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STNG vs. SMH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between STNG and SMH is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

STNG vs. SMH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Scorpio Tankers Inc. (STNG) and VanEck Vectors Semiconductor ETF (SMH). The values are adjusted to include any dividend payments, if applicable.

0.00%500.00%1,000.00%1,500.00%2,000.00%2,500.00%NovemberDecember2025FebruaryMarchApril
-56.69%
2,112.26%
STNG
SMH

Key characteristics

Sharpe Ratio

STNG:

-1.20

SMH:

0.06

Sortino Ratio

STNG:

-1.88

SMH:

0.38

Omega Ratio

STNG:

0.78

SMH:

1.05

Calmar Ratio

STNG:

-0.71

SMH:

0.07

Martin Ratio

STNG:

-1.41

SMH:

0.17

Ulcer Index

STNG:

32.47%

SMH:

14.52%

Daily Std Dev

STNG:

38.13%

SMH:

43.08%

Max Drawdown

STNG:

-91.08%

SMH:

-83.29%

Current Drawdown

STNG:

-58.16%

SMH:

-24.30%

Returns By Period

In the year-to-date period, STNG achieves a -24.16% return, which is significantly lower than SMH's -12.47% return. Over the past 10 years, STNG has underperformed SMH with an annualized return of -6.57%, while SMH has yielded a comparatively higher 23.88% annualized return.


STNG

YTD

-24.16%

1M

-1.94%

6M

-38.77%

1Y

-47.26%

5Y*

9.50%

10Y*

-6.57%

SMH

YTD

-12.47%

1M

-2.65%

6M

-15.83%

1Y

-2.17%

5Y*

26.95%

10Y*

23.88%

*Annualized

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Risk-Adjusted Performance

STNG vs. SMH — Risk-Adjusted Performance Rank

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

STNG
The Risk-Adjusted Performance Rank of STNG is 66
Overall Rank
The Sharpe Ratio Rank of STNG is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of STNG is 33
Sortino Ratio Rank
The Omega Ratio Rank of STNG is 55
Omega Ratio Rank
The Calmar Ratio Rank of STNG is 99
Calmar Ratio Rank
The Martin Ratio Rank of STNG is 1111
Martin Ratio Rank

SMH
The Risk-Adjusted Performance Rank of SMH is 3030
Overall Rank
The Sharpe Ratio Rank of SMH is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of SMH is 3535
Sortino Ratio Rank
The Omega Ratio Rank of SMH is 3434
Omega Ratio Rank
The Calmar Ratio Rank of SMH is 2828
Calmar Ratio Rank
The Martin Ratio Rank of SMH is 2525
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.

STNG vs. SMH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Scorpio Tankers Inc. (STNG) and VanEck Vectors Semiconductor ETF (SMH). 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.


The chart of Sharpe ratio for STNG, currently valued at -1.20, compared to the broader market-2.00-1.000.001.002.003.00
STNG: -1.20
SMH: 0.06
The chart of Sortino ratio for STNG, currently valued at -1.88, compared to the broader market-6.00-4.00-2.000.002.004.00
STNG: -1.88
SMH: 0.38
The chart of Omega ratio for STNG, currently valued at 0.78, compared to the broader market0.501.001.502.00
STNG: 0.78
SMH: 1.05
The chart of Calmar ratio for STNG, currently valued at -0.71, compared to the broader market0.001.002.003.004.005.00
STNG: -0.71
SMH: 0.07
The chart of Martin ratio for STNG, currently valued at -1.41, compared to the broader market-5.000.005.0010.0015.0020.00
STNG: -1.41
SMH: 0.17

The current STNG Sharpe Ratio is -1.20, which is lower than the SMH Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of STNG and SMH, 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-2.00-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-1.20
0.06
STNG
SMH

Dividends

STNG vs. SMH - Dividend Comparison

STNG's dividend yield for the trailing twelve months is around 4.29%, more than SMH's 0.51% yield.


TTM20242023202220212020201920182017201620152014
STNG
Scorpio Tankers Inc.
4.29%3.22%1.73%0.74%3.12%3.57%1.27%2.27%1.31%11.04%6.17%4.49%
SMH
VanEck Vectors Semiconductor ETF
0.51%0.44%0.60%1.18%0.51%0.69%1.50%1.88%1.43%0.80%2.14%1.16%

Drawdowns

STNG vs. SMH - Drawdown Comparison

The maximum STNG drawdown since its inception was -91.08%, which is greater than SMH's maximum drawdown of -83.29%. Use the drawdown chart below to compare losses from any high point for STNG and SMH. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-58.16%
-24.30%
STNG
SMH

Volatility

STNG vs. SMH - Volatility Comparison

The current volatility for Scorpio Tankers Inc. (STNG) is 21.28%, while VanEck Vectors Semiconductor ETF (SMH) has a volatility of 23.93%. This indicates that STNG experiences smaller price fluctuations and is considered to be less risky than SMH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
21.28%
23.93%
STNG
SMH