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SMOG vs. CIBR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SMOG and CIBR is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

SMOG vs. CIBR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Low Carbon Energy ETF (SMOG) and First Trust NASDAQ Cybersecurity ETF (CIBR). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
2.25%
15.48%
SMOG
CIBR

Key characteristics

Sharpe Ratio

SMOG:

-0.27

CIBR:

0.88

Sortino Ratio

SMOG:

-0.22

CIBR:

1.25

Omega Ratio

SMOG:

0.97

CIBR:

1.16

Calmar Ratio

SMOG:

-0.11

CIBR:

1.45

Martin Ratio

SMOG:

-0.56

CIBR:

3.52

Ulcer Index

SMOG:

10.09%

CIBR:

4.87%

Daily Std Dev

SMOG:

21.33%

CIBR:

19.49%

Max Drawdown

SMOG:

-84.39%

CIBR:

-33.89%

Current Drawdown

SMOG:

-45.45%

CIBR:

-5.56%

Returns By Period

In the year-to-date period, SMOG achieves a -8.72% return, which is significantly lower than CIBR's 17.95% return.


SMOG

YTD

-8.72%

1M

0.49%

6M

1.77%

1Y

-7.32%

5Y*

6.78%

10Y*

7.32%

CIBR

YTD

17.95%

1M

2.54%

6M

15.48%

1Y

19.27%

5Y*

16.93%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SMOG vs. CIBR - Expense Ratio Comparison

SMOG has a 0.63% expense ratio, which is higher than CIBR's 0.60% expense ratio.


SMOG
VanEck Vectors Low Carbon Energy ETF
Expense ratio chart for SMOG: current value at 0.63% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.63%
Expense ratio chart for CIBR: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%

Risk-Adjusted Performance

SMOG vs. CIBR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Low Carbon Energy ETF (SMOG) and First Trust NASDAQ Cybersecurity ETF (CIBR). 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.


Sharpe ratio
The chart of Sharpe ratio for SMOG, currently valued at -0.34, compared to the broader market0.002.004.00-0.340.88
The chart of Sortino ratio for SMOG, currently valued at -0.33, compared to the broader market-2.000.002.004.006.008.0010.00-0.331.25
The chart of Omega ratio for SMOG, currently valued at 0.96, compared to the broader market0.501.001.502.002.503.000.961.16
The chart of Calmar ratio for SMOG, currently valued at -0.14, compared to the broader market0.005.0010.0015.00-0.141.45
The chart of Martin ratio for SMOG, currently valued at -0.72, compared to the broader market0.0020.0040.0060.0080.00100.00-0.723.52
SMOG
CIBR

The current SMOG Sharpe Ratio is -0.27, which is lower than the CIBR Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of SMOG and CIBR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
-0.34
0.88
SMOG
CIBR

Dividends

SMOG vs. CIBR - Dividend Comparison

SMOG has not paid dividends to shareholders, while CIBR's dividend yield for the trailing twelve months is around 0.55%.


TTM20232022202120202019201820172016201520142013
SMOG
VanEck Vectors Low Carbon Energy ETF
0.00%1.58%1.32%0.44%0.06%0.00%0.62%1.25%2.12%0.56%0.21%0.99%
CIBR
First Trust NASDAQ Cybersecurity ETF
0.55%0.42%0.30%0.59%1.10%0.23%0.22%0.10%0.77%0.58%0.00%0.00%

Drawdowns

SMOG vs. CIBR - Drawdown Comparison

The maximum SMOG drawdown since its inception was -84.39%, which is greater than CIBR's maximum drawdown of -33.89%. Use the drawdown chart below to compare losses from any high point for SMOG and CIBR. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-45.45%
-5.56%
SMOG
CIBR

Volatility

SMOG vs. CIBR - Volatility Comparison

The current volatility for VanEck Vectors Low Carbon Energy ETF (SMOG) is 5.36%, while First Trust NASDAQ Cybersecurity ETF (CIBR) has a volatility of 7.13%. This indicates that SMOG experiences smaller price fluctuations and is considered to be less risky than CIBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.36%
7.13%
SMOG
CIBR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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