PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
CAT vs. SOXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CAT vs. SOXX

Last updated Jun 13, 2026

CAT (Caterpillar Inc.) is a stock, while SOXX (iShares Semiconductor ETF) is Semiconductors fund tracking the NYSE Semiconductor Index. Over the past 10 years, CAT returned 31.33%/yr vs 35.55%/yr for SOXX. A 0.53 correlation means they provide meaningful diversification when combined.

Performance

CAT vs. SOXX - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, CAT achieves a 59.62% return, which is significantly lower than SOXX's 98.11% return. Over the past 10 years, CAT has underperformed SOXX with an annualized return of 31.33%, while SOXX has yielded a comparatively higher 35.55% annualized return.

CAT

1D
1.44%
1M
-1.05%
YTD
59.62%
6M
52.94%
1Y
157.79%
3Y*
57.16%
5Y*
35.17%
10Y*
31.33%

SOXX

1D
1.59%
1M
12.49%
YTD
98.11%
6M
99.51%
1Y
171.57%
3Y*
53.00%
5Y*
33.69%
10Y*
35.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CAT vs. SOXX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
CAT
Caterpillar Inc.		59.62%60.30%24.66%25.95%18.60%15.95%26.97%19.51%-17.56%75.03%
SOXX
iShares Semiconductor ETF		98.11%40.74%12.92%67.12%-35.09%44.09%52.72%62.42%-6.49%39.79%

Correlation

The correlation between CAT and SOXX is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.64

Correlation (3Y)
Calculated over the trailing 3-year period

0.56

Correlation (5Y)
Calculated over the trailing 5-year period

0.52

Correlation (10Y)
Calculated over the trailing 10-year period

0.50

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2001

0.53

The correlation between CAT and SOXX shifts across timeframes, from 0.50 (10 years) to 0.64 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Caterpillar Inc.

iShares Semiconductor ETF

Often compared with CAT:
CAT vs. DECAT vs. CMICAT vs. SPYCAT vs. VOOCAT vs. URICAT vs. HDCAT vs. CL
Often compared with SOXX:
SOXX vs. SMHSOXX vs. QQQSOXX vs. SOXLSOXX vs. SOXQSOXX vs. FSELXSOXX vs. VGTSOXX vs. VOO

Return for Risk

CAT vs. SOXX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CAT
CAT Risk / Return Rank: 9898
Overall Rank
CAT Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
CAT Sortino Ratio Rank: 9898
Sortino Ratio Rank
CAT Omega Ratio Rank: 9797
Omega Ratio Rank
CAT Calmar Ratio Rank: 9898
Calmar Ratio Rank
CAT Martin Ratio Rank: 9999
Martin Ratio Rank
SOXX
SOXX Risk / Return Rank: 9696
Overall Rank
SOXX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SOXX Sortino Ratio Rank: 9494
Sortino Ratio Rank
SOXX Omega Ratio Rank: 9494
Omega Ratio Rank
SOXX Calmar Ratio Rank: 9797
Calmar Ratio Rank
SOXX Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CAT vs. SOXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Caterpillar Inc. (CAT) 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.

CATSOXXDifference
Sharpe ratioReturn per unit of total volatility
4.43
4.43

0.00

Sortino ratioReturn per unit of downside risk
5.03
4.37

+0.66

Omega ratioGain probability vs. loss probability

1.65

1.62

+0.03

Calmar ratioReturn relative to maximum drawdown

11.24

10.50

+0.74

Martin ratioReturn relative to average drawdown

36.80

38.20

-1.40

CAT vs. SOXX - Sharpe Ratio Comparison

The current CAT Sharpe Ratio is 4.43, which is comparable to the SOXX Sharpe Ratio of 4.43. The chart below compares the historical Sharpe Ratios of CAT and SOXX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Drawdowns

CAT vs. SOXX - Drawdown Comparison

The maximum CAT drawdown since its inception was -73.43%, roughly equal to the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for CAT and SOXX.

Loading charts...

Drawdown Indicators

CATSOXXDifference

Max Drawdown

Largest peak-to-trough decline

-73.43%

-70.21%

-3.22%

Max Drawdown (1Y)

Largest decline over 1 year

-13.88%

-15.77%

+1.89%

Max Drawdown (3Y)

Largest decline over 3 years

-34.05%

-41.36%

+7.31%

Max Drawdown (5Y)

Largest decline over 5 years

-34.05%

-45.75%

+11.70%

Max Drawdown (10Y)

Largest decline over 10 years

-43.36%

-45.75%

+2.39%

Current Drawdown

Current decline from peak

-3.18%

-3.16%

-0.02%

Average Drawdown

Average peak-to-trough decline

-19.73%

-19.95%

+0.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.23%

4.33%

-0.10%

Volatility

CAT vs. SOXX - Volatility Comparison

The current volatility for Caterpillar Inc. (CAT) is 13.16%, while iShares Semiconductor ETF (SOXX) has a volatility of 19.42%. This indicates that CAT 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.

Loading charts...

Volatility by Period

CATSOXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.16%

19.42%

-6.26%

Volatility (6M)

Calculated over the trailing 6-month period

28.37%

31.46%

-3.09%

Volatility (1Y)

Calculated over the trailing 1-year period

35.19%

37.35%

-2.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.79%

36.73%

-5.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.98%

33.77%

-2.79%

Dividends

CAT vs. SOXX - Dividend Comparison

CAT's dividend yield for the trailing twelve months is around 0.66%, more than SOXX's 0.28% yield.

PositionTTM20252024202320222021202020192018201720162015
CAT
Caterpillar Inc.		0.66%1.02%1.49%1.69%1.93%2.07%2.26%2.56%2.58%1.97%3.32%4.33%
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

CAT and SOXX have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOXX has higher volatility (19.42%) compared to CAT (13.16%). In terms of maximum drawdown, CAT dropped -73.43% vs SOXX's -70.21%.

CAT currently has the higher Sharpe Ratio (4.43 vs 4.43), 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.

Portfolio Optimizer

Find the right allocation for CAT and SOXX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer