ADP vs. SOXQ
ADP (Automatic Data Processing, Inc.) is a stock, while SOXQ (Invesco PHLX Semiconductor ETF) is Semiconductors fund tracking the PHLX Semiconductor Sector Index. Over the past 5 years, ADP returned 7.24%/yr vs 28.65%/yr for SOXQ. Their 0.22 correlation means their historical movements had little consistent relationship.
Performance
ADP vs. SOXQ - Performance Comparison
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Returns By Period
In the year-to-date period, ADP achieves a 5.24% return, which is significantly lower than SOXQ's 59.97% return.
ADP
- 1D
- 0.98%
- 1M
- 9.98%
- 6M
- 9.68%
- YTD
- 5.24%
- 1Y
- -8.85%
- 3Y*
- 4.81%
- 5Y*
- 7.24%
- 10Y*
- 14.19%
- ALL TIME*
- 14.17%
SOXQ
- 1D
- 0.15%
- 1M
- -10.31%
- 6M
- 41.59%
- YTD
- 59.97%
- 1Y
- 105.49%
- 3Y*
- 44.02%
- 5Y*
- 28.65%
- 10Y*
- —
- ALL TIME*
- 29.00%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $692.52M | $605.05M | $636.26M | |
| $219.33M | $233.61M | $278.30M |
ADP vs. SOXQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ADP Automatic Data Processing, Inc. | 5.24% | -10.18% | 28.41% | -0.25% | -1.29% | 24.37% |
SOXQ Invesco PHLX Semiconductor ETF | 59.97% | 43.11% | 20.16% | 66.74% | -35.59% | 25.19% |
Correlation
The correlation between ADP and SOXQ is -0.34, 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. | -0.34 |
Correlation (3Y) Balances recent behavior with more history. | -0.03 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.22 |
Correlation (All Time) Calculated using the full available price history since Jun 11, 2021 | 0.22 |
The correlation between ADP and SOXQ shifts across timeframes, from -0.34 (1 year) to 0.22 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
ADP vs. SOXQ — Risk / Return Rank
ADP
SOXQ
ADP vs. SOXQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Automatic Data Processing, Inc. (ADP) 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.
| ADP | SOXQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.80 | ||
| Sortino ratioReturn per unit of downside risk | -3.18 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.36 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.31 | 3.61 | -3.91 |
| Martin ratioReturn relative to average drawdown | -0.54 | 15.05 | -15.59 |
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Drawdowns
ADP vs. SOXQ - Drawdown Comparison
The maximum ADP drawdown since its inception was -59.51%, which is greater than SOXQ's maximum drawdown of -46.01%. Use the drawdown chart below to compare losses from any high point for ADP and SOXQ.
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Drawdown Indicators
| ADP | SOXQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.51% | -46.01% | -13.50% |
Max Drawdown (1Y)Largest decline over 1 year | -37.68% | -28.56% | -9.12% |
Max Drawdown (3Y)Largest decline over 3 years | -40.78% | -39.36% | -1.42% |
Max Drawdown (5Y)Largest decline over 5 years | -40.78% | -46.01% | +5.23% |
Max Drawdown (10Y)Largest decline over 10 years | -40.78% | — | — |
Current DrawdownCurrent decline from peak | -15.78% | -22.64% | +6.86% |
Average DrawdownAverage peak-to-trough decline | -12.63% | -12.92% | +0.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.40% | 6.83% | +14.57% |
Volatility
ADP vs. SOXQ - Volatility Comparison
The current volatility for Automatic Data Processing, Inc. (ADP) is 10.56%, while Invesco PHLX Semiconductor ETF (SOXQ) has a volatility of 17.19%. This indicates that ADP 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
| ADP | SOXQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.56% | 17.19% | -6.63% |
Volatility (6M)Calculated over the trailing 6-month period | 23.32% | 37.70% | -14.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.92% | 43.52% | -16.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.72% | 38.28% | -15.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.71% | 37.93% | -13.22% |
Dividends
ADP vs. SOXQ - Dividend Comparison
ADP's dividend yield for the trailing twelve months is around 2.49%, more than SOXQ's 0.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADP Automatic Data Processing, Inc. | 2.49% | 2.46% | 1.96% | 2.21% | 1.83% | 1.55% | 2.08% | 1.92% | 2.14% | 2.00% | 2.10% | 2.36% |
SOXQ Invesco PHLX Semiconductor ETF | 0.32% | 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
ADP and SOXQ have a correlation of -0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXQ has higher volatility (17.19%) compared to ADP (10.56%). In terms of maximum drawdown, ADP dropped -59.51% vs SOXQ's -46.01%.
SOXQ currently has the higher Sharpe Ratio (2.37 vs -0.43), 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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