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DNN vs. SOXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DNN vs. SOXX

Last updated Jun 20, 2026

DNN (Denison Mines Corp) is a stock, while SOXX (iShares Semiconductor ETF) is Semiconductors fund tracking the NYSE Semiconductor Index. Over the past 10 years, DNN returned 19.19%/yr vs 36.48%/yr for SOXX. At a 0.32 correlation, their price movements are largely independent.

Performance

DNN vs. SOXX - Performance Comparison

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

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Returns By Period

In the year-to-date period, DNN achieves a 25.94% return, which is significantly lower than SOXX's 112.57% return. Over the past 10 years, DNN has underperformed SOXX with an annualized return of 19.19%, while SOXX has yielded a comparatively higher 36.48% annualized return.

DNN

1D
1.21%
1M
3.72%
YTD
25.94%
6M
22.26%
1Y
92.53%
3Y*
38.90%
5Y*
19.76%
10Y*
19.19%

SOXX

1D
6.62%
1M
19.06%
YTD
112.57%
6M
113.52%
1Y
185.39%
3Y*
56.81%
5Y*
36.05%
10Y*
36.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DNN vs. SOXX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
DNN
Denison Mines Corp		25.94%47.78%1.69%53.91%-16.06%111.75%54.05%-9.48%-15.64%6.86%
SOXX
iShares Semiconductor ETF		112.57%40.74%12.92%67.12%-35.09%44.09%52.72%62.42%-6.49%39.79%

Correlation

The correlation between DNN and SOXX is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.35

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

0.33

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

0.39

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

0.31

Correlation (All Time)
Calculated using the full available price history since Feb 9, 2005

0.32

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Denison Mines Corp

iShares Semiconductor ETF

Often compared with DNN:
DNN vs. UECDNN vs. CCJDNN vs. NXEDNN vs. UUUUDNN vs. UROYDNN vs. URGDNN vs. LEU
Often compared with SOXX:
SOXX vs. SMHSOXX vs. QQQSOXX vs. SOXLSOXX vs. SOXQSOXX vs. FSELXSOXX vs. VGTSOXX vs. VOO

Return for Risk

DNN vs. SOXX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DNN
DNN Risk / Return Rank: 7777
Overall Rank
DNN Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
DNN Sortino Ratio Rank: 7676
Sortino Ratio Rank
DNN Omega Ratio Rank: 7373
Omega Ratio Rank
DNN Calmar Ratio Rank: 7979
Calmar Ratio Rank
DNN Martin Ratio Rank: 7979
Martin Ratio Rank
SOXX
SOXX Risk / Return Rank: 9696
Overall Rank
SOXX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
SOXX Sortino Ratio Rank: 9494
Sortino Ratio Rank
SOXX Omega Ratio Rank: 9494
Omega Ratio Rank
SOXX Calmar Ratio Rank: 9898
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.

DNN vs. SOXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Denison Mines Corp (DNN) 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.

DNNSOXXDifference
Sharpe ratioReturn per unit of total volatility
1.36
4.80

-3.44

Sortino ratioReturn per unit of downside risk
1.99
4.58

-2.59

Omega ratioGain probability vs. loss probability

1.23

1.65

-0.42

Calmar ratioReturn relative to maximum drawdown

2.34

11.72

-9.38

Martin ratioReturn relative to average drawdown

5.86

42.40

-36.53

DNN vs. SOXX - Sharpe Ratio Comparison

The current DNN Sharpe Ratio is 1.36, which is lower than the SOXX Sharpe Ratio of 4.80. The chart below compares the historical Sharpe Ratios of DNN 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.

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Drawdowns

DNN vs. SOXX - Drawdown Comparison

The maximum DNN drawdown since its inception was -98.96%, which is greater than SOXX's maximum drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for DNN and SOXX.

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Drawdown Indicators

DNNSOXXDifference

Max Drawdown

Largest peak-to-trough decline

-98.96%

-70.21%

-28.75%

Max Drawdown (1Y)

Largest decline over 1 year

-35.24%

-15.77%

-19.47%

Max Drawdown (3Y)

Largest decline over 3 years

-52.48%

-41.36%

-11.12%

Max Drawdown (5Y)

Largest decline over 5 years

-55.66%

-45.75%

-9.91%

Max Drawdown (10Y)

Largest decline over 10 years

-75.90%

-45.75%

-30.15%

Current Drawdown

Current decline from peak

-82.63%

0.00%

-82.63%

Average Drawdown

Average peak-to-trough decline

-85.05%

-19.94%

-65.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.05%

4.35%

+9.70%

Volatility

DNN vs. SOXX - Volatility Comparison

Denison Mines Corp (DNN) and iShares Semiconductor ETF (SOXX) have volatilities of 20.32% and 21.02%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DNNSOXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.32%

21.02%

-0.70%

Volatility (6M)

Calculated over the trailing 6-month period

46.85%

32.54%

+14.31%

Volatility (1Y)

Calculated over the trailing 1-year period

60.48%

38.49%

+21.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

63.43%

37.01%

+26.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

64.33%

33.93%

+30.40%

Dividends

DNN vs. SOXX - Dividend Comparison

DNN has not paid dividends to shareholders, while SOXX's dividend yield for the trailing twelve months is around 0.23%.

PositionTTM20252024202320222021202020192018201720162015
DNN
Denison Mines Corp		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		0.23%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

DNN and SOXX have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOXX has higher volatility (21.02%) compared to DNN (20.32%). In terms of maximum drawdown, DNN dropped -98.96% vs SOXX's -70.21%.

SOXX currently has the higher Sharpe Ratio (4.80 vs 1.36), 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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