BSX vs. SOXX
BSX (Boston Scientific Corporation) is a stock, while SOXX (iShares Semiconductor ETF) is Semiconductors fund tracking the NYSE Semiconductor Index. Over the past 10 years, BSX returned 7.94%/yr vs 35.54%/yr for SOXX. At a 0.36 correlation, their price movements are largely independent.
Performance
BSX vs. SOXX - Performance Comparison
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Returns By Period
In the year-to-date period, BSX achieves a -48.77% return, which is significantly lower than SOXX's 100.26% return. Over the past 10 years, BSX has underperformed SOXX with an annualized return of 7.94%, while SOXX has yielded a comparatively higher 35.54% annualized return.
BSX
- 1D
- 2.43%
- 1M
- -12.74%
- YTD
- -48.77%
- 6M
- -50.01%
- 1Y
- -52.31%
- 3Y*
- -1.68%
- 5Y*
- 3.05%
- 10Y*
- 7.94%
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%
BSX vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BSX Boston Scientific Corporation | -48.77% | 6.75% | 54.51% | 24.94% | 8.92% | 18.16% | -20.50% | 27.96% | 42.56% | 14.61% |
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 BSX and SOXX is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2001 | 0.36 |
The correlation between BSX and SOXX shifts across timeframes, from -0.05 (1 year) to 0.36 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BSX vs. SOXX — Risk / Return Rank
BSX
SOXX
BSX vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Boston Scientific Corporation (BSX) 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.
| BSX | SOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -6.80 | ||
| Sortino ratioReturn per unit of downside risk | -7.43 | ||
| Omega ratioGain probability vs. loss probability | 0.67 | 1.71 | -1.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.94 | 11.48 | -12.41 |
| Martin ratioReturn relative to average drawdown | -2.11 | 43.90 | -46.01 |
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
| BSX | SOXX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.51 | 5.29 | -6.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | 0.94 | -0.82 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | 1.07 | -0.77 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.44 | -0.25 |
Drawdowns
BSX vs. SOXX - Drawdown Comparison
The maximum BSX drawdown since its inception was -89.15%, which is greater than SOXX's maximum drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for BSX and SOXX.
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Drawdown Indicators
| BSX | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.15% | -70.21% | -18.94% |
Max Drawdown (1Y)Largest decline over 1 year | -55.91% | -15.77% | -40.14% |
Max Drawdown (3Y)Largest decline over 3 years | -55.91% | -41.36% | -14.55% |
Max Drawdown (5Y)Largest decline over 5 years | -55.91% | -45.75% | -10.16% |
Max Drawdown (10Y)Largest decline over 10 years | -55.91% | -45.75% | -10.16% |
Current DrawdownCurrent decline from peak | -54.83% | -2.10% | -52.73% |
Average DrawdownAverage peak-to-trough decline | -38.75% | -19.97% | -18.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.80% | 4.11% | +20.69% |
Volatility
BSX vs. SOXX - Volatility Comparison
Boston Scientific Corporation (BSX) has a higher volatility of 16.49% compared to iShares Semiconductor ETF (SOXX) at 14.08%. This indicates that BSX's price experiences larger fluctuations and is considered to be riskier 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
| BSX | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.49% | 14.08% | +2.41% |
Volatility (6M)Calculated over the trailing 6-month period | 32.92% | 27.45% | +5.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.73% | 34.20% | +0.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.67% | 36.11% | -10.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.29% | 33.43% | -6.14% |
Dividends
BSX vs. SOXX - Dividend Comparison
BSX has not paid dividends to shareholders, while SOXX's dividend yield for the trailing twelve months is around 0.28%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSX Boston Scientific Corporation | 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 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
BSX and SOXX have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BSX has higher volatility (16.49%) compared to SOXX (14.08%). In terms of maximum drawdown, BSX dropped -89.15% vs SOXX's -70.21%.
SOXX currently has the higher Sharpe Ratio (5.29 vs -1.51), 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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