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SNSR vs. IOT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SNSR vs. IOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Internet of Things ETF (SNSR) and Samsara Inc. (IOT). The values are adjusted to include any dividend payments, if applicable.

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SNSR vs. IOT - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SNSR
Global X Internet of Things ETF
1.79%6.46%-0.45%23.06%-25.50%1.36%
IOT
Samsara Inc.
-10.18%-18.86%30.89%168.54%-55.78%13.81%

Returns By Period

In the year-to-date period, SNSR achieves a 1.79% return, which is significantly higher than IOT's -10.18% return.


SNSR

1D
0.92%
1M
-7.19%
YTD
1.79%
6M
-3.48%
1Y
15.05%
3Y*
4.86%
5Y*
2.79%
10Y*

IOT

1D
0.47%
1M
9.38%
YTD
-10.18%
6M
-16.50%
1Y
-17.94%
3Y*
17.32%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SNSR vs. IOT — Risk / Return Rank

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

SNSR
SNSR Risk / Return Rank: 2929
Overall Rank
SNSR Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
SNSR Sortino Ratio Rank: 3030
Sortino Ratio Rank
SNSR Omega Ratio Rank: 2929
Omega Ratio Rank
SNSR Calmar Ratio Rank: 3232
Calmar Ratio Rank
SNSR Martin Ratio Rank: 3131
Martin Ratio Rank

IOT
IOT Risk / Return Rank: 2727
Overall Rank
IOT Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
IOT Sortino Ratio Rank: 2626
Sortino Ratio Rank
IOT Omega Ratio Rank: 2626
Omega Ratio Rank
IOT Calmar Ratio Rank: 3030
Calmar Ratio Rank
IOT Martin Ratio Rank: 2929
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.

SNSR vs. IOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Internet of Things ETF (SNSR) and Samsara Inc. (IOT). 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.


SNSRIOTDifference

Sharpe ratio

Return per unit of total volatility

0.50

-0.32

+0.82

Sortino ratio

Return per unit of downside risk

0.93

-0.12

+1.05

Omega ratio

Gain probability vs. loss probability

1.13

0.99

+0.14

Calmar ratio

Return relative to maximum drawdown

0.86

-0.34

+1.21

Martin ratio

Return relative to average drawdown

2.85

-0.70

+3.55

SNSR vs. IOT - Sharpe Ratio Comparison

The current SNSR Sharpe Ratio is 0.50, which is higher than the IOT Sharpe Ratio of -0.32. The chart below compares the historical Sharpe Ratios of SNSR and IOT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SNSRIOTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.50

-0.32

+0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.09

+0.35

Correlation

The correlation between SNSR and IOT is 0.54, 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.


Dividends

SNSR vs. IOT - Dividend Comparison

SNSR's dividend yield for the trailing twelve months is around 0.53%, while IOT has not paid dividends to shareholders.


TTM2025202420232022202120202019201820172016
SNSR
Global X Internet of Things ETF
0.53%0.54%0.73%0.74%0.82%0.43%0.21%1.12%1.25%1.11%0.31%
IOT
Samsara Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SNSR vs. IOT - Drawdown Comparison

The maximum SNSR drawdown since its inception was -38.46%, smaller than the maximum IOT drawdown of -70.38%. Use the drawdown chart below to compare losses from any high point for SNSR and IOT.


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Drawdown Indicators


SNSRIOTDifference

Max Drawdown

Largest peak-to-trough decline

-38.46%

-70.38%

+31.92%

Max Drawdown (1Y)

Largest decline over 1 year

-17.17%

-49.20%

+32.03%

Max Drawdown (5Y)

Largest decline over 5 years

-38.03%

Current Drawdown

Current decline from peak

-8.08%

-47.77%

+39.69%

Average Drawdown

Average peak-to-trough decline

-9.64%

-30.58%

+20.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.20%

24.03%

-18.83%

Volatility

SNSR vs. IOT - Volatility Comparison

The current volatility for Global X Internet of Things ETF (SNSR) is 8.61%, while Samsara Inc. (IOT) has a volatility of 21.96%. This indicates that SNSR experiences smaller price fluctuations and is considered to be less risky than IOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SNSRIOTDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.61%

21.96%

-13.35%

Volatility (6M)

Calculated over the trailing 6-month period

17.15%

40.37%

-23.22%

Volatility (1Y)

Calculated over the trailing 1-year period

30.15%

56.21%

-26.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.79%

65.93%

-41.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.54%

65.93%

-41.39%