ADP vs. SOXX
ADP (Automatic Data Processing, Inc.) is a stock, while SOXX (iShares Semiconductor ETF) is Semiconductors fund tracking the NYSE Semiconductor Index. Over the past 10 years, ADP returned 12.63%/yr vs 34.00%/yr for SOXX. At a 0.47 correlation, their price movements are largely independent.
Performance
ADP vs. SOXX - Performance Comparison
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Returns By Period
In the year-to-date period, ADP achieves a -0.85% return, which is significantly lower than SOXX's 84.03% return. Over the past 10 years, ADP has underperformed SOXX with an annualized return of 12.63%, while SOXX has yielded a comparatively higher 34.00% annualized return.
ADP
- 1D
- 3.77%
- 1M
- 10.98%
- 6M
- -2.95%
- YTD
- -0.85%
- 1Y
- -14.74%
- 3Y*
- 5.49%
- 5Y*
- 6.50%
- 10Y*
- 12.63%
SOXX
- 1D
- -4.77%
- 1M
- -7.11%
- 6M
- 67.77%
- YTD
- 84.03%
- 1Y
- 125.94%
- 3Y*
- 48.43%
- 5Y*
- 31.11%
- 10Y*
- 34.00%
ADP vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ADP Automatic Data Processing, Inc. | -0.85% | -10.18% | 28.41% | -0.25% | -1.29% | 42.60% | 5.86% | 32.71% | 14.25% | 16.54% |
SOXX iShares Semiconductor ETF | 84.03% | 40.74% | 12.92% | 67.12% | -35.09% | 44.09% | 52.72% | 62.42% | -6.49% | 39.79% |
Correlation
The correlation between ADP and SOXX is -0.27, 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 | -0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2001 | 0.47 |
The correlation between ADP and SOXX shifts across timeframes, from -0.27 (1 year) to 0.47 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ADP vs. SOXX — Risk / Return Rank
ADP
SOXX
ADP vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Automatic Data Processing, Inc. (ADP) 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.
| ADP | SOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.60 | ||
| Sortino ratioReturn per unit of downside risk | -3.91 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.44 | -0.53 |
| Calmar ratioReturn relative to maximum drawdown | -0.39 | 8.03 | -8.42 |
| Martin ratioReturn relative to average drawdown | -0.69 | 25.14 | -25.83 |
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Drawdowns
ADP vs. SOXX - Drawdown Comparison
The maximum ADP drawdown since its inception was -59.51%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for ADP and SOXX.
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Drawdown Indicators
| ADP | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.51% | -70.21% | +10.70% |
Max Drawdown (1Y)Largest decline over 1 year | -38.07% | -15.77% | -22.30% |
Max Drawdown (3Y)Largest decline over 3 years | -40.78% | -41.36% | +0.58% |
Max Drawdown (5Y)Largest decline over 5 years | -40.78% | -45.75% | +4.97% |
Max Drawdown (10Y)Largest decline over 10 years | -40.78% | -45.75% | +4.97% |
Current DrawdownCurrent decline from peak | -20.65% | -15.48% | -5.17% |
Average DrawdownAverage peak-to-trough decline | -12.62% | -19.92% | +7.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.38% | 5.03% | +16.35% |
Volatility
ADP vs. SOXX - Volatility Comparison
The current volatility for Automatic Data Processing, Inc. (ADP) is 9.70%, while iShares Semiconductor ETF (SOXX) has a volatility of 22.50%. This indicates that ADP 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
| ADP | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.70% | 22.50% | -12.80% |
Volatility (6M)Calculated over the trailing 6-month period | 22.00% | 36.44% | -14.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.52% | 42.11% | -16.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.42% | 37.77% | -15.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.60% | 34.27% | -9.67% |
Dividends
ADP vs. SOXX - Dividend Comparison
ADP's dividend yield for the trailing twelve months is around 2.64%, more than SOXX's 0.27% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADP Automatic Data Processing, Inc. | 2.64% | 2.46% | 1.96% | 2.21% | 1.83% | 1.55% | 2.08% | 1.92% | 2.14% | 2.00% | 2.10% | 2.36% |
SOXX iShares Semiconductor ETF | 0.27% | 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
ADP and SOXX have a correlation of -0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXX has higher volatility (22.50%) compared to ADP (9.70%). In terms of maximum drawdown, ADP dropped -59.51% vs SOXX's -70.21%.
SOXX currently has the higher Sharpe Ratio (3.01 vs -0.58), 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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