ABT vs. SOXQ

Last updated Jul 17, 2026

ABT (Abbott Laboratories) is a stock, while SOXQ (Invesco PHLX Semiconductor ETF) is Semiconductors fund tracking the PHLX Semiconductor Sector Index. Over the past 5 years, ABT returned -1.51%/yr vs 31.52%/yr for SOXQ. At a 0.16 correlation, their price movements are largely independent.

Performance

ABT vs. SOXQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Abbott Laboratories (ABT) and Invesco PHLX Semiconductor ETF (SOXQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ABT achieves a -19.65% return, which is significantly lower than SOXQ's 67.78% return.

ABT

• 1D: 10.71%
• 1M: 9.84%
• 6M: -18.92%
• YTD: -19.65%
• 1Y: -23.25%
• 3Y*: -0.56%
• 5Y*: -1.51%
• 10Y*: 10.98%

SOXQ

• 1D: -4.27%
• 1M: -10.66%
• 6M: 51.71%
• YTD: 67.78%
• 1Y: 109.28%
• 3Y*: 46.67%
• 5Y*: 31.52%
• 10Y*: —

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

ABT vs. SOXQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
ABT Abbott Laboratories	-19.65%	12.87%	4.81%	2.26%	-20.68%	28.75%
SOXQ Invesco PHLX Semiconductor ETF	67.78%	43.11%	20.16%	66.74%	-35.59%	25.19%

Correlation

The correlation between ABT and SOXQ is -0.20, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.20
Correlation (3Y) Calculated over the trailing 3-year period	-0.05
Correlation (5Y) Calculated over the trailing 5-year period	0.16
Correlation (All Time) Calculated using the full available price history since Jun 11, 2021	0.16

The correlation between ABT and SOXQ shifts across timeframes, from -0.20 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.

Return for Risk

ABT vs. SOXQ — Risk / Return Rank

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

ABT

ABT Risk / Return Rank: 14
ABT Sharpe Ratio Rank: 9
ABT Sortino Ratio Rank: 11
ABT Omega Ratio Rank: 11
ABT Calmar Ratio Rank: 22
ABT Martin Ratio Rank: 16

SOXQ

SOXQ Risk / Return Rank: 89
SOXQ Sharpe Ratio Rank: 93
SOXQ Sortino Ratio Rank: 81
SOXQ Omega Ratio Rank: 84
SOXQ Calmar Ratio Rank: 95
SOXQ Martin Ratio Rank: 94

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.

ABT vs. SOXQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Abbott Laboratories (ABT) and Invesco PHLX Semiconductor ETF (SOXQ). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	ABT	SOXQ	Difference
Sharpe ratio: Return per unit of total volatility	-0.85	2.64	-3.49
Sortino ratio: Return per unit of downside risk	-1.11	2.90	-4.01
Omega ratio: Gain probability vs. loss probability	0.86	1.40	-0.54
Calmar ratio: Return relative to maximum drawdown	-0.60	5.83	-6.43
Martin ratio: Return relative to average drawdown	-1.19	20.69	-21.87

ABT vs. SOXQ - Sharpe Ratio Comparison

The current ABT Sharpe Ratio is -0.85, which is lower than the SOXQ Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of ABT and SOXQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ABT vs. SOXQ - Drawdown Comparison

The maximum ABT drawdown since its inception was -45.66%, roughly equal to the maximum SOXQ drawdown of -46.01%. Use the drawdown chart below to compare losses from any high point for ABT and SOXQ.

Drawdown Indicators

	ABT	SOXQ	Difference
Max Drawdown Largest peak-to-trough decline	-45.66%	-46.01%	+0.35%
Max Drawdown (1Y) Largest decline over 1 year	-38.61%	-18.86%	-19.75%
Max Drawdown (3Y) Largest decline over 3 years	-39.64%	-39.36%	-0.28%
Max Drawdown (5Y) Largest decline over 5 years	-39.64%	-46.01%	+6.37%
Max Drawdown (10Y) Largest decline over 10 years	-39.64%	—	—
Current Drawdown Current decline from peak	-27.23%	-18.86%	-8.37%
Average Drawdown Average peak-to-trough decline	-10.89%	-12.85%	+1.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	19.63%	5.30%	+14.33%

Volatility

ABT vs. SOXQ - Volatility Comparison

The current volatility for Abbott Laboratories (ABT) is 13.23%, while Invesco PHLX Semiconductor ETF (SOXQ) has a volatility of 19.92%. This indicates that ABT experiences smaller price fluctuations and is considered to be less risky than SOXQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ABT	SOXQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.23%	19.92%	-6.69%
Volatility (6M) Calculated over the trailing 6-month period	23.19%	35.76%	-12.57%
Volatility (1Y) Calculated over the trailing 1-year period	27.54%	41.59%	-14.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.81%	37.91%	-15.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.92%	37.65%	-13.73%

Dividends

ABT vs. SOXQ - Dividend Comparison

ABT's dividend yield for the trailing twelve months is around 2.51%, more than SOXQ's 0.30% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ABT Abbott Laboratories	2.51%	1.88%	1.95%	1.85%	1.71%	1.28%	1.32%	1.47%	1.55%	1.86%	2.71%	2.14%
SOXQ Invesco PHLX Semiconductor ETF	0.30%	0.50%	0.68%	0.87%	1.36%	0.72%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both ABT and SOXQ in my portfolio?

ABT and SOXQ have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ABT or SOXQ?

SOXQ has higher volatility (19.92%) compared to ABT (13.23%). In terms of maximum drawdown, ABT dropped -45.66% vs SOXQ's -46.01%.

Which has better risk-adjusted returns?

SOXQ currently has the higher Sharpe Ratio (2.64 vs -0.85), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.