMID Martin Ratio Rank: 4040
Martin Ratio Rank

MOAT
MOAT Risk / Return Rank: 2323
Overall Rank
MOAT Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
MOAT Sortino Ratio Rank: 2424
Sortino Ratio Rank
MOAT Omega Ratio Rank: 2222
Omega Ratio Rank
MOAT Calmar Ratio Rank: 2222
Calmar Ratio Rank
MOAT Martin Ratio Rank: 2424
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.

SMID vs. MOAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Smith-Midland Corporation (SMID) and VanEck Morningstar Wide Moat ETF (MOAT). 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.


SMIDMOATDifference
Sharpe ratioReturn per unit of total volatility

-0.91

Sortino ratioReturn per unit of downside risk

-0.99

Omega ratioGain probability vs. loss probability

1.04

1.15

-0.11

Calmar ratioReturn relative to maximum drawdown

-0.06

0.97

-1.04

Martin ratioReturn relative to average drawdown

-0.13

2.92

-3.05

SMID vs. MOAT - Sharpe Ratio Comparison

The current SMID Sharpe Ratio is -0.05, which is lower than the MOAT Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of SMID and MOAT, 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

SMID vs. MOAT - Drawdown Comparison

The maximum SMID drawdown since its inception was -72.37%, which is greater than MOAT's maximum drawdown of -33.31%. Use the drawdown chart below to compare losses from any high point for SMID and MOAT.


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Drawdown Indicators


SMIDMOATDifference

Max Drawdown

Largest peak-to-trough decline

-72.37%

-33.31%

-39.06%

Max Drawdown (1Y)

Largest decline over 1 year

-39.29%

-12.43%

-26.86%

Max Drawdown (3Y)

Largest decline over 3 years

-48.85%

-21.44%

-27.41%

Max Drawdown (5Y)

Largest decline over 5 years

-72.37%

-23.96%

-48.41%

Max Drawdown (10Y)

Largest decline over 10 years

-72.37%

-33.31%

-39.06%

Current Drawdown

Current decline from peak

-39.68%

-6.12%

-33.56%

Average Drawdown

Average peak-to-trough decline

-27.56%

-3.83%

-23.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.43%

4.13%

+15.30%

Volatility

SMID vs. MOAT - Volatility Comparison

Smith-Midland Corporation (SMID) has a higher volatility of 22.53% compared to VanEck Morningstar Wide Moat ETF (MOAT) at 4.72%. This indicates that SMID's price experiences larger fluctuations and is considered to be riskier than MOAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMIDMOATDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.53%

4.72%

+17.81%

Volatility (6M)

Calculated over the trailing 6-month period

42.59%

10.23%

+32.36%

Volatility (1Y)

Calculated over the trailing 1-year period

55.64%

13.99%

+41.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

65.15%

18.24%

+46.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.52%

18.65%

+35.87%

Dividends

SMID vs. MOAT - Dividend Comparison

SMID has not paid dividends to shareholders, while MOAT's dividend yield for the trailing twelve months is around 1.39%.


PositionTTM20252024202320222021202020192018201720162015
MOAT
VanEck Morningstar Wide Moat ETF
1.39%1.36%1.37%0.86%1.25%1.08%1.46%1.31%1.79%1.07%1.17%2.13%
SMID
Smith-Midland Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.92%0.74%0.73%0.19%0.00%

Frequently Asked Questions


SMID and MOAT have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SMID has higher volatility (22.53%) compared to MOAT (4.72%). In terms of maximum drawdown, SMID dropped -72.37% vs MOAT's -33.31%.

MOAT currently has the higher Sharpe Ratio (0.87 vs -0.04), 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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