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 -6.61%/yr vs 7.45%/yr for VB. Their 0.35 correlation means their historical movements had little consistent relationship.
Performance
SMMNY vs. VB - Performance Comparison
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Returns By Period
In the year-to-date period, SMMNY achieves a -16.50% return, which is significantly lower than VB's 15.19% return.
SMMNY
- 1D
- -0.60%
- 1M
- 7.11%
- 6M
- -12.43%
- YTD
- -16.50%
- 1Y
- -18.55%
- 3Y*
- -7.64%
- 5Y*
- -6.61%
- 10Y*
- —
- ALL TIME*
- 2.18%
VB
- 1D
- -0.22%
- 1M
- -1.73%
- 6M
- 10.09%
- YTD
- 15.19%
- 1Y
- 25.91%
- 3Y*
- 14.02%
- 5Y*
- 7.45%
- 10Y*
- 11.08%
- ALL TIME*
- 9.88%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.11M | $2.11M | $2.87M | |
| $121.48M | $119.40M | $165.11M |
SMMNY vs. VB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SMMNY Siemens Healthineers AG ADR | -16.50% | 1.38% | -7.92% | 19.04% | -33.71% | 50.75% | 9.62% | 15.89% | 1.37% |
VB Vanguard Small-Cap ETF | 15.19% | 8.87% | 14.17% | 18.22% | -17.51% | 17.57% | 19.19% | 27.34% | -12.84% |
Correlation
The correlation between SMMNY and VB is 0.38, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.38 |
Correlation (3Y) Balances recent behavior with more history. | 0.41 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.39 |
Correlation (All Time) Calculated using the full available price history since May 14, 2018 | 0.35 |
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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 | -2.19 | ||
| Sortino ratioReturn per unit of downside risk | -3.02 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.26 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.60 | 2.67 | -3.26 |
| Martin ratioReturn relative to average drawdown | -1.00 | 9.73 | -10.74 |
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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.
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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 | -31.14% | -8.98% | -22.16% |
Max Drawdown (3Y)Largest decline over 3 years | -34.80% | -25.36% | -9.44% |
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 | -38.50% | -2.63% | -35.87% |
Average DrawdownAverage peak-to-trough decline | -18.67% | -8.39% | -10.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.42% | 2.46% | +15.96% |
Volatility
SMMNY vs. VB - Volatility Comparison
Siemens Healthineers AG ADR (SMMNY) has a higher volatility of 8.02% compared to Vanguard Small-Cap ETF (VB) at 3.36%. 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.
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Volatility by Period
| SMMNY | VB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.02% | 3.36% | +4.66% |
Volatility (6M)Calculated over the trailing 6-month period | 18.90% | 12.01% | +6.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.61% | 16.47% | +9.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.72% | 20.69% | +7.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.10% | 21.37% | +6.73% |
Dividends
SMMNY vs. VB - Dividend Comparison
SMMNY's dividend yield for the trailing twelve months is around 2.78%, more than VB's 1.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SMMNY Siemens Healthineers AG ADR | 2.78% | 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 | 1.22% | 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 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SMMNY has higher volatility (8.02%) compared to VB (3.36%). In terms of maximum drawdown, SMMNY dropped -47.57% vs VB's -59.56%.
VB currently has the higher Sharpe Ratio (1.46 vs -0.74), 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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