STX vs. SMH
Compare and contrast key facts about Seagate Technology plc (STX) and VanEck Vectors Semiconductor ETF (SMH).
SMH is a passively managed fund by VanEck that tracks the performance of the MVIS US Listed Semiconductor 25 Index. It was launched on Dec 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: STX or SMH.
Performance
STX vs. SMH - Performance Comparison
Returns By Period
In the year-to-date period, STX achieves a 17.07% return, which is significantly lower than SMH's 39.64% return. Over the past 10 years, STX has underperformed SMH with an annualized return of 9.37%, while SMH has yielded a comparatively higher 28.11% annualized return.
STX
17.07%
-12.77%
5.91%
30.79%
15.03%
9.37%
SMH
39.64%
-2.91%
4.05%
48.97%
33.21%
28.11%
Key characteristics
| STX | SMH | |
|---|---|---|
| Sharpe Ratio | 1.08 | 1.48 |
| Sortino Ratio | 1.59 | 1.99 |
| Omega Ratio | 1.19 | 1.26 |
| Calmar Ratio | 1.12 | 2.06 |
| Martin Ratio | 4.78 | 5.55 |
| Ulcer Index | 6.87% | 9.21% |
| Daily Std Dev | 30.51% | 34.46% |
| Max Drawdown | -88.74% | -95.73% |
| Current Drawdown | -13.17% | -13.19% |
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Correlation
The correlation between STX and SMH is 0.53, 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.
Risk-Adjusted Performance
STX vs. SMH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Seagate Technology plc (STX) 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.
Dividends
STX vs. SMH - Dividend Comparison
STX's dividend yield for the trailing twelve months is around 2.86%, more than SMH's 0.43% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STX Seagate Technology plc | 2.86% | 3.28% | 5.32% | 2.40% | 4.21% | 4.27% | 6.53% | 6.02% | 6.60% | 6.14% | 2.75% | 2.12% |
SMH VanEck Vectors Semiconductor ETF | 0.43% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
Drawdowns
STX vs. SMH - Drawdown Comparison
The maximum STX drawdown since its inception was -88.74%, smaller than the maximum SMH drawdown of -95.73%. Use the drawdown chart below to compare losses from any high point for STX and SMH. For additional features, visit the drawdowns tool.
Volatility
STX vs. SMH - Volatility Comparison
Seagate Technology plc (STX) has a higher volatility of 10.05% compared to VanEck Vectors Semiconductor ETF (SMH) at 8.32%. 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.