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

Correlation

The correlation between WRK and SMH is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

WRK vs. SMH - Performance Comparison

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

-20.00%-15.00%-10.00%-5.00%0.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
2.59%
-4.79%
WRK
SMH

Key characteristics

Returns By Period


WRK

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

SMH

YTD

42.52%

1M

1.88%

6M

-2.56%

1Y

43.83%

5Y*

29.94%

10Y*

27.69%

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

WRK vs. SMH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WestRock Company (WRK) 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 WRK, currently valued at 1.29, compared to the broader market-4.00-2.000.002.001.291.26
The chart of Sortino ratio for WRK, currently valued at 2.39, compared to the broader market-4.00-2.000.002.004.002.391.77
The chart of Omega ratio for WRK, currently valued at 1.36, compared to the broader market0.501.001.502.001.361.23
The chart of Calmar ratio for WRK, currently valued at 0.72, compared to the broader market0.002.004.006.000.721.77
The chart of Martin ratio for WRK, currently valued at 4.87, compared to the broader market-5.000.005.0010.0015.0020.0025.004.874.40
WRK
SMH


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.29
1.26
WRK
SMH

Dividends

WRK vs. SMH - Dividend Comparison

Neither WRK nor SMH has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
WRK
WestRock Company
1.17%2.72%2.92%2.10%2.45%4.26%4.62%2.58%3.00%2.64%1.17%1.81%
SMH
VanEck Vectors Semiconductor ETF
0.00%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%

Drawdowns

WRK vs. SMH - Drawdown Comparison


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.39%
-11.39%
WRK
SMH

Volatility

WRK vs. SMH - Volatility Comparison

The current volatility for WestRock Company (WRK) is 0.00%, while VanEck Vectors Semiconductor ETF (SMH) has a volatility of 8.15%. This indicates that WRK 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%JulyAugustSeptemberOctoberNovemberDecember0
8.15%
WRK
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 © 2024 PortfoliosLab