PHLX Semiconductor Index (^SOX)
Share Price Chart
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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.
Returns By Period
PHLX Semiconductor Index had a return of -6.40% year-to-date (YTD) and -4.71% in the last 12 months. Over the past 10 years, PHLX Semiconductor Index had an annualized return of 20.92%, outperforming the S&P 500 benchmark which had an annualized return of 10.89%.
^SOX
-6.40%
-9.25%
-8.45%
-4.71%
24.10%
20.92%
^GSPC (Benchmark)
-1.78%
-3.93%
0.76%
10.70%
17.12%
10.89%
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.72% | -4.97% | -6.40% | ||||||||||
| 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% | -0.01% | -14.85% | 6.13% | -17.50% | 16.07% | -9.76% | -13.85% | 3.37% | 18.55% | -10.43% | -35.83% |
| 2021 | 3.28% | 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% |
| 2019 | 10.12% | 6.14% | 3.36% | 11.52% | -16.71% | 12.56% | 5.72% | -2.43% | 3.58% | 5.93% | 3.97% | 7.74% | 60.11% |
| 2018 | 8.66% | 0.04% | -2.43% | -6.36% | 10.82% | -4.74% | 4.10% | 2.46% | -2.46% | -12.03% | 3.10% | -6.81% | -7.81% |
| 2017 | 4.17% | 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.
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.
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.
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 21.05%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -87.15% | Mar 13, 2000 | 2188 | Nov 20, 2008 | 2266 | Nov 21, 2017 | 4454 |
| -52.95% | Aug 21, 1997 | 286 | Oct 8, 1998 | 70 | Jan 20, 1999 | 356 |
| -52.32% | Sep 12, 1995 | 220 | Jul 24, 1996 | 196 | May 2, 1997 | 416 |
| -46.47% | Dec 28, 2021 | 202 | Oct 14, 2022 | 293 | Dec 14, 2023 | 495 |
| -34.99% | Feb 20, 2020 | 20 | Mar 18, 2020 | 55 | Jun 5, 2020 | 75 |
Volatility
Volatility Chart
The current PHLX Semiconductor Index volatility is 12.58%, 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.