PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
TRMR vs. SMH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TRMR and SMH is 0.35, 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.


-0.50.00.51.00.3

Performance

TRMR vs. SMH - Performance Comparison

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

-50.00%0.00%50.00%100.00%SeptemberOctoberNovemberDecember2025February
-72.18%
103.88%
TRMR
SMH

Key characteristics

Returns By Period


TRMR

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

SMH

YTD

1.17%

1M

-2.87%

6M

9.44%

1Y

23.39%

5Y*

28.78%

10Y*

25.92%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

TRMR vs. SMH — Risk-Adjusted Performance Rank

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

TRMR

SMH
The Risk-Adjusted Performance Rank of SMH is 3232
Overall Rank
The Sharpe Ratio Rank of SMH is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of SMH is 2929
Sortino Ratio Rank
The Omega Ratio Rank of SMH is 3030
Omega Ratio Rank
The Calmar Ratio Rank of SMH is 4444
Calmar Ratio Rank
The Martin Ratio Rank of SMH is 2828
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.

TRMR vs. SMH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tremor International Ltd (TRMR) 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.


Sharpe ratio
The chart of Sharpe ratio for TRMR, currently valued at 0.06, compared to the broader market-2.000.002.004.000.060.76
The chart of Sortino ratio for TRMR, currently valued at 0.17, compared to the broader market-4.00-2.000.002.004.000.171.19
The chart of Omega ratio for TRMR, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.15
The chart of Calmar ratio for TRMR, currently valued at 0.01, compared to the broader market0.002.004.006.000.011.12
The chart of Martin ratio for TRMR, currently valued at 0.12, compared to the broader market-30.00-20.00-10.000.0010.0020.0030.000.122.59
TRMR
SMH


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.06
0.76
TRMR
SMH

Dividends

TRMR vs. SMH - Dividend Comparison

TRMR has not paid dividends to shareholders, while SMH's dividend yield for the trailing twelve months is around 0.44%.


TTM20242023202220212020201920182017201620152014
TRMR
Tremor International Ltd
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SMH
VanEck Vectors Semiconductor ETF
0.44%0.44%0.60%1.18%0.51%0.69%1.50%1.88%1.43%0.80%2.14%1.16%

Drawdowns

TRMR vs. SMH - Drawdown Comparison


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-78.76%
-12.51%
TRMR
SMH

Volatility

TRMR vs. SMH - Volatility Comparison

The current volatility for Tremor International Ltd (TRMR) is 0.00%, while VanEck Vectors Semiconductor ETF (SMH) has a volatility of 12.79%. This indicates that TRMR experiences smaller price fluctuations and is considered to be less risky than SMH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February0
12.79%
TRMR
SMH
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab