ADBE vs. SOXX

Last updated Aug 6, 2026

ADBE (Adobe Inc) is a stock, while SOXX (iShares Semiconductor ETF) is Semiconductors fund tracking the NYSE Semiconductor Index. Over the past 10 years, ADBE returned 10.10%/yr vs 32.54%/yr for SOXX. Their 0.56 correlation means they have sometimes moved together and sometimes differently.

Performance

ADBE vs. SOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Adobe Inc (ADBE) and iShares Semiconductor ETF (SOXX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ADBE achieves a -25.91% return, which is significantly lower than SOXX's 76.42% return. Over the past 10 years, ADBE has underperformed SOXX with an annualized return of 10.10%, while SOXX has yielded a comparatively higher 32.54% annualized return.

ADBE

• 1D: 0.71%
• 1M: 18.92%
• 6M: -7.29%
• YTD: -25.91%
• 1Y: -23.45%
• 3Y*: -21.05%
• 5Y*: -16.30%
• 10Y*: 10.10%
• ALL TIME*: 19.68%

SOXX

• 1D: -2.12%
• 1M: -8.74%
• 6M: 60.81%
• YTD: 76.42%
• 1Y: 123.34%
• 3Y*: 46.84%
• 5Y*: 28.89%
• 10Y*: 32.54%
• ALL TIME*: 14.05%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
ADBE Adobe Inc	$1.43B	$1.31B	$1.48B
SOXX iShares Semiconductor ETF	$6.41B	$5.67B	$5.91B

ADBE vs. SOXX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ADBE Adobe Inc	-25.91%	-21.29%	-25.46%	77.28%	-40.65%	13.38%	51.64%	45.78%	29.10%	70.22%
SOXX iShares Semiconductor ETF	76.42%	40.74%	12.92%	67.12%	-35.09%	44.09%	52.72%	62.42%	-6.49%	39.79%

Correlation

The correlation between ADBE and SOXX is -0.20, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	-0.20
Correlation (3Y) Balances recent behavior with more history.	0.20
Correlation (5Y) Shows whether the relationship held over a longer period.	0.43
Correlation (10Y) Provides a long-term view across more market conditions.	0.51
Correlation (All Time) Calculated using the full available price history since Jul 13, 2001	0.56

The correlation between ADBE and SOXX shifts across timeframes, from -0.20 (1 year) to 0.56 (all time), reflecting how their relationship changes across market environments.

Return for Risk

ADBE vs. SOXX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ADBE

ADBE Risk / Return Rank: 19
ADBE Sharpe Ratio Rank: 15
ADBE Sortino Ratio Rank: 16
ADBE Omega Ratio Rank: 17
ADBE Calmar Ratio Rank: 24
ADBE Martin Ratio Rank: 22

SOXX

SOXX Risk / Return Rank: 89
SOXX Sharpe Ratio Rank: 94
SOXX Sortino Ratio Rank: 83
SOXX Omega Ratio Rank: 85
SOXX Calmar Ratio Rank: 90
SOXX Martin Ratio Rank: 92

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ADBE vs. SOXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Adobe Inc (ADBE) 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.

	ADBE	SOXX	Difference
Sharpe ratio: Return per unit of total volatility	-0.61	2.77	-3.38
Sortino ratio: Return per unit of downside risk	-0.69	3.02	-3.70
Omega ratio: Gain probability vs. loss probability	0.92	1.41	-0.49
Calmar ratio: Return relative to maximum drawdown	-0.50	4.28	-4.77
Martin ratio: Return relative to average drawdown	-0.93	17.18	-18.11

ADBE vs. SOXX - Sharpe Ratio Comparison

The current ADBE Sharpe Ratio is -0.61, which is lower than the SOXX Sharpe Ratio of 2.77. The chart below compares the historical Sharpe Ratios of ADBE and SOXX, 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

ADBE vs. SOXX - Drawdown Comparison

The maximum ADBE drawdown since its inception was -79.89%, which is greater than SOXX's maximum drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for ADBE and SOXX.

Drawdown Indicators

	ADBE	SOXX	Difference
Max Drawdown Largest peak-to-trough decline	-79.89%	-70.21%	-9.68%
Max Drawdown (1Y) Largest decline over 1 year	-47.37%	-29.01%	-18.36%
Max Drawdown (3Y) Largest decline over 3 years	-69.53%	-41.36%	-28.17%
Max Drawdown (5Y) Largest decline over 5 years	-71.90%	-45.75%	-26.15%
Max Drawdown (10Y) Largest decline over 10 years	-71.90%	-45.75%	-26.15%
Current Drawdown Current decline from peak	-62.33%	-18.98%	-43.35%
Average Drawdown Average peak-to-trough decline	-26.14%	-19.92%	-6.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	25.14%	7.21%	+17.93%

Volatility

ADBE vs. SOXX - Volatility Comparison

The current volatility for Adobe Inc (ADBE) is 15.91%, while iShares Semiconductor ETF (SOXX) has a volatility of 17.65%. This indicates that ADBE 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.

Volatility by Period

	ADBE	SOXX	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.91%	17.65%	-1.74%
Volatility (6M) Calculated over the trailing 6-month period	32.30%	39.14%	-6.84%
Volatility (1Y) Calculated over the trailing 1-year period	38.44%	44.84%	-6.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.40%	38.38%	-0.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.85%	34.61%	+0.24%

Dividends

ADBE vs. SOXX - Dividend Comparison

ADBE has not paid dividends to shareholders, while SOXX's dividend yield for the trailing twelve months is around 0.28%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ADBE Adobe Inc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SOXX iShares Semiconductor ETF	0.28%	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

Can I hold both ADBE and SOXX in my portfolio?

ADBE and SOXX 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, ADBE or SOXX?

SOXX has higher volatility (17.65%) compared to ADBE (15.91%). In terms of maximum drawdown, ADBE dropped -79.89% vs SOXX's -70.21%.

Which has better risk-adjusted returns?

SOXX currently has the higher Sharpe Ratio (2.77 vs -0.61), 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.