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VNET vs. SMHX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VNET vs. SMHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in 21Vianet Group, Inc. (VNET) and VanEck Fabless Semiconductor ETF (SMHX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VNET achieves a 14.78% return, which is significantly lower than SMHX's 74.81% return.


VNET

1D
-6.00%
1M
14.50%
YTD
14.78%
6M
9.72%
1Y
66.84%
3Y*
49.95%
5Y*
-13.80%
10Y*
-3.38%

SMHX

1D
-2.03%
1M
27.33%
YTD
74.81%
6M
68.22%
1Y
131.85%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VNET vs. SMHX - Yearly Performance Comparison


2026 (YTD)20252024
VNET
21Vianet Group, Inc.
14.78%78.48%100.85%
SMHX
VanEck Fabless Semiconductor ETF
74.81%30.00%17.76%

Correlation

The correlation between VNET and SMHX is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.37

Correlation (All Time)
Calculated using the full available price history since Aug 29, 2024

0.29

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Return for Risk

VNET vs. SMHX — Risk / Return Rank

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

VNET
VNET Risk / Return Rank: 6868
Overall Rank
VNET Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
VNET Sortino Ratio Rank: 7171
Sortino Ratio Rank
VNET Omega Ratio Rank: 6666
Omega Ratio Rank
VNET Calmar Ratio Rank: 7070
Calmar Ratio Rank
VNET Martin Ratio Rank: 6767
Martin Ratio Rank

SMHX
SMHX Risk / Return Rank: 9292
Overall Rank
SMHX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
SMHX Sortino Ratio Rank: 9191
Sortino Ratio Rank
SMHX Omega Ratio Rank: 8989
Omega Ratio Rank
SMHX Calmar Ratio Rank: 9595
Calmar Ratio Rank
SMHX Martin Ratio Rank: 9191
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.

VNET vs. SMHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for 21Vianet Group, Inc. (VNET) and VanEck Fabless Semiconductor ETF (SMHX). 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.


VNETSMHXDifference
Sharpe ratioReturn per unit of total volatility

-3.22

Sortino ratioReturn per unit of downside risk

-2.55

Omega ratioGain probability vs. loss probability

1.20

1.56

-0.37

Calmar ratioReturn relative to maximum drawdown

1.55

7.78

-6.23

Martin ratioReturn relative to average drawdown

3.20

21.87

-18.67

VNET vs. SMHX - Sharpe Ratio Comparison

The current VNET Sharpe Ratio is 0.84, which is lower than the SMHX Sharpe Ratio of 4.06. The chart below compares the historical Sharpe Ratios of VNET and SMHX, 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


VNETSMHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

4.06

-3.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.06

1.89

-1.94

Drawdowns

VNET vs. SMHX - Drawdown Comparison

The maximum VNET drawdown since its inception was -96.67%, which is greater than SMHX's maximum drawdown of -38.53%. Use the drawdown chart below to compare losses from any high point for VNET and SMHX.


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Drawdown Indicators


VNETSMHXDifference

Max Drawdown

Largest peak-to-trough decline

-96.67%

-38.53%

-58.14%

Max Drawdown (1Y)

Largest decline over 1 year

-43.41%

-17.06%

-26.35%

Max Drawdown (3Y)

Largest decline over 3 years

-67.71%

Max Drawdown (5Y)

Largest decline over 5 years

-94.29%

Max Drawdown (10Y)

Largest decline over 10 years

-96.67%

Current Drawdown

Current decline from peak

-77.21%

-2.03%

-75.18%

Average Drawdown

Average peak-to-trough decline

-60.75%

-7.32%

-53.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.98%

6.05%

+14.93%

Volatility

VNET vs. SMHX - Volatility Comparison

21Vianet Group, Inc. (VNET) has a higher volatility of 29.96% compared to VanEck Fabless Semiconductor ETF (SMHX) at 12.19%. This indicates that VNET's price experiences larger fluctuations and is considered to be riskier than SMHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VNETSMHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.96%

12.19%

+17.77%

Volatility (6M)

Calculated over the trailing 6-month period

54.05%

25.18%

+28.87%

Volatility (1Y)

Calculated over the trailing 1-year period

80.53%

32.71%

+47.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

95.65%

39.96%

+55.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

81.46%

39.96%

+41.50%

Dividends

VNET vs. SMHX - Dividend Comparison

VNET has not paid dividends to shareholders, while SMHX's dividend yield for the trailing twelve months is around 0.01%.


PositionTTM20252024
SMHX
VanEck Fabless Semiconductor ETF
0.01%0.02%0.04%
VNET
21Vianet Group, Inc.
0.00%0.00%0.00%

Frequently Asked Questions


VNET and SMHX have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VNET has higher volatility (29.96%) compared to SMHX (12.19%). In terms of maximum drawdown, VNET dropped -96.67% vs SMHX's -38.53%.

SMHX currently has the higher Sharpe Ratio (4.06 vs 0.84), 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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