ELS vs. SOXX
Compare and contrast key facts about Equity LifeStyle Properties, Inc. (ELS) and iShares 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.
Performance
ELS vs. SOXX - Performance Comparison
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ELS vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ELS Equity LifeStyle Properties, Inc. | 3.88% | -5.93% | -2.83% | 12.18% | -24.50% | 41.01% | -7.83% | 47.80% | 11.76% | 26.37% |
SOXX iShares Semiconductor ETF | 9.20% | 40.74% | 12.92% | 67.12% | -35.09% | 44.09% | 52.72% | 62.42% | -6.49% | 39.79% |
Returns By Period
In the year-to-date period, ELS achieves a 3.88% return, which is significantly lower than SOXX's 9.20% return. Over the past 10 years, ELS has underperformed SOXX with an annualized return of 8.21%, while SOXX has yielded a comparatively higher 28.01% annualized return.
ELS
- 1D
- -0.16%
- 1M
- -6.25%
- YTD
- 3.88%
- 6M
- 4.60%
- 1Y
- -3.19%
- 3Y*
- 0.60%
- 5Y*
- 1.90%
- 10Y*
- 8.21%
SOXX
- 1D
- 6.09%
- 1M
- -6.65%
- YTD
- 9.20%
- 6M
- 21.48%
- 1Y
- 75.78%
- 3Y*
- 31.31%
- 5Y*
- 18.49%
- 10Y*
- 28.01%
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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.
| ELS | SOXX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.17 | 1.90 | -2.08 |
Sortino ratioReturn per unit of downside risk | -0.12 | 2.51 | -2.63 |
Omega ratioGain probability vs. loss probability | 0.99 | 1.36 | -0.37 |
Calmar ratioReturn relative to maximum drawdown | -0.21 | 4.12 | -4.33 |
Martin ratioReturn relative to average drawdown | -0.37 | 15.37 | -15.74 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ELS | SOXX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.17 | 1.90 | -2.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | 0.52 | -0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 0.85 | -0.51 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.37 | +0.13 |
Correlation
The correlation between ELS and SOXX is 0.30, 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.
Dividends
ELS vs. SOXX - Dividend Comparison
ELS's dividend yield for the trailing twelve months is around 3.34%, more than SOXX's 0.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ELS Equity LifeStyle Properties, Inc. | 3.34% | 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 | 0.51% | 0.57% | 0.67% | 0.78% | 1.26% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% |
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.
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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 | -13.39% | -18.27% | +4.88% |
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 | -19.61% | -10.64% | -8.97% |
Average DrawdownAverage peak-to-trough decline | -9.88% | -20.10% | +10.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.56% | 4.90% | +2.66% |
Volatility
ELS vs. SOXX - Volatility Comparison
The current volatility for Equity LifeStyle Properties, Inc. (ELS) is 4.01%, while iShares Semiconductor ETF (SOXX) has a volatility of 13.41%. 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.
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Volatility by Period
| ELS | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.01% | 13.41% | -9.40% |
Volatility (6M)Calculated over the trailing 6-month period | 12.03% | 26.27% | -14.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.38% | 40.03% | -21.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.97% | 35.49% | -13.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.13% | 32.98% | -8.85% |