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TATT vs. SMH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TATT vs. SMH - Performance Comparison

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

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Returns By Period

In the year-to-date period, TATT achieves a -4.12% return, which is significantly lower than SMH's 77.13% return. Over the past 10 years, TATT has underperformed SMH with an annualized return of 20.56%, while SMH has yielded a comparatively higher 37.68% annualized return.


TATT

1D
6.10%
1M
22.48%
YTD
-4.12%
6M
6.49%
1Y
60.71%
3Y*
86.27%
5Y*
49.10%
10Y*
20.56%

SMH

1D
0.90%
1M
25.87%
YTD
77.13%
6M
75.61%
1Y
157.20%
3Y*
64.17%
5Y*
39.21%
10Y*
37.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TATT vs. SMH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TATT
Tat Techno
-4.12%73.91%153.00%91.51%-16.00%39.28%-10.30%-17.89%-41.43%23.44%
SMH
VanEck Semiconductor ETF
77.13%49.17%39.10%73.38%-33.53%42.13%55.53%64.45%-9.05%38.48%

Correlation

The correlation between TATT and SMH is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.41

Correlation (3Y)
Calculated over the trailing 3-year period

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.20

Correlation (10Y)
Calculated over the trailing 10-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Jun 6, 2000

0.13

Over the past year, TATT and SMH have become more correlated (0.41) than their long-term average of 0.13, meaning their price movements have been converging.

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Return for Risk

TATT vs. SMH — Risk / Return Rank

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

TATT
TATT Risk / Return Rank: 6868
Overall Rank
TATT Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
TATT Sortino Ratio Rank: 6767
Sortino Ratio Rank
TATT Omega Ratio Rank: 6767
Omega Ratio Rank
TATT Calmar Ratio Rank: 6666
Calmar Ratio Rank
TATT Martin Ratio Rank: 6868
Martin Ratio Rank

SMH
SMH Risk / Return Rank: 9696
Overall Rank
SMH Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
SMH Sortino Ratio Rank: 9595
Sortino Ratio Rank
SMH Omega Ratio Rank: 9595
Omega Ratio Rank
SMH Calmar Ratio Rank: 9797
Calmar Ratio Rank
SMH Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TATT vs. SMH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tat Techno (TATT) 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.


TATTSMHDifference
Sharpe ratioReturn per unit of total volatility

-4.20

Sortino ratioReturn per unit of downside risk

-3.61

Omega ratioGain probability vs. loss probability

1.21

1.72

-0.51

Calmar ratioReturn relative to maximum drawdown

1.28

10.59

-9.31

Martin ratioReturn relative to average drawdown

3.41

40.63

-37.21

TATT vs. SMH - Sharpe Ratio Comparison

The current TATT Sharpe Ratio is 0.99, which is lower than the SMH Sharpe Ratio of 5.19. The chart below compares the historical Sharpe Ratios of TATT and SMH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


TATTSMHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

5.19

-4.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

1.13

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

1.16

-0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.34

-0.26

Drawdowns

TATT vs. SMH - Drawdown Comparison

The maximum TATT drawdown since its inception was -97.07%, which is greater than SMH's maximum drawdown of -84.96%. Use the drawdown chart below to compare losses from any high point for TATT and SMH.


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Drawdown Indicators


TATTSMHDifference

Max Drawdown

Largest peak-to-trough decline

-97.07%

-84.96%

-12.11%

Max Drawdown (1Y)

Largest decline over 1 year

-47.50%

-14.93%

-32.57%

Max Drawdown (3Y)

Largest decline over 3 years

-47.50%

-35.74%

-11.76%

Max Drawdown (5Y)

Largest decline over 5 years

-47.50%

-45.30%

-2.20%

Max Drawdown (10Y)

Largest decline over 10 years

-75.11%

-45.30%

-29.81%

Current Drawdown

Current decline from peak

-29.92%

0.00%

-29.92%

Average Drawdown

Average peak-to-trough decline

-66.05%

-41.09%

-24.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.83%

3.89%

+13.94%

Volatility

TATT vs. SMH - Volatility Comparison

Tat Techno (TATT) has a higher volatility of 25.05% compared to VanEck Semiconductor ETF (SMH) at 11.47%. This indicates that TATT'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


TATTSMHDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.05%

11.47%

+13.58%

Volatility (6M)

Calculated over the trailing 6-month period

48.04%

24.29%

+23.75%

Volatility (1Y)

Calculated over the trailing 1-year period

61.66%

30.56%

+31.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.89%

35.01%

+17.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.52%

32.57%

+16.95%

Dividends

TATT vs. SMH - Dividend Comparison

TATT has not paid dividends to shareholders, while SMH's dividend yield for the trailing twelve months is around 0.17%.


PositionTTM20252024202320222021202020192018201720162015
SMH
VanEck Semiconductor ETF
0.17%0.31%0.44%0.60%1.18%0.51%0.69%1.50%1.88%1.43%0.80%2.14%
TATT
Tat Techno
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%3.24%3.88%0.00%

Frequently Asked Questions


TATT and SMH have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TATT has higher volatility (25.05%) compared to SMH (11.47%). In terms of maximum drawdown, TATT dropped -97.07% vs SMH's -84.96%.

SMH currently has the higher Sharpe Ratio (5.19 vs 0.99), 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.

Portfolio Optimizer

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