Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
^SOX Performance Chart
PHLX Semiconductor Index (^SOX) is up 78.7% since the beginning of the year. ^SOX is currently trading at $12,658 per share. Investors who bought $1,000 worth of ^SOX shares 5 years ago would now be looking at an investment worth $3,961.
Loading charts...
Returns By Period
PHLX Semiconductor Index (^SOX) has returned 78.70% so far this year and 146.42% over the past 12 months. Looking at the last ten years, ^SOX has achieved an annualized return of 33.59%, outperforming the S&P 500 Index benchmark, which averaged 13.42% per year.
PHLX Semiconductor Index
- 1D
- -1.93%
- 1M
- 7.49%
- YTD
- 78.70%
- 6M
- 71.69%
- 1Y
- 146.42%
- 3Y*
- 53.13%
- 5Y*
- 31.69%
- 10Y*
- 33.59%
Benchmark (S&P 500 Index)
- 1D
- -0.26%
- 1M
- -0.17%
- YTD
- 7.91%
- 6M
- 7.98%
- 1Y
- 22.99%
- 3Y*
- 19.77%
- 5Y*
- 11.75%
- 10Y*
- 13.42%
^SOX Monthly Returns History
Based on dividend-adjusted daily data since May 4, 1994, ^SOX's average daily return is +0.09%, while the average monthly return is +1.71%. At this rate, an investment would double in approximately 3.4 years.
Historically, 56% of months were positive and 44% were negative. The best month was Feb 2000 with a return of +50.4%, while the worst month was Sep 2001 at -33.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 8 months.
On a daily basis, ^SOX closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +18.7%, while the worst single day was Mar 16, 2020 at -15.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 12.92% | 1.25% | -6.30% | 38.42% | 22.14% | -1.34% | 78.70% | ||||||
| 2025 | 0.72% | -4.97% | -10.41% | -0.94% | 12.48% | 16.57% | 1.11% | 1.09% | 12.36% | 13.48% | -2.82% | 0.83% | 42.23% |
| 2024 | 2.05% | 10.94% | 3.77% | -4.73% | 9.63% | 6.81% | -4.37% | -1.42% | 0.28% | -4.37% | -0.41% | 1.08% | 19.27% |
| 2023 | 15.39% | 1.25% | 9.21% | -7.30% | 15.30% | 6.37% | 5.13% | -4.94% | -6.45% | -6.36% | 15.82% | 12.11% | 64.90% |
| 2022 | -11.73% | -1.54% | -0.02% | -14.85% | 6.13% | -17.51% | 16.07% | -9.77% | -13.85% | 3.37% | 18.55% | -10.43% | -35.83% |
| 2021 | 3.28% | 6.25% | 1.87% | -0.51% | 2.50% | 4.98% | 0.34% | 1.82% | -4.67% | 5.93% | 11.07% | 2.95% | 41.16% |
Benchmark Metrics
PHLX Semiconductor Index has an annualized alpha of 6.67%, beta of 1.45, and R2 of 0.51 versus S&P 500 Index. Calculated based on daily prices since May 04, 1994.
- This index captured 187.00% of S&P 500 Index gains and 142.39% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- This index generated an annualized alpha of 6.67% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 6.67%
- Beta
- 1.45
- R²
- 0.51
- Upside Capture
- 187.00%
- Downside Capture
- 142.39%
Return for Risk
Risk / Return Rank
^SOX ranks 97 for risk / return — in the top 97% of indices on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for PHLX Semiconductor Index (^SOX) and compare them to S&P 500 Index.
| ^SOX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.19 | ||
| Sortino ratioReturn per unit of downside risk | +1.52 | ||
| Omega ratioGain probability vs. loss probability | 1.58 | 1.35 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 9.41 | 2.54 | +6.87 |
| Martin ratioReturn relative to average drawdown | 34.91 | 11.58 | +23.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the PHLX Semiconductor Index. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the PHLX Semiconductor Index was 87.15%, occurring on Nov 20, 2008. Recovery took 2266 trading sessions.
The current PHLX Semiconductor Index drawdown is 9.05%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -87.15%Nov 2008 | 8y 8mo | 9y 3d | 17y 8moMar 2000 - Nov 2017 |
1998 bear market1998 | -52.95%Oct 1998 | 1y 1mo | 3mo 14d | 1y 5moAug 1997 - Jan 1999 |
1996 bear market1996 | -52.33%Jul 1996 | 10mo 16d | 9mo 12d | 1y 7moSep 1995 - May 1997 |
Bear market2022 | -46.47%Oct 2022 | 9mo 20d | 1y 2mo | 1y 11moDec 2021 - Dec 2023 |
2025 selloff2025 | -39.66%Apr 2025 | 9mo 1d | 5mo 5d | 1y 2moJul 2024 - Sep 2025 |
Drawdown Indicators
| ^SOX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.15% | -56.78% | -30.37% |
Max Drawdown (1Y)Largest decline over 1 year | -15.65% | -9.10% | -6.55% |
Max Drawdown (3Y)Largest decline over 3 years | -39.66% | -18.90% | -20.76% |
Max Drawdown (5Y)Largest decline over 5 years | -46.47% | -25.43% | -21.04% |
Max Drawdown (10Y)Largest decline over 10 years | -46.47% | -33.92% | -12.55% |
Current DrawdownCurrent decline from peak | -9.05% | -2.93% | -6.12% |
Average DrawdownAverage peak-to-trough decline | -39.46% | -10.72% | -28.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.21% | 1.99% | +2.22% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with ^SOX
Add PHLX Semiconductor Index to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with ^SOX