VLN vs. SPHD

In the year-to-date period, VLN achieves a -13.85% return, which is significantly lower than SPHD's -0.25% return.

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This table presents a comparison of risk-adjusted performance metrics for Valens Semiconductor Ltd. (VLN) and Invesco S&P 500® High Dividend Low Volatility ETF (SPHD). 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.

The current VLN Sharpe Ratio is -0.24, which is lower than the SPHD Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of VLN and SPHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

VLN has not paid dividends to shareholders, while SPHD's dividend yield for the trailing twelve months is around 3.45%.

The maximum VLN drawdown since its inception was -84.44%, which is greater than SPHD's maximum drawdown of -41.39%. Use the drawdown chart below to compare losses from any high point for VLN and SPHD.

Valens Semiconductor Ltd. (VLN) has a higher volatility of 18.37% compared to Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) at 4.31%. This indicates that VLN's price experiences larger fluctuations and is considered to be riskier than SPHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.