ELS vs. SOXX
Compare and contrast key facts about Equity LifeStyle Properties, Inc. (ELS) and iShares PHLX Semiconductor ETF (SOXX).
SOXX is a passively managed fund by iShares that tracks the performance of the PHLX Semiconductor Sector Index. It was launched on Jul 10, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ELS or SOXX.
Key characteristics
| ELS | SOXX | |
|---|---|---|
| YTD Return | 4.96% | 14.25% |
| 1Y Return | 7.98% | 29.81% |
| 3Y Return (Ann) | -2.56% | 8.77% |
| 5Y Return (Ann) | 3.26% | 23.83% |
| 10Y Return (Ann) | 14.43% | 23.72% |
| Sharpe Ratio | 0.72 | 1.01 |
| Sortino Ratio | 1.14 | 1.48 |
| Omega Ratio | 1.13 | 1.19 |
| Calmar Ratio | 0.51 | 1.39 |
| Martin Ratio | 1.66 | 3.53 |
| Ulcer Index | 8.32% | 9.79% |
| Daily Std Dev | 19.30% | 34.32% |
| Max Drawdown | -58.96% | -70.21% |
| Current Drawdown | -11.15% | -17.55% |
Correlation
The correlation between ELS and SOXX is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
ELS vs. SOXX - Performance Comparison
In the year-to-date period, ELS achieves a 4.96% return, which is significantly lower than SOXX's 14.25% return. Over the past 10 years, ELS has underperformed SOXX with an annualized return of 14.43%, while SOXX has yielded a comparatively higher 23.72% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ELS vs. SOXX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Equity LifeStyle Properties, Inc. (ELS) 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.
Dividends
ELS vs. SOXX - Dividend Comparison
ELS's dividend yield for the trailing twelve months is around 2.60%, more than SOXX's 0.67% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ELS Equity LifeStyle Properties, Inc. | 2.60% | 2.54% | 2.54% | 1.66% | 2.17% | 1.74% | 2.27% | 2.19% | 2.36% | 2.25% | 2.52% | 2.76% |
SOXX iShares PHLX Semiconductor ETF | 0.67% | 0.78% | 1.25% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% | 1.56% | 1.18% |
Drawdowns
ELS vs. SOXX - Drawdown Comparison
The maximum ELS drawdown since its inception was -58.96%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for ELS and SOXX. For additional features, visit the drawdowns tool.
Volatility
ELS vs. SOXX - Volatility Comparison
The current volatility for Equity LifeStyle Properties, Inc. (ELS) is 6.29%, while iShares PHLX Semiconductor ETF (SOXX) has a volatility of 8.24%. This indicates that ELS 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.