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 14.19%/yr vs 32.19%/yr for SOXX. Their 0.46 correlation means their historical movements had little consistent relationship.
Performance
ADP vs. SOXX - 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 SOXX's 67.84% return. Over the past 10 years, ADP has underperformed SOXX with an annualized return of 14.19%, while SOXX has yielded a comparatively higher 32.19% annualized 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%
SOXX
- 1D
- 0.07%
- 1M
- -10.85%
- 6M
- 45.95%
- YTD
- 67.84%
- 1Y
- 113.81%
- 3Y*
- 42.35%
- 5Y*
- 28.10%
- 10Y*
- 32.19%
- ALL TIME*
- 13.83%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $692.52M | $605.05M | $636.26M | |
| $6.04B | $5.84B | $5.80B |
ADP vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ADP Automatic Data Processing, Inc. | 5.24% | -10.18% | 28.41% | -0.25% | -1.29% | 42.60% | 5.86% | 32.71% | 14.25% | 16.54% |
SOXX iShares Semiconductor ETF | 67.84% | 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 -0.33, 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. | -0.33 |
Correlation (3Y) Balances recent behavior with more history. | -0.02 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.23 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.33 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2001 | 0.46 |
The correlation between ADP and SOXX shifts across timeframes, from -0.33 (1 year) to 0.46 (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 | -2.95 | ||
| Sortino ratioReturn per unit of downside risk | -3.30 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.38 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.31 | 3.86 | -4.17 |
| Martin ratioReturn relative to average drawdown | -0.54 | 16.24 | -16.78 |
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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 | -37.68% | -29.01% | -8.67% |
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 | -15.78% | -22.92% | +7.14% |
Average DrawdownAverage peak-to-trough decline | -12.63% | -19.92% | +7.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.40% | 6.88% | +14.52% |
Volatility
ADP vs. SOXX - Volatility Comparison
The current volatility for Automatic Data Processing, Inc. (ADP) is 10.56%, while iShares Semiconductor ETF (SOXX) has a volatility of 17.83%. 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 | 10.56% | 17.83% | -7.27% |
Volatility (6M)Calculated over the trailing 6-month period | 23.32% | 38.92% | -15.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.92% | 44.48% | -17.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.72% | 38.24% | -15.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.71% | 34.54% | -9.83% |
Dividends
ADP vs. SOXX - Dividend Comparison
ADP's dividend yield for the trailing twelve months is around 2.49%, more than SOXX's 0.29% 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% |
SOXX iShares Semiconductor ETF | 0.29% | 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 -0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXX has higher volatility (17.83%) compared to ADP (10.56%). In terms of maximum drawdown, ADP dropped -59.51% vs SOXX's -70.21%.
SOXX currently has the higher Sharpe Ratio (2.53 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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