ETH-USD vs. SOXX
ETH-USD (Ethereum) is a cryptocurrency, while SOXX (iShares Semiconductor ETF) is Semiconductors fund tracking the NYSE Semiconductor Index. Over the past 10 years, ETH-USD returned 56.61%/yr vs 35.55%/yr for SOXX. At a 0.17 correlation, their price movements are largely independent.
Performance
ETH-USD vs. SOXX - Performance Comparison
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Returns By Period
In the year-to-date period, ETH-USD achieves a -43.80% return, which is significantly lower than SOXX's 98.11% return. Over the past 10 years, ETH-USD has outperformed SOXX with an annualized return of 56.61%, while SOXX has yielded a comparatively lower 35.55% annualized return.
ETH-USD
- 1D
- -0.28%
- 1M
- -26.16%
- YTD
- -43.80%
- 6M
- -45.95%
- 1Y
- -36.94%
- 3Y*
- -1.40%
- 5Y*
- -7.86%
- 10Y*
- 56.61%
SOXX
- 1D
- 1.59%
- 1M
- 12.86%
- YTD
- 98.11%
- 6M
- 99.51%
- 1Y
- 164.50%
- 3Y*
- 53.00%
- 5Y*
- 33.69%
- 10Y*
- 35.55%
ETH-USD vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETH-USD Ethereum | -43.80% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 473.88% | -1.52% | -82.39% | 8,984.19% |
SOXX iShares Semiconductor ETF | 98.11% | 40.74% | 12.92% | 67.12% | -35.09% | 44.09% | 52.72% | 62.42% | -6.49% | 39.79% |
Correlation
The correlation between ETH-USD and SOXX is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2015 | 0.17 |
Over the past year, ETH-USD and SOXX have become more correlated (0.37) than their long-term average of 0.17, meaning their price movements have been converging.
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Return for Risk
ETH-USD vs. SOXX — Risk / Return Rank
ETH-USD
SOXX
ETH-USD vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ethereum (ETH-USD) 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.
| ETH-USD | SOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.98 | ||
| Sortino ratioReturn per unit of downside risk | -4.87 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.62 | -0.67 |
| Calmar ratioReturn relative to maximum drawdown | -0.55 | 10.50 | -11.05 |
| Martin ratioReturn relative to average drawdown | -0.94 | 38.20 | -39.15 |
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Drawdowns
ETH-USD vs. SOXX - Drawdown Comparison
The maximum ETH-USD drawdown since its inception was -94.01%, which is greater than SOXX's maximum drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for ETH-USD and SOXX.
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Drawdown Indicators
| ETH-USD | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.01% | -70.21% | -23.80% |
Max Drawdown (1Y)Largest decline over 1 year | -67.53% | -15.77% | -51.76% |
Max Drawdown (3Y)Largest decline over 3 years | -67.53% | -41.36% | -26.17% |
Max Drawdown (5Y)Largest decline over 5 years | -79.35% | -45.75% | -33.60% |
Max Drawdown (10Y)Largest decline over 10 years | -94.01% | -45.75% | -48.26% |
Current DrawdownCurrent decline from peak | -65.49% | -3.16% | -62.33% |
Average DrawdownAverage peak-to-trough decline | -50.89% | -19.95% | -30.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 45.31% | 4.33% | +40.98% |
Volatility
ETH-USD vs. SOXX - Volatility Comparison
The current volatility for Ethereum (ETH-USD) is 17.22%, while iShares Semiconductor ETF (SOXX) has a volatility of 19.42%. This indicates that ETH-USD 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
| ETH-USD | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.22% | 19.42% | -2.20% |
Volatility (6M)Calculated over the trailing 6-month period | 46.29% | 31.46% | +14.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.20% | 37.35% | +18.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.59% | 36.73% | +22.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 77.89% | 33.77% | +44.12% |
Frequently Asked Questions
ETH-USD and SOXX have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXX has higher volatility (19.42%) compared to ETH-USD (17.22%). In terms of maximum drawdown, ETH-USD dropped -94.01% vs SOXX's -70.21%.
SOXX currently has the higher Sharpe Ratio (4.43 vs -0.55), 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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