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BMBL vs. SOXX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BMBL and SOXX is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

BMBL vs. SOXX - Performance Comparison

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

-100.00%-50.00%0.00%50.00%December2025FebruaryMarchAprilMay
-93.69%
32.22%
BMBL
SOXX

Key characteristics

Sharpe Ratio

BMBL:

-0.85

SOXX:

-0.36

Sortino Ratio

BMBL:

-1.11

SOXX:

-0.24

Omega Ratio

BMBL:

0.84

SOXX:

0.97

Calmar Ratio

BMBL:

-0.60

SOXX:

-0.37

Martin Ratio

BMBL:

-1.37

SOXX:

-0.87

Ulcer Index

BMBL:

41.72%

SOXX:

17.78%

Daily Std Dev

BMBL:

67.15%

SOXX:

43.35%

Max Drawdown

BMBL:

-95.37%

SOXX:

-70.21%

Current Drawdown

BMBL:

-94.37%

SOXX:

-30.48%

Returns By Period

In the year-to-date period, BMBL achieves a -45.45% return, which is significantly lower than SOXX's -14.69% return.


BMBL

YTD

-45.45%

1M

2.30%

6M

-37.29%

1Y

-56.13%

5Y*

N/A

10Y*

N/A

SOXX

YTD

-14.69%

1M

-2.49%

6M

-15.64%

1Y

-10.62%

5Y*

20.89%

10Y*

20.53%

*Annualized

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Risk-Adjusted Performance

BMBL vs. SOXX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BMBL
The Risk-Adjusted Performance Rank of BMBL is 1111
Overall Rank
The Sharpe Ratio Rank of BMBL is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of BMBL is 1111
Sortino Ratio Rank
The Omega Ratio Rank of BMBL is 99
Omega Ratio Rank
The Calmar Ratio Rank of BMBL is 1414
Calmar Ratio Rank
The Martin Ratio Rank of BMBL is 1212
Martin Ratio Rank

SOXX
The Risk-Adjusted Performance Rank of SOXX is 77
Overall Rank
The Sharpe Ratio Rank of SOXX is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of SOXX is 99
Sortino Ratio Rank
The Omega Ratio Rank of SOXX is 99
Omega Ratio Rank
The Calmar Ratio Rank of SOXX is 44
Calmar Ratio Rank
The Martin Ratio Rank of SOXX is 77
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BMBL vs. SOXX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bumble Inc. (BMBL) and iShares PHLX 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.


The chart of Sharpe ratio for BMBL, currently valued at -0.85, compared to the broader market-2.00-1.000.001.002.003.00
BMBL: -0.85
SOXX: -0.36
The chart of Sortino ratio for BMBL, currently valued at -1.11, compared to the broader market-6.00-4.00-2.000.002.004.00
BMBL: -1.11
SOXX: -0.24
The chart of Omega ratio for BMBL, currently valued at 0.84, compared to the broader market0.501.001.502.00
BMBL: 0.84
SOXX: 0.97
The chart of Calmar ratio for BMBL, currently valued at -0.60, compared to the broader market0.001.002.003.004.005.00
BMBL: -0.60
SOXX: -0.37
The chart of Martin ratio for BMBL, currently valued at -1.37, compared to the broader market-10.000.0010.0020.00
BMBL: -1.37
SOXX: -0.87

The current BMBL Sharpe Ratio is -0.85, which is lower than the SOXX Sharpe Ratio of -0.36. The chart below compares the historical Sharpe Ratios of BMBL and SOXX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00December2025FebruaryMarchAprilMay
-0.85
-0.36
BMBL
SOXX

Dividends

BMBL vs. SOXX - Dividend Comparison

BMBL has not paid dividends to shareholders, while SOXX's dividend yield for the trailing twelve months is around 0.81%.


TTM20242023202220212020201920182017201620152014
BMBL
Bumble 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 PHLX Semiconductor ETF
0.81%0.67%0.78%1.25%0.64%0.81%1.23%1.37%0.90%1.08%1.29%1.56%

Drawdowns

BMBL vs. SOXX - Drawdown Comparison

The maximum BMBL drawdown since its inception was -95.37%, which is greater than SOXX's maximum drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for BMBL and SOXX. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%December2025FebruaryMarchAprilMay
-94.37%
-30.48%
BMBL
SOXX

Volatility

BMBL vs. SOXX - Volatility Comparison

The current volatility for Bumble Inc. (BMBL) is 22.08%, while iShares PHLX Semiconductor ETF (SOXX) has a volatility of 25.79%. This indicates that BMBL 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.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%December2025FebruaryMarchAprilMay
22.08%
25.79%
BMBL
SOXX