TOELY vs. SMH
Compare and contrast key facts about Tokyo Electron ADR (TOELY) 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: TOELY or SMH.
Performance
TOELY vs. SMH - Performance Comparison
Returns By Period
In the year-to-date period, TOELY achieves a -19.97% return, which is significantly lower than SMH's 40.73% return. Over the past 10 years, TOELY has underperformed SMH with an annualized return of 25.31%, while SMH has yielded a comparatively higher 28.10% annualized return.
TOELY
-19.97%
-6.63%
-38.66%
-11.87%
18.27%
25.31%
SMH
40.73%
-2.22%
2.62%
52.72%
33.43%
28.10%
Key characteristics
| TOELY | SMH | |
|---|---|---|
| Sharpe Ratio | -0.23 | 1.52 |
| Sortino Ratio | 0.01 | 2.03 |
| Omega Ratio | 1.00 | 1.27 |
| Calmar Ratio | -0.24 | 2.11 |
| Martin Ratio | -0.49 | 5.65 |
| Ulcer Index | 23.86% | 9.27% |
| Daily Std Dev | 50.90% | 34.43% |
| Max Drawdown | -57.97% | -95.73% |
| Current Drawdown | -46.91% | -12.50% |
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Correlation
The correlation between TOELY and SMH is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
TOELY vs. SMH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Tokyo Electron ADR (TOELY) 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
TOELY vs. SMH - Dividend Comparison
TOELY has not paid dividends to shareholders, while SMH's dividend yield for the trailing twelve months is around 0.42%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TOELY Tokyo Electron ADR | 0.00% | 1.72% | 4.12% | 1.98% | 2.67% | 3.69% | 8.98% | 3.74% | 3.42% | 3.85% | 1.86% | 1.37% |
SMH VanEck Vectors Semiconductor ETF | 0.42% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
Drawdowns
TOELY vs. SMH - Drawdown Comparison
The maximum TOELY drawdown since its inception was -57.97%, smaller than the maximum SMH drawdown of -95.73%. Use the drawdown chart below to compare losses from any high point for TOELY and SMH. For additional features, visit the drawdowns tool.
Volatility
TOELY vs. SMH - Volatility Comparison
Tokyo Electron ADR (TOELY) has a higher volatility of 11.38% compared to VanEck Vectors Semiconductor ETF (SMH) at 8.43%. This indicates that TOELY'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.