CSL vs. SOXX
CSL (Carlisle Companies Incorporated) is a stock, while SOXX (iShares Semiconductor ETF) is Semiconductors fund tracking the NYSE Semiconductor Index. Over the past 10 years, CSL returned 14.08%/yr vs 33.24%/yr for SOXX. At a 0.48 correlation, their price movements are largely independent.
Performance
CSL vs. SOXX - Performance Comparison
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Returns By Period
In the year-to-date period, CSL achieves a 10.95% return, which is significantly lower than SOXX's 76.35% return. Over the past 10 years, CSL has underperformed SOXX with an annualized return of 14.08%, while SOXX has yielded a comparatively higher 33.24% annualized return.
CSL
- 1D
- 2.52%
- 1M
- -1.13%
- 6M
- -3.08%
- YTD
- 10.95%
- 1Y
- -9.40%
- 3Y*
- 10.70%
- 5Y*
- 13.98%
- 10Y*
- 14.08%
SOXX
- 1D
- -4.46%
- 1M
- -10.27%
- 6M
- 57.49%
- YTD
- 76.35%
- 1Y
- 117.02%
- 3Y*
- 45.18%
- 5Y*
- 31.15%
- 10Y*
- 33.24%
CSL vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSL Carlisle Companies Incorporated | 10.95% | -12.26% | 19.14% | 34.26% | -4.08% | 60.64% | -1.96% | 63.10% | -10.31% | 4.51% |
SOXX iShares Semiconductor ETF | 76.35% | 40.74% | 12.92% | 67.12% | -35.09% | 44.09% | 52.72% | 62.42% | -6.49% | 39.79% |
Correlation
The correlation between CSL and SOXX is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2001 | 0.49 |
Over the past year, the correlation between CSL and SOXX has dropped to 0.26 - well below their long-term average of 0.48, suggesting their price drivers have been diverging.
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Return for Risk
CSL vs. SOXX — Risk / Return Rank
CSL
SOXX
CSL vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Carlisle Companies Incorporated (CSL) 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.
| CSL | SOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.02 | ||
| Sortino ratioReturn per unit of downside risk | -3.10 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.41 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.30 | 6.19 | -6.49 |
| Martin ratioReturn relative to average drawdown | -0.48 | 22.06 | -22.54 |
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Drawdowns
CSL vs. SOXX - Drawdown Comparison
The maximum CSL drawdown since its inception was -64.56%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for CSL and SOXX.
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Drawdown Indicators
| CSL | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.56% | -70.21% | +5.65% |
Max Drawdown (1Y)Largest decline over 1 year | -31.67% | -19.01% | -12.66% |
Max Drawdown (3Y)Largest decline over 3 years | -37.72% | -41.36% | +3.64% |
Max Drawdown (5Y)Largest decline over 5 years | -37.72% | -45.75% | +8.03% |
Max Drawdown (10Y)Largest decline over 10 years | -38.68% | -45.75% | +7.07% |
Current DrawdownCurrent decline from peak | -25.18% | -19.01% | -6.17% |
Average DrawdownAverage peak-to-trough decline | -12.34% | -19.92% | +7.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.59% | 5.32% | +14.27% |
Volatility
CSL vs. SOXX - Volatility Comparison
The current volatility for Carlisle Companies Incorporated (CSL) is 14.72%, while iShares Semiconductor ETF (SOXX) has a volatility of 20.64%. This indicates that CSL 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
| CSL | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.72% | 20.64% | -5.92% |
Volatility (6M)Calculated over the trailing 6-month period | 27.77% | 36.86% | -9.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.15% | 42.42% | -4.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.42% | 37.83% | -6.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.95% | 34.30% | -4.35% |
Dividends
CSL vs. SOXX - Dividend Comparison
CSL's dividend yield for the trailing twelve months is around 1.25%, more than SOXX's 0.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSL Carlisle Companies Incorporated | 1.25% | 1.31% | 1.00% | 1.02% | 1.09% | 0.86% | 1.31% | 1.11% | 1.53% | 1.27% | 1.18% | 1.24% |
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
CSL and SOXX have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXX has higher volatility (20.64%) compared to CSL (14.72%). In terms of maximum drawdown, CSL dropped -64.56% vs SOXX's -70.21%.
SOXX currently has the higher Sharpe Ratio (2.77 vs -0.25), 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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