^SOX vs. ^IXIC

Last updated Apr 2, 2026

Compare and contrast key facts about PHLX Semiconductor Index (^SOX) and NASDAQ Composite (^IXIC).

Performance

^SOX vs. ^IXIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PHLX Semiconductor Index (^SOX) and NASDAQ Composite (^IXIC). The values are adjusted to include any dividend payments, if applicable.

^SOX vs. ^IXIC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^SOX PHLX Semiconductor Index	10.15%	42.23%	19.27%	64.90%	-35.83%	41.16%	51.14%	60.12%	-7.81%	38.23%
^IXIC NASDAQ Composite	-6.03%	20.36%	28.64%	43.42%	-33.10%	21.39%	43.64%	35.23%	-3.88%	28.24%

Returns By Period

In the year-to-date period, ^SOX achieves a 10.15% return, which is significantly higher than ^IXIC's -6.03% return. Over the past 10 years, ^SOX has outperformed ^IXIC with an annualized return of 27.61%, while ^IXIC has yielded a comparatively lower 16.09% annualized return.

^SOX

• 1D: 2.82%
• 1M: -4.12%
• YTD: 10.15%
• 6M: 20.03%
• 1Y: 82.19%
• 3Y*: 34.16%
• 5Y*: 19.22%
• 10Y*: 27.61%

^IXIC

• 1D: 1.16%
• 1M: -3.99%
• YTD: -6.03%
• 6M: -4.02%
• 1Y: 25.16%
• 3Y*: 21.35%
• 5Y*: 10.13%
• 10Y*: 16.09%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

^SOX vs. ^IXIC — Risk / Return Rank

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

^SOX

^SOX Risk / Return Rank: 96
^SOX Sharpe Ratio Rank: 95
^SOX Sortino Ratio Rank: 95
^SOX Omega Ratio Rank: 94
^SOX Calmar Ratio Rank: 97
^SOX Martin Ratio Rank: 97

^IXIC

^IXIC Risk / Return Rank: 78
^IXIC Sharpe Ratio Rank: 73
^IXIC Sortino Ratio Rank: 78
^IXIC Omega Ratio Rank: 76
^IXIC Calmar Ratio Rank: 82
^IXIC Martin Ratio Rank: 80

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.

^SOX vs. ^IXIC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PHLX Semiconductor Index (^SOX) and NASDAQ Composite (^IXIC). 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.

	^SOX	^IXIC	Difference
Sharpe ratio Return per unit of total volatility	2.05	1.08	+0.97
Sortino ratio Return per unit of downside risk	2.65	1.68	+0.97
Omega ratio Gain probability vs. loss probability	1.38	1.24	+0.14
Calmar ratio Return relative to maximum drawdown	4.72	1.98	+2.74
Martin ratio Return relative to average drawdown	17.25	7.07	+10.18
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^SOX vs. ^IXIC - Sharpe Ratio Comparison

The current ^SOX Sharpe Ratio is 2.05, which is higher than the ^IXIC Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of ^SOX and ^IXIC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	^SOX	^IXIC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.05	1.08	+0.97
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.54	0.45	+0.08
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.83	0.73	+0.09
Sharpe Ratio (All Time) Calculated using the full available price history	0.37	0.51	-0.14

Correlation

The correlation between ^SOX and ^IXIC is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Drawdowns

^SOX vs. ^IXIC - Drawdown Comparison

The maximum ^SOX drawdown since its inception was -87.15%, which is greater than ^IXIC's maximum drawdown of -77.93%. Use the drawdown chart below to compare losses from any high point for ^SOX and ^IXIC.

Drawdown Indicators

	^SOX	^IXIC	Difference
Max Drawdown Largest peak-to-trough decline	-87.15%	-77.93%	-9.22%
Max Drawdown (1Y) Largest decline over 1 year	-17.54%	-13.26%	-4.28%
Max Drawdown (5Y) Largest decline over 5 years	-46.47%	-36.40%	-10.07%
Max Drawdown (10Y) Largest decline over 10 years	-46.47%	-36.40%	-10.07%
Current Drawdown Current decline from peak	-7.86%	-8.84%	+0.98%
Average Drawdown Average peak-to-trough decline	-39.68%	-21.46%	-18.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.79%	3.71%	+1.08%

Volatility

^SOX vs. ^IXIC - Volatility Comparison

PHLX Semiconductor Index (^SOX) has a higher volatility of 12.76% compared to NASDAQ Composite (^IXIC) at 7.06%. This indicates that ^SOX's price experiences larger fluctuations and is considered to be riskier than ^IXIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	^SOX	^IXIC	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.76%	7.06%	+5.70%
Volatility (6M) Calculated over the trailing 6-month period	26.48%	13.09%	+13.39%
Volatility (1Y) Calculated over the trailing 1-year period	40.29%	23.33%	+16.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.89%	22.44%	+13.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.48%	21.97%	+11.51%