SYF vs. SMH
Compare and contrast key facts about Synchrony Financial (SYF) 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: SYF or SMH.
Key characteristics
| SYF | SMH | |
|---|---|---|
| YTD Return | 74.33% | 44.03% |
| 1Y Return | 125.99% | 62.09% |
| 3Y Return (Ann) | 11.94% | 20.37% |
| 5Y Return (Ann) | 15.20% | 33.67% |
| 10Y Return (Ann) | 10.71% | 28.85% |
| Sharpe Ratio | 3.50 | 1.78 |
| Sortino Ratio | 4.59 | 2.29 |
| Omega Ratio | 1.56 | 1.30 |
| Calmar Ratio | 3.02 | 2.46 |
| Martin Ratio | 26.17 | 6.77 |
| Ulcer Index | 4.78% | 9.02% |
| Daily Std Dev | 35.77% | 34.35% |
| Max Drawdown | -66.37% | -95.73% |
| Current Drawdown | -3.54% | -10.46% |
Correlation
The correlation between SYF and SMH is 0.41, 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.
Performance
SYF vs. SMH - Performance Comparison
In the year-to-date period, SYF achieves a 74.33% return, which is significantly higher than SMH's 44.03% return. Over the past 10 years, SYF has underperformed SMH with an annualized return of 10.71%, while SMH has yielded a comparatively higher 28.85% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
SYF vs. SMH - Dividend Comparison
SYF's dividend yield for the trailing twelve months is around 1.54%, more than SMH's 0.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SYF Synchrony Financial | 1.54% | 2.51% | 2.74% | 1.90% | 2.54% | 2.39% | 3.07% | 1.45% | 0.72% | 0.00% | 0.00% | 0.00% |
SMH VanEck Vectors Semiconductor ETF | 0.41% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
Drawdowns
SYF vs. SMH - Drawdown Comparison
The maximum SYF drawdown since its inception was -66.37%, smaller than the maximum SMH drawdown of -95.73%. Use the drawdown chart below to compare losses from any high point for SYF and SMH. For additional features, visit the drawdowns tool.
Volatility
SYF vs. SMH - Volatility Comparison
Synchrony Financial (SYF) has a higher volatility of 19.80% compared to VanEck Vectors Semiconductor ETF (SMH) at 9.39%. 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.