GBX vs. SOXQ
Compare and contrast key facts about The Greenbrier Companies, Inc. (GBX) and Invesco PHLX Semiconductor ETF (SOXQ).
SOXQ is a passively managed fund by Invesco that tracks the performance of the PHLX / Semiconductor. It was launched on Jun 11, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GBX or SOXQ.
Key characteristics
| GBX | SOXQ | |
|---|---|---|
| YTD Return | 53.23% | 20.59% |
| 1Y Return | 80.91% | 35.84% |
| 3Y Return (Ann) | 19.34% | 10.85% |
| Sharpe Ratio | 2.28 | 1.06 |
| Sortino Ratio | 3.10 | 1.53 |
| Omega Ratio | 1.40 | 1.20 |
| Calmar Ratio | 2.07 | 1.46 |
| Martin Ratio | 10.14 | 3.87 |
| Ulcer Index | 8.12% | 9.46% |
| Daily Std Dev | 36.07% | 34.59% |
| Max Drawdown | -95.61% | -46.01% |
| Current Drawdown | 0.00% | -15.13% |
Correlation
The correlation between GBX and SOXQ is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
GBX vs. SOXQ - Performance Comparison
In the year-to-date period, GBX achieves a 53.23% return, which is significantly higher than SOXQ's 20.59% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
GBX vs. SOXQ - Risk-Adjusted Performance 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.
Dividends
GBX vs. SOXQ - Dividend Comparison
GBX's dividend yield for the trailing twelve months is around 1.81%, more than SOXQ's 0.69% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
GBX The Greenbrier Companies, Inc. | 1.81% | 2.58% | 3.22% | 2.35% | 2.97% | 3.08% | 2.48% | 1.65% | 1.97% | 1.99% | 0.56% |
SOXQ Invesco PHLX Semiconductor ETF | 0.69% | 0.87% | 1.36% | 0.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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. For additional features, visit the drawdowns tool.
Volatility
GBX vs. SOXQ - Volatility Comparison
The Greenbrier Companies, Inc. (GBX) has a higher volatility of 17.33% compared to Invesco PHLX Semiconductor ETF (SOXQ) at 8.55%. This indicates that GBX's price experiences larger fluctuations and is considered to be riskier than SOXQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.