STX vs. SMH
STX (Seagate Technology plc) is a stock, while SMH (VanEck Semiconductor ETF) is Semiconductors fund tracking the MVIS US Listed Semiconductor 25 Index. Over the past 10 years, STX returned 45.44%/yr vs 34.16%/yr for SMH. Their 0.54 correlation means they have sometimes moved together and sometimes differently.
Performance
STX vs. SMH - Performance Comparison
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Returns By Period
In the year-to-date period, STX achieves a 211.64% return, which is significantly higher than SMH's 50.09% return. Over the past 10 years, STX has outperformed SMH with an annualized return of 45.44%, while SMH has yielded a comparatively lower 34.16% annualized return.
STX
- 1D
- 0.52%
- 1M
- 4.39%
- 6M
- 110.51%
- YTD
- 211.64%
- 1Y
- 457.59%
- 3Y*
- 141.31%
- 5Y*
- 62.43%
- 10Y*
- 45.44%
- ALL TIME*
- 24.03%
SMH
- 1D
- 0.30%
- 1M
- -8.74%
- 6M
- 33.97%
- YTD
- 50.09%
- 1Y
- 90.95%
- 3Y*
- 50.56%
- 5Y*
- 33.46%
- 10Y*
- 34.16%
- ALL TIME*
- 11.06%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $8.28B | $7.64B | $7.07B | |
| $5.18B | $4.59B | $4.10B |
STX vs. SMH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STX Seagate Technology plc | 211.64% | 225.26% | 4.06% | 69.12% | -51.42% | 87.50% | 10.14% | 62.14% | -2.90% | 16.67% |
SMH VanEck Semiconductor ETF | 50.09% | 49.17% | 39.10% | 73.38% | -33.53% | 42.13% | 55.53% | 64.45% | -9.05% | 38.48% |
Correlation
The correlation between STX and SMH is 0.66, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.66 |
Correlation (3Y) Balances recent behavior with more history. | 0.57 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.62 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.58 |
Correlation (All Time) Calculated using the full available price history since Dec 11, 2002 | 0.54 |
The correlation between STX and SMH shifts across timeframes, from 0.54 (all time) to 0.66 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
STX vs. SMH — Risk / Return Rank
STX
SMH
STX vs. SMH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Seagate Technology plc (STX) and VanEck 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.
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.
| STX | SMH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.00 | ||
| Sortino ratioReturn per unit of downside risk | +1.89 | ||
| Omega ratioGain probability vs. loss probability | 1.58 | 1.36 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 14.26 | 3.58 | +10.67 |
| Martin ratioReturn relative to average drawdown | 44.98 | 14.64 | +30.34 |
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Drawdowns
STX vs. SMH - Drawdown Comparison
The maximum STX drawdown since its inception was -88.74%, roughly equal to the maximum SMH drawdown of -84.96%. Use the drawdown chart below to compare losses from any high point for STX and SMH.
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Drawdown Indicators
| STX | SMH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.74% | -84.96% | -3.78% |
Max Drawdown (1Y)Largest decline over 1 year | -31.81% | -24.62% | -7.19% |
Max Drawdown (3Y)Largest decline over 3 years | -40.00% | -35.74% | -4.26% |
Max Drawdown (5Y)Largest decline over 5 years | -56.99% | -45.30% | -11.69% |
Max Drawdown (10Y)Largest decline over 10 years | -56.99% | -45.30% | -11.69% |
Current DrawdownCurrent decline from peak | -21.69% | -19.19% | -2.50% |
Average DrawdownAverage peak-to-trough decline | -26.38% | -40.89% | +14.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.07% | 6.01% | +4.06% |
Volatility
STX vs. SMH - Volatility Comparison
Seagate Technology plc (STX) has a higher volatility of 29.03% compared to VanEck Semiconductor ETF (SMH) at 14.70%. This indicates that STX's price experiences larger fluctuations and is considered to be riskier than SMH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STX | SMH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 29.03% | 14.70% | +14.33% |
Volatility (6M)Calculated over the trailing 6-month period | 54.41% | 33.13% | +21.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 72.34% | 38.57% | +33.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.22% | 36.50% | +10.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.76% | 33.32% | +9.44% |
Dividends
STX vs. SMH - Dividend Comparison
STX's dividend yield for the trailing twelve months is around 0.34%, more than SMH's 0.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SMH VanEck Semiconductor ETF | 0.20% | 0.31% | 0.44% | 0.60% | 1.18% | 0.51% | 0.69% | 1.50% | 1.88% | 1.43% | 0.80% | 2.14% |
STX Seagate Technology plc | 0.34% | 1.05% | 3.27% | 3.28% | 5.32% | 2.40% | 4.21% | 4.27% | 6.53% | 6.02% | 6.60% | 6.14% |
Frequently Asked Questions
STX and SMH have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STX has higher volatility (29.03%) compared to SMH (14.70%). In terms of maximum drawdown, STX dropped -88.74% vs SMH's -84.96%.
STX currently has the higher Sharpe Ratio (6.29 vs 2.29), 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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