AJG vs. SOXX
AJG (Arthur J. Gallagher & Co.) is a stock, while SOXX (iShares Semiconductor ETF) is Semiconductors fund tracking the NYSE Semiconductor Index. Over the past 10 years, AJG returned 17.84%/yr vs 35.54%/yr for SOXX. At a 0.35 correlation, their price movements are largely independent.
Performance
AJG vs. SOXX - Performance Comparison
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Returns By Period
In the year-to-date period, AJG achieves a -18.22% return, which is significantly lower than SOXX's 100.26% return. Over the past 10 years, AJG has underperformed SOXX with an annualized return of 17.84%, while SOXX has yielded a comparatively higher 35.54% annualized return.
AJG
- 1D
- 4.20%
- 1M
- 2.53%
- YTD
- -18.22%
- 6M
- -13.53%
- 1Y
- -36.64%
- 3Y*
- 1.61%
- 5Y*
- 8.87%
- 10Y*
- 17.84%
SOXX
- 1D
- -2.10%
- 1M
- 24.86%
- YTD
- 100.26%
- 6M
- 97.20%
- 1Y
- 179.78%
- 3Y*
- 57.09%
- 5Y*
- 33.93%
- 10Y*
- 35.54%
AJG vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AJG Arthur J. Gallagher & Co. | -18.22% | -8.03% | 27.34% | 20.51% | 12.44% | 39.02% | 32.12% | 31.79% | 19.19% | 25.04% |
SOXX iShares Semiconductor ETF | 100.26% | 40.74% | 12.92% | 67.12% | -35.09% | 44.09% | 52.72% | 62.42% | -6.49% | 39.79% |
Correlation
The correlation between AJG and SOXX is -0.28, 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 | -0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2001 | 0.35 |
The correlation between AJG and SOXX shifts across timeframes, from -0.28 (1 year) to 0.35 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
AJG vs. SOXX — Risk / Return Rank
AJG
SOXX
AJG vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Arthur J. Gallagher & Co. (AJG) 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.
| AJG | SOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -6.62 | ||
| Sortino ratioReturn per unit of downside risk | -7.01 | ||
| Omega ratioGain probability vs. loss probability | 0.76 | 1.71 | -0.95 |
| Calmar ratioReturn relative to maximum drawdown | -0.89 | 11.48 | -12.37 |
| Martin ratioReturn relative to average drawdown | -1.54 | 43.90 | -45.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AJG | SOXX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.32 | 5.29 | -6.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.94 | -0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 1.07 | -0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.44 | +0.02 |
Drawdowns
AJG vs. SOXX - Drawdown Comparison
The maximum AJG drawdown since its inception was -57.49%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for AJG and SOXX.
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Drawdown Indicators
| AJG | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.49% | -70.21% | +12.72% |
Max Drawdown (1Y)Largest decline over 1 year | -41.14% | -15.77% | -25.37% |
Max Drawdown (3Y)Largest decline over 3 years | -44.40% | -41.36% | -3.04% |
Max Drawdown (5Y)Largest decline over 5 years | -44.40% | -45.75% | +1.35% |
Max Drawdown (10Y)Largest decline over 10 years | -44.40% | -45.75% | +1.35% |
Current DrawdownCurrent decline from peak | -38.90% | -2.10% | -36.80% |
Average DrawdownAverage peak-to-trough decline | -12.82% | -19.97% | +7.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.18% | 4.11% | +21.07% |
Volatility
AJG vs. SOXX - Volatility Comparison
The current volatility for Arthur J. Gallagher & Co. (AJG) is 9.89%, while iShares Semiconductor ETF (SOXX) has a volatility of 14.08%. This indicates that AJG 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
| AJG | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.89% | 14.08% | -4.19% |
Volatility (6M)Calculated over the trailing 6-month period | 22.19% | 27.45% | -5.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.90% | 34.20% | -6.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.92% | 36.11% | -13.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.05% | 33.43% | -10.38% |
Dividends
AJG vs. SOXX - Dividend Comparison
AJG's dividend yield for the trailing twelve months is around 1.26%, more than SOXX's 0.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AJG Arthur J. Gallagher & Co. | 1.26% | 1.00% | 0.85% | 0.98% | 1.08% | 1.13% | 1.46% | 1.81% | 2.23% | 2.47% | 2.93% | 3.62% |
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
AJG and SOXX have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXX has higher volatility (14.08%) compared to AJG (9.89%). In terms of maximum drawdown, AJG dropped -57.49% vs SOXX's -70.21%.
SOXX currently has the higher Sharpe Ratio (5.29 vs -1.32), 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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