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

Correlation

The correlation between SMOG and SKYY is 0.68, 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.


-0.50.00.51.00.7

Performance

SMOG vs. SKYY - 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 ISE Cloud Computing Index Fund (SKYY). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
-0.16%
30.58%
SMOG
SKYY

Key characteristics

Sharpe Ratio

SMOG:

0.25

SKYY:

1.81

Sortino Ratio

SMOG:

0.48

SKYY:

2.34

Omega Ratio

SMOG:

1.06

SKYY:

1.31

Calmar Ratio

SMOG:

0.10

SKYY:

1.50

Martin Ratio

SMOG:

0.88

SKYY:

10.47

Ulcer Index

SMOG:

5.91%

SKYY:

3.88%

Daily Std Dev

SMOG:

21.13%

SKYY:

22.47%

Max Drawdown

SMOG:

-84.39%

SKYY:

-53.20%

Current Drawdown

SMOG:

-44.80%

SKYY:

-6.32%

Returns By Period

In the year-to-date period, SMOG achieves a 1.87% return, which is significantly lower than SKYY's 2.60% return. Over the past 10 years, SMOG has underperformed SKYY with an annualized return of 8.06%, while SKYY has yielded a comparatively higher 16.51% annualized return.


SMOG

YTD

1.87%

1M

1.18%

6M

-0.16%

1Y

5.49%

5Y*

6.00%

10Y*

8.06%

SKYY

YTD

2.60%

1M

1.23%

6M

30.58%

1Y

39.12%

5Y*

13.80%

10Y*

16.51%

*Annualized

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. SKYY - Expense Ratio Comparison

SMOG has a 0.63% expense ratio, which is higher than SKYY'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 SKYY: 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. SKYY — Risk-Adjusted Performance Rank

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

SMOG
The Risk-Adjusted Performance Rank of SMOG is 1212
Overall Rank
The Sharpe Ratio Rank of SMOG is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of SMOG is 1212
Sortino Ratio Rank
The Omega Ratio Rank of SMOG is 1212
Omega Ratio Rank
The Calmar Ratio Rank of SMOG is 1010
Calmar Ratio Rank
The Martin Ratio Rank of SMOG is 1313
Martin Ratio Rank

SKYY
The Risk-Adjusted Performance Rank of SKYY is 6666
Overall Rank
The Sharpe Ratio Rank of SKYY is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of SKYY is 6666
Sortino Ratio Rank
The Omega Ratio Rank of SKYY is 6767
Omega Ratio Rank
The Calmar Ratio Rank of SKYY is 5353
Calmar Ratio Rank
The Martin Ratio Rank of SKYY is 7575
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SMOG vs. SKYY - 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 ISE Cloud Computing Index Fund (SKYY). 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 0.25, compared to the broader market0.002.004.000.251.81
The chart of Sortino ratio for SMOG, currently valued at 0.48, compared to the broader market0.005.0010.000.482.34
The chart of Omega ratio for SMOG, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.003.501.061.31
The chart of Calmar ratio for SMOG, currently valued at 0.10, compared to the broader market0.005.0010.0015.000.101.50
The chart of Martin ratio for SMOG, currently valued at 0.88, compared to the broader market0.0020.0040.0060.0080.00100.000.8810.47
SMOG
SKYY

The current SMOG Sharpe Ratio is 0.25, which is lower than the SKYY Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of SMOG and SKYY, 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-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
0.25
1.81
SMOG
SKYY

Dividends

SMOG vs. SKYY - Dividend Comparison

SMOG's dividend yield for the trailing twelve months is around 1.61%, while SKYY has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
SMOG
VanEck Vectors Low Carbon Energy ETF
1.61%1.64%1.58%1.32%0.44%0.06%0.00%0.62%1.25%2.12%0.56%0.21%
SKYY
First Trust ISE Cloud Computing Index Fund
0.00%0.00%0.00%0.23%0.78%0.17%0.54%0.95%0.27%0.35%0.41%0.17%

Drawdowns

SMOG vs. SKYY - Drawdown Comparison

The maximum SMOG drawdown since its inception was -84.39%, which is greater than SKYY's maximum drawdown of -53.20%. Use the drawdown chart below to compare losses from any high point for SMOG and SKYY. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-44.80%
-6.32%
SMOG
SKYY

Volatility

SMOG vs. SKYY - Volatility Comparison

VanEck Vectors Low Carbon Energy ETF (SMOG) and First Trust ISE Cloud Computing Index Fund (SKYY) have volatilities of 7.27% and 7.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%AugustSeptemberOctoberNovemberDecember2025
7.27%
7.26%
SMOG
SKYY
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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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