ABT vs. SOXX
ABT (Abbott Laboratories) is a stock, while SOXX (iShares Semiconductor ETF) is Semiconductors fund tracking the NYSE Semiconductor Index. Over the past 10 years, ABT returned 11.16%/yr vs 36.08%/yr for SOXX. At a 0.33 correlation, their price movements are largely independent.
Performance
ABT vs. SOXX - 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 SOXX's 100.58% return. Over the past 10 years, ABT has underperformed SOXX with an annualized return of 11.16%, while SOXX has yielded a comparatively higher 36.08% annualized 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%
SOXX
- 1D
- -7.88%
- 1M
- 12.35%
- YTD
- 100.58%
- 6M
- 98.07%
- 1Y
- 167.63%
- 3Y*
- 56.18%
- 5Y*
- 33.69%
- 10Y*
- 36.08%
ABT vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ABT Abbott Laboratories | -26.92% | 12.87% | 4.81% | 2.26% | -20.68% | 30.53% | 28.04% | 22.08% | 29.06% | 52.03% |
SOXX iShares Semiconductor ETF | 100.58% | 40.74% | 12.92% | 67.12% | -35.09% | 44.09% | 52.72% | 62.42% | -6.49% | 39.79% |
Correlation
The correlation between ABT and SOXX is -0.14, 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 | -0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2001 | 0.33 |
The correlation between ABT and SOXX shifts across timeframes, from -0.14 (1 year) to 0.33 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ABT vs. SOXX — Risk / Return Rank
ABT
SOXX
ABT vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Abbott Laboratories (ABT) and iShares Semiconductor ETF (SOXX). 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 | SOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -5.52 | ||
| Sortino ratioReturn per unit of downside risk | -5.81 | ||
| Omega ratioGain probability vs. loss probability | 0.78 | 1.60 | -0.82 |
| Calmar ratioReturn relative to maximum drawdown | -0.79 | 10.70 | -11.49 |
| Martin ratioReturn relative to average drawdown | -1.66 | 38.46 | -40.12 |
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Drawdowns
ABT vs. SOXX - Drawdown Comparison
The maximum ABT drawdown since its inception was -45.66%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for ABT and SOXX.
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Drawdown Indicators
| ABT | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.66% | -70.21% | +24.55% |
Max Drawdown (1Y)Largest decline over 1 year | -38.99% | -15.77% | -23.22% |
Max Drawdown (3Y)Largest decline over 3 years | -39.64% | -41.36% | +1.72% |
Max Drawdown (5Y)Largest decline over 5 years | -39.64% | -45.75% | +6.11% |
Max Drawdown (10Y)Largest decline over 10 years | -39.64% | -45.75% | +6.11% |
Current DrawdownCurrent decline from peak | -33.81% | -7.88% | -25.93% |
Average DrawdownAverage peak-to-trough decline | -10.86% | -19.94% | +9.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.52% | 4.38% | +14.14% |
Volatility
ABT vs. SOXX - Volatility Comparison
The current volatility for Abbott Laboratories (ABT) is 7.81%, while iShares Semiconductor ETF (SOXX) has a volatility of 22.75%. This indicates that ABT experiences smaller price fluctuations and is considered to be less risky than SOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ABT | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.81% | 22.75% | -14.94% |
Volatility (6M)Calculated over the trailing 6-month period | 19.69% | 33.44% | -13.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.86% | 39.42% | -14.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.15% | 37.21% | -15.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.66% | 34.00% | -10.34% |
Dividends
ABT vs. SOXX - Dividend Comparison
ABT's dividend yield for the trailing twelve months is around 2.70%, more than SOXX's 0.24% 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% |
SOXX iShares Semiconductor ETF | 0.24% | 0.57% | 0.67% | 0.78% | 1.26% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% |
Frequently Asked Questions
ABT and SOXX have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXX has higher volatility (22.75%) compared to ABT (7.81%). In terms of maximum drawdown, ABT dropped -45.66% vs SOXX's -70.21%.
SOXX currently has the higher Sharpe Ratio (4.28 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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