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PHLX Semiconductor Index (^SOX)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in PHLX Semiconductor Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%3,500.00%4,000.00%4,500.00%December2025FebruaryMarchAprilMay
3,622.28%
1,153.86%
^SOX (PHLX Semiconductor Index)
Benchmark (^GSPC)

Returns By Period

PHLX Semiconductor Index (^SOX) returned -11.03% year-to-date (YTD) and -7.51% over the past 12 months. Over the past 10 years, ^SOX delivered an annualized return of 20.16%, outperforming the S&P 500 benchmark at 10.43%.


^SOX

YTD

-11.03%

1M

24.35%

6M

-16.94%

1Y

-7.51%

5Y*

19.91%

10Y*

20.16%

^GSPC (Benchmark)

YTD

-3.70%

1M

13.67%

6M

-5.18%

1Y

9.18%

5Y*

14.14%

10Y*

10.43%

*Annualized

Monthly Returns

The table below presents the monthly returns of ^SOX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.72%-4.97%-10.41%-0.94%4.74%-11.03%
20242.05%10.94%3.77%-4.73%9.63%6.81%-4.37%-1.42%0.28%-4.37%-0.41%1.08%19.27%
202315.39%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%-0.01%-14.85%6.13%-17.50%16.07%-9.76%-13.85%3.37%18.55%-10.43%-35.83%
20213.28%6.25%1.87%-0.51%2.50%4.98%0.33%1.82%-4.67%5.93%11.07%2.95%41.16%
2020-3.23%-4.72%-11.43%14.60%7.01%7.77%7.01%5.80%-0.72%0.09%18.58%4.96%51.14%
201910.12%6.14%3.36%11.52%-16.71%12.56%5.72%-2.43%3.58%5.93%3.97%7.74%60.11%
20188.66%0.04%-2.43%-6.36%10.82%-4.74%4.10%2.46%-2.46%-12.03%3.10%-6.81%-7.81%
20174.17%2.66%4.33%-0.58%8.54%-5.18%4.86%2.68%5.15%8.87%-0.24%-1.53%38.22%
2016-7.51%1.37%8.81%-4.67%8.38%-1.10%10.86%4.53%4.25%-1.45%6.80%3.07%36.62%
2015-4.92%9.42%-2.67%-1.32%8.61%-8.71%-5.03%-5.46%-1.36%9.92%2.20%-2.01%-3.41%
2014-1.08%6.54%4.06%-1.82%4.10%6.05%-4.47%6.21%-1.04%0.38%6.99%0.18%28.39%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^SOX is 17, meaning it’s performing worse than 83% of other indices on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ^SOX is 1717
Overall Rank
The Sharpe Ratio Rank of ^SOX is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SOX is 2121
Sortino Ratio Rank
The Omega Ratio Rank of ^SOX is 2020
Omega Ratio Rank
The Calmar Ratio Rank of ^SOX is 99
Calmar Ratio Rank
The Martin Ratio Rank of ^SOX is 1515
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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for PHLX Semiconductor Index (^SOX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The current PHLX Semiconductor Index Sharpe ratio is -0.17. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of PHLX Semiconductor Index with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.17
0.48
^SOX (PHLX Semiconductor Index)
Benchmark (^GSPC)

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.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-24.97%
-7.82%
^SOX (PHLX Semiconductor Index)
Benchmark (^GSPC)

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 24.97%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-87.15%Mar 13, 20002188Nov 20, 20082266Nov 21, 20174454
-52.95%Aug 21, 1997286Oct 8, 199870Jan 20, 1999356
-52.32%Sep 12, 1995220Jul 24, 1996196May 2, 1997416
-46.47%Dec 28, 2021202Oct 14, 2022293Dec 14, 2023495
-39.66%Jul 11, 2024197Apr 8, 2025

Volatility

Volatility Chart

The current PHLX Semiconductor Index volatility is 21.50%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%December2025FebruaryMarchAprilMay
21.50%
11.21%
^SOX (PHLX Semiconductor Index)
Benchmark (^GSPC)