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

Correlation

The correlation between SYF and SMH is 0.57, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

SYF vs. SMH - Performance Comparison

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

200.00%400.00%600.00%800.00%1,000.00%1,200.00%NovemberDecember2025FebruaryMarchApril
176.27%
883.36%
SYF
SMH

Key characteristics

Sharpe Ratio

SYF:

0.51

SMH:

0.06

Sortino Ratio

SYF:

1.04

SMH:

0.38

Omega Ratio

SYF:

1.14

SMH:

1.05

Calmar Ratio

SYF:

0.59

SMH:

0.07

Martin Ratio

SYF:

1.85

SMH:

0.17

Ulcer Index

SYF:

12.04%

SMH:

14.52%

Daily Std Dev

SYF:

43.72%

SMH:

43.08%

Max Drawdown

SYF:

-66.37%

SMH:

-83.29%

Current Drawdown

SYF:

-26.93%

SMH:

-24.30%

Returns By Period

In the year-to-date period, SYF achieves a -20.60% return, which is significantly lower than SMH's -12.47% return. Over the past 10 years, SYF has underperformed SMH with an annualized return of 7.55%, while SMH has yielded a comparatively higher 23.88% annualized return.


SYF

YTD

-20.60%

1M

-5.06%

6M

-6.00%

1Y

17.35%

5Y*

27.24%

10Y*

7.55%

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

SYF vs. SMH — Risk-Adjusted Performance Rank

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

SYF
The Risk-Adjusted Performance Rank of SYF is 7171
Overall Rank
The Sharpe Ratio Rank of SYF is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of SYF is 6868
Sortino Ratio Rank
The Omega Ratio Rank of SYF is 6868
Omega Ratio Rank
The Calmar Ratio Rank of SYF is 7676
Calmar Ratio Rank
The Martin Ratio Rank of SYF is 7373
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.

SYF vs. SMH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Synchrony Financial (SYF) 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 SYF, currently valued at 0.51, compared to the broader market-2.00-1.000.001.002.003.00
SYF: 0.51
SMH: 0.06
The chart of Sortino ratio for SYF, currently valued at 1.04, compared to the broader market-6.00-4.00-2.000.002.004.00
SYF: 1.04
SMH: 0.38
The chart of Omega ratio for SYF, currently valued at 1.14, compared to the broader market0.501.001.502.00
SYF: 1.14
SMH: 1.05
The chart of Calmar ratio for SYF, currently valued at 0.59, compared to the broader market0.001.002.003.004.005.00
SYF: 0.59
SMH: 0.07
The chart of Martin ratio for SYF, currently valued at 1.85, compared to the broader market-5.000.005.0010.0015.0020.00
SYF: 1.85
SMH: 0.17

The current SYF Sharpe Ratio is 0.51, which is higher than the SMH Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of SYF 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-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.51
0.06
SYF
SMH

Dividends

SYF vs. SMH - Dividend Comparison

SYF's dividend yield for the trailing twelve months is around 1.94%, more than SMH's 0.51% yield.


TTM20242023202220212020201920182017201620152014
SYF
Synchrony Financial
1.94%1.54%2.51%2.74%1.90%2.54%2.39%3.07%1.45%0.72%0.00%0.00%
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

SYF vs. SMH - Drawdown Comparison

The maximum SYF drawdown since its inception was -66.37%, smaller than the maximum SMH drawdown of -83.29%. Use the drawdown chart below to compare losses from any high point for SYF and SMH. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-26.93%
-24.30%
SYF
SMH

Volatility

SYF vs. SMH - Volatility Comparison

Synchrony Financial (SYF) has a higher volatility of 26.35% compared to VanEck Vectors Semiconductor ETF (SMH) at 23.93%. This indicates that SYF'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.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
26.35%
23.93%
SYF
SMH