ENSG vs. SOXX
ENSG (The Ensign Group, Inc.) is a stock, while SOXX (iShares Semiconductor ETF) is Semiconductors fund tracking the NYSE Semiconductor Index. Over the past 10 years, ENSG returned 25.87%/yr vs 32.83%/yr for SOXX. Their 0.33 correlation means their historical movements had little consistent relationship.
Performance
ENSG vs. SOXX - Performance Comparison
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Returns By Period
In the year-to-date period, ENSG achieves a 1.18% return, which is significantly lower than SOXX's 80.24% return. Over the past 10 years, ENSG has underperformed SOXX with an annualized return of 25.87%, while SOXX has yielded a comparatively higher 32.83% annualized return.
ENSG
- 1D
- -0.62%
- 1M
- 4.70%
- 6M
- 1.53%
- YTD
- 1.18%
- 1Y
- 13.84%
- 3Y*
- 22.24%
- 5Y*
- 16.13%
- 10Y*
- 25.87%
- ALL TIME*
- 23.20%
SOXX
- 1D
- 6.80%
- 1M
- -4.26%
- 6M
- 57.04%
- YTD
- 80.24%
- 1Y
- 126.60%
- 3Y*
- 47.89%
- 5Y*
- 29.31%
- 10Y*
- 32.83%
- ALL TIME*
- 14.15%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $89.25M | $84.56M | $136.38M | |
| $6.23B | $5.65B | $5.90B |
ENSG vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ENSG The Ensign Group, Inc. | 1.18% | 31.33% | 18.62% | 18.89% | 12.98% | 15.43% | 61.43% | 25.53% | 75.67% | 0.78% |
SOXX iShares Semiconductor ETF | 80.24% | 40.74% | 12.92% | 67.12% | -35.09% | 44.09% | 52.72% | 62.42% | -6.49% | 39.79% |
Correlation
The correlation between ENSG and SOXX is 0.00, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.00 |
Correlation (3Y) Balances recent behavior with more history. | 0.16 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.25 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.28 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2007 | 0.33 |
Over the past year, the correlation between ENSG and SOXX has dropped to 0.00 - well below their long-term average of 0.33, suggesting their price drivers have been diverging.
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Return for Risk
ENSG vs. SOXX — Risk / Return Rank
ENSG
SOXX
ENSG vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Ensign Group, Inc. (ENSG) 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.
| ENSG | SOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.34 | ||
| Sortino ratioReturn per unit of downside risk | -2.09 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.42 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 0.44 | 4.39 | -3.95 |
| Martin ratioReturn relative to average drawdown | 1.14 | 17.88 | -16.74 |
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Drawdowns
ENSG vs. SOXX - Drawdown Comparison
The maximum ENSG drawdown since its inception was -55.57%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for ENSG and SOXX.
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Drawdown Indicators
| ENSG | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.57% | -70.21% | +14.64% |
Max Drawdown (1Y)Largest decline over 1 year | -31.81% | -29.01% | -2.80% |
Max Drawdown (3Y)Largest decline over 3 years | -31.81% | -41.36% | +9.55% |
Max Drawdown (5Y)Largest decline over 5 years | -31.81% | -45.75% | +13.94% |
Max Drawdown (10Y)Largest decline over 10 years | -55.57% | -45.75% | -9.82% |
Current DrawdownCurrent decline from peak | -18.33% | -17.22% | -1.11% |
Average DrawdownAverage peak-to-trough decline | -12.33% | -19.92% | +7.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.19% | 7.11% | +5.08% |
Volatility
ENSG vs. SOXX - Volatility Comparison
The current volatility for The Ensign Group, Inc. (ENSG) is 7.31%, while iShares Semiconductor ETF (SOXX) has a volatility of 18.28%. This indicates that ENSG 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
| ENSG | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.31% | 18.28% | -10.97% |
Volatility (6M)Calculated over the trailing 6-month period | 23.71% | 39.14% | -15.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.83% | 44.78% | -16.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.88% | 38.37% | -11.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.93% | 34.61% | +1.32% |
Dividends
ENSG vs. SOXX - Dividend Comparison
ENSG's dividend yield for the trailing twelve months is around 0.15%, less than SOXX's 0.27% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENSG The Ensign Group, Inc. | 0.15% | 0.14% | 0.18% | 0.21% | 0.24% | 0.25% | 0.28% | 0.40% | 0.47% | 0.78% | 0.73% | 0.67% |
SOXX iShares Semiconductor ETF | 0.27% | 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
ENSG and SOXX have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXX has higher volatility (18.28%) compared to ENSG (7.31%). In terms of maximum drawdown, ENSG dropped -55.57% vs SOXX's -70.21%.
SOXX currently has the higher Sharpe Ratio (2.84 vs 0.50), 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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