GBX vs. SOXQ
GBX (The Greenbrier Companies, Inc.) is a stock, while SOXQ (Invesco PHLX Semiconductor ETF) is Semiconductors fund tracking the PHLX Semiconductor Sector Index. Over the past 5 years, GBX returned 5.74%/yr vs 28.65%/yr for SOXQ. Their 0.38 correlation means their historical movements had little consistent relationship.
Performance
GBX vs. SOXQ - Performance Comparison
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Returns By Period
In the year-to-date period, GBX achieves a 7.52% return, which is significantly lower than SOXQ's 59.97% return.
GBX
- 1D
- 0.35%
- 1M
- 4.33%
- 6M
- -0.96%
- YTD
- 7.52%
- 1Y
- 15.16%
- 3Y*
- 3.80%
- 5Y*
- 5.74%
- 10Y*
- 7.55%
- ALL TIME*
- 5.86%
SOXQ
- 1D
- 0.15%
- 1M
- -10.31%
- 6M
- 41.59%
- YTD
- 59.97%
- 1Y
- 105.49%
- 3Y*
- 44.02%
- 5Y*
- 28.65%
- 10Y*
- —
- ALL TIME*
- 29.00%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $19.76M | $27.54M | $22.86M | |
| $219.33M | $233.61M | $278.30M |
GBX vs. SOXQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
GBX The Greenbrier Companies, Inc. | 7.52% | -21.33% | 41.32% | 36.32% | -24.80% | -1.73% |
SOXQ Invesco PHLX Semiconductor ETF | 59.97% | 43.11% | 20.16% | 66.74% | -35.59% | 25.19% |
Correlation
The correlation between GBX and SOXQ is 0.21, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.21 |
Correlation (3Y) Balances recent behavior with more history. | 0.33 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.38 |
Correlation (All Time) Calculated using the full available price history since Jun 11, 2021 | 0.38 |
The correlation between GBX and SOXQ shifts across timeframes, from 0.21 (1 year) to 0.38 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
GBX vs. SOXQ — Risk / Return Rank
GBX
SOXQ
GBX vs. SOXQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Greenbrier Companies, Inc. (GBX) and Invesco PHLX Semiconductor ETF (SOXQ). 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.
| GBX | SOXQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.01 | ||
| Sortino ratioReturn per unit of downside risk | -2.01 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.36 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 0.52 | 3.61 | -3.08 |
| Martin ratioReturn relative to average drawdown | 1.06 | 15.05 | -13.98 |
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Drawdowns
GBX vs. SOXQ - Drawdown Comparison
The maximum GBX drawdown since its inception was -95.61%, which is greater than SOXQ's maximum drawdown of -46.01%. Use the drawdown chart below to compare losses from any high point for GBX and SOXQ.
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Drawdown Indicators
| GBX | SOXQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.61% | -46.01% | -49.60% |
Max Drawdown (1Y)Largest decline over 1 year | -21.71% | -28.56% | +6.85% |
Max Drawdown (3Y)Largest decline over 3 years | -43.69% | -39.36% | -4.33% |
Max Drawdown (5Y)Largest decline over 5 years | -53.88% | -46.01% | -7.87% |
Max Drawdown (10Y)Largest decline over 10 years | -78.68% | — | — |
Current DrawdownCurrent decline from peak | -27.03% | -22.64% | -4.39% |
Average DrawdownAverage peak-to-trough decline | -39.21% | -12.92% | -26.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.63% | 6.83% | +3.80% |
Volatility
GBX vs. SOXQ - Volatility Comparison
The current volatility for The Greenbrier Companies, Inc. (GBX) is 12.27%, while Invesco PHLX Semiconductor ETF (SOXQ) has a volatility of 17.19%. This indicates that GBX experiences smaller price fluctuations and is considered to be less risky than SOXQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GBX | SOXQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.27% | 17.19% | -4.92% |
Volatility (6M)Calculated over the trailing 6-month period | 22.80% | 37.70% | -14.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.43% | 43.52% | -12.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.32% | 38.28% | +4.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.33% | 37.93% | +6.40% |
Dividends
GBX vs. SOXQ - Dividend Comparison
GBX's dividend yield for the trailing twelve months is around 2.68%, more than SOXQ's 0.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GBX The Greenbrier Companies, Inc. | 2.68% | 2.70% | 1.97% | 2.58% | 3.22% | 2.35% | 2.97% | 3.08% | 2.48% | 1.65% | 1.97% | 1.99% |
SOXQ Invesco PHLX Semiconductor ETF | 0.32% | 0.50% | 0.68% | 0.87% | 1.36% | 0.72% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GBX and SOXQ have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXQ has higher volatility (17.19%) compared to GBX (12.27%). In terms of maximum drawdown, GBX dropped -95.61% vs SOXQ's -46.01%.
SOXQ currently has the higher Sharpe Ratio (2.37 vs 0.36), 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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