ABT vs. SOXQ
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 -2.30%/yr vs 34.04%/yr for SOXQ. At a 0.18 correlation, their price movements are largely independent.
Performance
ABT vs. SOXQ - Performance Comparison
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Returns By Period
In the year-to-date period, ABT achieves a -26.92% return, which is significantly lower than SOXQ's 90.62% return.
ABT
- 1D
- 3.07%
- 1M
- 3.57%
- YTD
- -26.92%
- 6M
- -26.48%
- 1Y
- -30.68%
- 3Y*
- -3.82%
- 5Y*
- -2.30%
- 10Y*
- 11.16%
SOXQ
- 1D
- -7.82%
- 1M
- 10.55%
- YTD
- 90.62%
- 6M
- 87.99%
- 1Y
- 158.27%
- 3Y*
- 57.61%
- 5Y*
- 34.04%
- 10Y*
- —
ABT vs. SOXQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ABT Abbott Laboratories | -26.92% | 12.87% | 4.81% | 2.26% | -20.68% | 28.75% |
SOXQ Invesco PHLX Semiconductor ETF | 90.62% | 43.11% | 20.16% | 66.74% | -35.59% | 25.19% |
Correlation
The correlation between ABT and SOXQ is -0.15, 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 | -0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Jun 11, 2021 | 0.18 |
The correlation between ABT and SOXQ shifts across timeframes, from -0.15 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ABT vs. SOXQ — Risk / Return Rank
ABT
SOXQ
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 ratioReturn per unit of total volatility | -5.34 | ||
| Sortino ratioReturn per unit of downside risk | -5.69 | ||
| Omega ratioGain probability vs. loss probability | 0.78 | 1.58 | -0.80 |
| Calmar ratioReturn relative to maximum drawdown | -0.79 | 10.22 | -11.01 |
| Martin ratioReturn relative to average drawdown | -1.66 | 36.68 | -38.34 |
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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.
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Drawdown Indicators
| ABT | SOXQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.66% | -46.01% | +0.35% |
Max Drawdown (1Y)Largest decline over 1 year | -38.99% | -15.59% | -23.40% |
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 DrawdownCurrent decline from peak | -33.81% | -7.82% | -25.99% |
Average DrawdownAverage peak-to-trough decline | -10.86% | -12.87% | +2.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.52% | 4.33% | +14.19% |
Volatility
ABT vs. SOXQ - Volatility Comparison
The current volatility for Abbott Laboratories (ABT) is 7.81%, while Invesco PHLX Semiconductor ETF (SOXQ) has a volatility of 22.04%. 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.
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Volatility by Period
| ABT | SOXQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.81% | 22.04% | -14.23% |
Volatility (6M)Calculated over the trailing 6-month period | 19.69% | 32.49% | -12.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.86% | 38.78% | -13.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.15% | 37.34% | -15.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.66% | 37.24% | -13.58% |
Dividends
ABT vs. SOXQ - Dividend Comparison
ABT's dividend yield for the trailing twelve months is around 2.70%, more than SOXQ's 0.27% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABT Abbott Laboratories | 2.70% | 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 | 0.27% | 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
ABT and SOXQ have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXQ has higher volatility (22.04%) compared to ABT (7.81%). In terms of maximum drawdown, ABT dropped -45.66% vs SOXQ's -46.01%.
SOXQ currently has the higher Sharpe Ratio (4.11 vs -1.24), 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.
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