GBX vs. SOXQ

Last updated Jun 24, 2026

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 4.31%/yr vs 34.04%/yr for SOXQ. At a 0.39 correlation, their price movements are largely independent.

Performance

GBX vs. SOXQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Greenbrier Companies, Inc. (GBX) and Invesco PHLX Semiconductor ETF (SOXQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GBX achieves a 8.73% return, which is significantly lower than SOXQ's 90.62% return.

GBX

• 1D: -0.08%
• 1M: 4.63%
• YTD: 8.73%
• 6M: 9.24%
• 1Y: 12.51%
• 3Y*: 19.95%
• 5Y*: 4.31%
• 10Y*: 8.33%

SOXQ

• 1D: -7.82%
• 1M: 10.55%
• YTD: 90.62%
• 6M: 87.99%
• 1Y: 158.27%
• 3Y*: 57.61%
• 5Y*: 34.04%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GBX vs. SOXQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
GBX The Greenbrier Companies, Inc.	8.73%	-21.33%	41.32%	36.32%	-24.80%	-1.73%
SOXQ Invesco PHLX Semiconductor ETF	90.62%	43.11%	20.16%	66.74%	-35.59%	25.19%

Correlation

The correlation between GBX and SOXQ is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.25
Correlation (3Y) Calculated over the trailing 3-year period	0.34
Correlation (5Y) Calculated over the trailing 5-year period	0.39
Correlation (All Time) Calculated using the full available price history since Jun 11, 2021	0.39

The correlation between GBX and SOXQ shifts across timeframes, from 0.25 (1 year) to 0.39 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

GBX vs. SOXQ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GBX

GBX Risk / Return Rank: 53
GBX Sharpe Ratio Rank: 55
GBX Sortino Ratio Rank: 52
GBX Omega Ratio Rank: 51
GBX Calmar Ratio Rank: 54
GBX Martin Ratio Rank: 52

SOXQ

SOXQ Risk / Return Rank: 94
SOXQ Sharpe Ratio Rank: 96
SOXQ Sortino Ratio Rank: 90
SOXQ Omega Ratio Rank: 92
SOXQ Calmar Ratio Rank: 97
SOXQ Martin Ratio Rank: 96

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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 ratio: Return per unit of total volatility	0.34	4.11	-3.76
Sortino ratio: Return per unit of downside risk	0.83	4.02	-3.19
Omega ratio: Gain probability vs. loss probability	1.11	1.58	-0.47
Calmar ratio: Return relative to maximum drawdown	0.47	10.22	-9.75
Martin ratio: Return relative to average drawdown	0.78	36.68	-35.90

GBX vs. SOXQ - Sharpe Ratio Comparison

The current GBX Sharpe Ratio is 0.34, which is lower than the SOXQ Sharpe Ratio of 4.11. The chart below compares the historical Sharpe Ratios of GBX and SOXQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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.

Drawdown Indicators

	GBX	SOXQ	Difference
Max Drawdown Largest peak-to-trough decline	-95.61%	-46.01%	-49.60%
Max Drawdown (1Y) Largest decline over 1 year	-26.98%	-15.59%	-11.39%
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 Drawdown Current decline from peak	-26.21%	-7.82%	-18.39%
Average Drawdown Average peak-to-trough decline	-39.25%	-12.87%	-26.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.12%	4.33%	+11.79%

Volatility

GBX vs. SOXQ - Volatility Comparison

The current volatility for The Greenbrier Companies, Inc. (GBX) is 5.79%, while Invesco PHLX Semiconductor ETF (SOXQ) has a volatility of 22.04%. 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.

Volatility by Period

	GBX	SOXQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.79%	22.04%	-16.25%
Volatility (6M) Calculated over the trailing 6-month period	23.66%	32.49%	-8.83%
Volatility (1Y) Calculated over the trailing 1-year period	36.75%	38.78%	-2.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	42.47%	37.34%	+5.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	44.69%	37.24%	+7.45%

Dividends

GBX vs. SOXQ - Dividend Comparison

GBX's dividend yield for the trailing twelve months is around 2.59%, more than SOXQ's 0.27% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GBX The Greenbrier Companies, Inc.	2.59%	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	0.27%	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

Can I hold both GBX and SOXQ in my portfolio?

GBX and SOXQ have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GBX or SOXQ?

SOXQ has higher volatility (22.04%) compared to GBX (5.79%). In terms of maximum drawdown, GBX dropped -95.61% vs SOXQ's -46.01%.

Which has better risk-adjusted returns?

SOXQ currently has the higher Sharpe Ratio (4.11 vs 0.34), 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.