GD vs. SOXX
GD (General Dynamics Corporation) is a stock, while SOXX (iShares Semiconductor ETF) is Semiconductors fund tracking the NYSE Semiconductor Index. Over the past 10 years, GD returned 11.57%/yr vs 35.79%/yr for SOXX. At a 0.39 correlation, their price movements are largely independent.
Performance
GD vs. SOXX - Performance Comparison
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Returns By Period
In the year-to-date period, GD achieves a 0.99% return, which is significantly lower than SOXX's 104.57% return. Over the past 10 years, GD has underperformed SOXX with an annualized return of 11.57%, while SOXX has yielded a comparatively higher 35.79% annualized return.
GD
- 1D
- -0.17%
- 1M
- -3.45%
- YTD
- 0.99%
- 6M
- 0.56%
- 1Y
- 24.34%
- 3Y*
- 19.67%
- 5Y*
- 14.14%
- 10Y*
- 11.57%
SOXX
- 1D
- 1.76%
- 1M
- 33.25%
- YTD
- 104.57%
- 6M
- 99.43%
- 1Y
- 190.05%
- 3Y*
- 57.39%
- 5Y*
- 34.50%
- 10Y*
- 35.79%
GD vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GD General Dynamics Corporation | 0.99% | 30.39% | 3.52% | 7.13% | 21.69% | 43.77% | -13.14% | 14.80% | -21.34% | 19.85% |
SOXX iShares Semiconductor ETF | 104.57% | 40.74% | 12.92% | 67.12% | -35.09% | 44.09% | 52.72% | 62.42% | -6.49% | 39.79% |
Correlation
The correlation between GD and SOXX is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2001 | 0.39 |
Over the past year, the correlation between GD and SOXX has dropped to 0.11 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.
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Return for Risk
GD vs. SOXX — Risk / Return Rank
GD
SOXX
GD vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for General Dynamics Corporation (GD) 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.
| GD | SOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.44 | ||
| Sortino ratioReturn per unit of downside risk | -3.45 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.74 | -0.52 |
| Calmar ratioReturn relative to maximum drawdown | 1.68 | 12.13 | -10.45 |
| Martin ratioReturn relative to average drawdown | 5.90 | 46.43 | -40.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GD | SOXX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.17 | 5.61 | -4.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.96 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 1.07 | -0.56 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.45 | +0.12 |
Drawdowns
GD vs. SOXX - Drawdown Comparison
The maximum GD drawdown since its inception was -75.67%, which is greater than SOXX's maximum drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for GD and SOXX.
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Drawdown Indicators
| GD | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.67% | -70.21% | -5.46% |
Max Drawdown (1Y)Largest decline over 1 year | -14.53% | -15.77% | +1.24% |
Max Drawdown (3Y)Largest decline over 3 years | -22.55% | -41.36% | +18.81% |
Max Drawdown (5Y)Largest decline over 5 years | -22.55% | -45.75% | +23.20% |
Max Drawdown (10Y)Largest decline over 10 years | -51.63% | -45.75% | -5.88% |
Current DrawdownCurrent decline from peak | -7.83% | 0.00% | -7.83% |
Average DrawdownAverage peak-to-trough decline | -15.61% | -19.97% | +4.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.13% | 4.11% | +0.02% |
Volatility
GD vs. SOXX - Volatility Comparison
The current volatility for General Dynamics Corporation (GD) is 5.09%, while iShares Semiconductor ETF (SOXX) has a volatility of 14.03%. This indicates that GD 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
| GD | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.09% | 14.03% | -8.94% |
Volatility (6M)Calculated over the trailing 6-month period | 17.03% | 27.35% | -10.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.85% | 34.18% | -13.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.38% | 36.11% | -15.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.69% | 33.43% | -10.74% |
Dividends
GD vs. SOXX - Dividend Comparison
GD's dividend yield for the trailing twelve months is around 1.81%, more than SOXX's 0.27% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GD General Dynamics Corporation | 1.81% | 1.76% | 2.12% | 2.01% | 2.00% | 2.24% | 2.90% | 2.26% | 2.31% | 1.61% | 1.72% | 1.96% |
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
GD and SOXX have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXX has higher volatility (14.03%) compared to GD (5.09%). In terms of maximum drawdown, GD dropped -75.67% vs SOXX's -70.21%.
SOXX currently has the higher Sharpe Ratio (5.61 vs 1.17), 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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