SMMNY vs. VB
SMMNY (Siemens Healthineers AG ADR) is a stock, while VB (Vanguard Small-Cap ETF) is Small Cap Blend Equities fund tracking the CRSP US Small Cap Index. Over the past 5 years, SMMNY returned -6.07%/yr vs 7.39%/yr for VB. At a 0.36 correlation, their price movements are largely independent.
Performance
SMMNY vs. VB - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SMMNY achieves a -23.26% return, which is significantly lower than VB's 15.68% return.
SMMNY
- 1D
- -0.25%
- 1M
- -1.70%
- YTD
- -23.26%
- 6M
- -23.32%
- 1Y
- -24.27%
- 3Y*
- -9.15%
- 5Y*
- -6.07%
- 10Y*
- —
VB
- 1D
- 0.26%
- 1M
- 2.83%
- YTD
- 15.68%
- 6M
- 13.00%
- 1Y
- 30.17%
- 3Y*
- 17.54%
- 5Y*
- 7.39%
- 10Y*
- 11.79%
SMMNY vs. VB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SMMNY Siemens Healthineers AG ADR | -23.26% | 1.38% | -7.92% | 19.04% | -33.71% | 50.75% | 9.62% | 15.89% | 1.37% |
VB Vanguard Small-Cap ETF | 15.68% | 8.87% | 14.17% | 18.22% | -17.51% | 17.57% | 19.19% | 27.34% | -12.84% |
Correlation
The correlation between SMMNY and VB is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since May 14, 2018 | 0.36 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SMMNY vs. VB — Risk / Return Rank
SMMNY
VB
SMMNY vs. VB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Siemens Healthineers AG ADR (SMMNY) and Vanguard Small-Cap ETF (VB). 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.
| SMMNY | VB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.79 | ||
| Sortino ratioReturn per unit of downside risk | -3.83 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 1.31 | -0.47 |
| Calmar ratioReturn relative to maximum drawdown | -0.78 | 3.38 | -4.16 |
| Martin ratioReturn relative to average drawdown | -1.54 | 12.38 | -13.93 |
Loading charts...
Drawdowns
SMMNY vs. VB - Drawdown Comparison
The maximum SMMNY drawdown since its inception was -47.57%, smaller than the maximum VB drawdown of -59.56%. Use the drawdown chart below to compare losses from any high point for SMMNY and VB.
Loading charts...
Drawdown Indicators
| SMMNY | VB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.57% | -59.56% | +11.99% |
Max Drawdown (1Y)Largest decline over 1 year | -31.10% | -8.98% | -22.12% |
Max Drawdown (3Y)Largest decline over 3 years | -34.77% | -25.36% | -9.41% |
Max Drawdown (5Y)Largest decline over 5 years | -47.57% | -28.15% | -19.42% |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.05% | — |
Current DrawdownCurrent decline from peak | -43.48% | -0.39% | -43.09% |
Average DrawdownAverage peak-to-trough decline | -18.34% | -8.42% | -9.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.74% | 2.44% | +13.30% |
Volatility
SMMNY vs. VB - Volatility Comparison
Siemens Healthineers AG ADR (SMMNY) has a higher volatility of 6.60% compared to Vanguard Small-Cap ETF (VB) at 4.92%. This indicates that SMMNY's price experiences larger fluctuations and is considered to be riskier than VB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SMMNY | VB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.60% | 4.92% | +1.68% |
Volatility (6M)Calculated over the trailing 6-month period | 17.91% | 12.21% | +5.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.20% | 16.66% | +8.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.61% | 20.78% | +6.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.14% | 21.45% | +6.69% |
Dividends
SMMNY vs. VB - Dividend Comparison
SMMNY's dividend yield for the trailing twelve months is around 3.02%, more than VB's 1.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SMMNY Siemens Healthineers AG ADR | 3.02% | 1.85% | 1.96% | 1.73% | 1.93% | 1.28% | 1.08% | 1.07% | 0.00% | 0.00% | 0.00% | 0.00% |
VB Vanguard Small-Cap ETF | 1.18% | 1.33% | 1.30% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% |
Frequently Asked Questions
SMMNY and VB have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SMMNY has higher volatility (6.60%) compared to VB (4.92%). In terms of maximum drawdown, SMMNY dropped -47.57% vs VB's -59.56%.
VB currently has the higher Sharpe Ratio (1.82 vs -0.97), 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.
Find the right allocation for SMMNY and VB
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer