TATT vs. SMH
TATT (Tat Techno) is a stock, while SMH (VanEck Semiconductor ETF) is Semiconductors fund tracking the MVIS US Listed Semiconductor 25 Index. Over the past 10 years, TATT returned 20.56%/yr vs 37.68%/yr for SMH. At a 0.13 correlation, their price movements are largely independent.
Performance
TATT vs. SMH - Performance Comparison
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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%
TATT vs. SMH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
TATT
SMH
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.
| TATT | SMH | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TATT | SMH | Difference | |
|---|---|---|---|
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
| TATT | SMH | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -29.92% | 0.00% | -29.92% |
Average DrawdownAverage peak-to-trough decline | -66.05% | -41.09% | -24.96% |
Ulcer IndexDepth 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
| TATT | SMH | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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