ELS vs. SOXX
ELS (Equity LifeStyle Properties, Inc.) is a stock, while SOXX (iShares Semiconductor ETF) is Semiconductors fund tracking the NYSE Semiconductor Index. Over the past 10 years, ELS returned 7.83%/yr vs 36.08%/yr for SOXX. At a 0.30 correlation, their price movements are largely independent.
Performance
ELS vs. SOXX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ELS achieves a 4.18% return, which is significantly lower than SOXX's 100.58% return. Over the past 10 years, ELS has underperformed SOXX with an annualized return of 7.83%, while SOXX has yielded a comparatively higher 36.08% annualized return.
ELS
- 1D
- 0.95%
- 1M
- -1.49%
- YTD
- 4.18%
- 6M
- 3.69%
- 1Y
- 1.14%
- 3Y*
- 1.64%
- 5Y*
- -1.08%
- 10Y*
- 7.83%
SOXX
- 1D
- -7.88%
- 1M
- 12.35%
- YTD
- 100.58%
- 6M
- 98.07%
- 1Y
- 167.63%
- 3Y*
- 56.18%
- 5Y*
- 33.69%
- 10Y*
- 36.08%
ELS vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ELS Equity LifeStyle Properties, Inc. | 4.18% | -5.93% | -2.83% | 12.18% | -24.50% | 41.01% | -7.83% | 47.80% | 11.76% | 26.37% |
SOXX iShares Semiconductor ETF | 100.58% | 40.74% | 12.92% | 67.12% | -35.09% | 44.09% | 52.72% | 62.42% | -6.49% | 39.79% |
Correlation
The correlation between ELS and SOXX is -0.20, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2001 | 0.30 |
The correlation between ELS and SOXX shifts across timeframes, from -0.20 (1 year) to 0.30 (all time), 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.
Return for Risk
ELS vs. SOXX — Risk / Return Rank
ELS
SOXX
ELS vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Equity LifeStyle Properties, Inc. (ELS) 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.
| ELS | SOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.21 | ||
| Sortino ratioReturn per unit of downside risk | -3.93 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.60 | -0.57 |
| Calmar ratioReturn relative to maximum drawdown | 0.11 | 10.70 | -10.59 |
| Martin ratioReturn relative to average drawdown | 0.26 | 38.46 | -38.20 |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| ELS | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.96% | -70.21% | +11.25% |
Max Drawdown (1Y)Largest decline over 1 year | -10.34% | -15.77% | +5.43% |
Max Drawdown (3Y)Largest decline over 3 years | -21.04% | -41.36% | +20.32% |
Max Drawdown (5Y)Largest decline over 5 years | -32.54% | -45.75% | +13.21% |
Max Drawdown (10Y)Largest decline over 10 years | -41.46% | -45.75% | +4.29% |
Current DrawdownCurrent decline from peak | -19.38% | -7.88% | -11.50% |
Average DrawdownAverage peak-to-trough decline | -9.94% | -19.94% | +10.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.60% | 4.38% | +0.22% |
Volatility
ELS vs. SOXX - Volatility Comparison
The current volatility for Equity LifeStyle Properties, Inc. (ELS) is 5.94%, while iShares Semiconductor ETF (SOXX) has a volatility of 22.75%. 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.
Loading charts...
Volatility by Period
| ELS | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.94% | 22.75% | -16.81% |
Volatility (6M)Calculated over the trailing 6-month period | 12.10% | 33.44% | -21.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.43% | 39.42% | -21.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.03% | 37.21% | -15.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.11% | 34.00% | -9.89% |
Dividends
ELS vs. SOXX - Dividend Comparison
ELS's dividend yield for the trailing twelve months is around 3.33%, more than SOXX's 0.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ELS Equity LifeStyle Properties, Inc. | 3.33% | 3.40% | 2.87% | 2.54% | 2.54% | 1.65% | 2.16% | 1.74% | 2.27% | 2.19% | 2.36% | 2.25% |
SOXX iShares Semiconductor ETF | 0.24% | 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
ELS and SOXX have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXX has higher volatility (22.75%) compared to ELS (5.94%). In terms of maximum drawdown, ELS dropped -58.96% vs SOXX's -70.21%.
SOXX currently has the higher Sharpe Ratio (4.28 vs 0.07), 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.
Find the right allocation for ELS 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