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GOLF vs. SOXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

GOLF vs. SOXX

Last updated Jun 4, 2026

GOLF (Acushnet Holdings Corp.) is a stock, while SOXX (iShares Semiconductor ETF) is Semiconductors fund tracking the NYSE Semiconductor Index. Over the past 5 years, GOLF returned 12.78%/yr vs 34.50%/yr for SOXX. At a 0.39 correlation, their price movements are largely independent.

Performance

GOLF vs. SOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Acushnet Holdings Corp. (GOLF) and iShares Semiconductor ETF (SOXX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GOLF achieves a 10.26% return, which is significantly lower than SOXX's 104.57% return.

GOLF

1D
-0.82%
1M
-6.06%
YTD
10.26%
6M
5.34%
1Y
28.07%
3Y*
24.38%
5Y*
12.78%
10Y*
—

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

GOLF vs. SOXX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
GOLF
Acushnet Holdings Corp.		10.26%14.09%13.96%51.02%-18.69%32.71%27.13%57.63%2.09%9.84%
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 GOLF and SOXX is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.35

Correlation (3Y)
Calculated over the trailing 3-year period

0.34

Correlation (5Y)
Calculated over the trailing 5-year period

0.42

Correlation (All Time)
Calculated using the full available price history since Oct 31, 2016

0.39

Compare stocks, funds, or ETFs

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Acushnet Holdings Corp.

iShares Semiconductor ETF

Often compared with GOLF:
GOLF vs. SPYGOLF vs. BGFVGOLF vs. BAYRYGOLF vs. VOOGOLF vs. SCHGGOLF vs. YETIGOLF vs. SPMO
Often compared with SOXX:
SOXX vs. SMHSOXX vs. QQQSOXX vs. SOXLSOXX vs. SOXQSOXX vs. FSELXSOXX vs. VGTSOXX vs. VOO

Return for Risk

GOLF vs. SOXX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
GOLF
GOLF Risk / Return Rank: 6868
Overall Rank
GOLF Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
GOLF Sortino Ratio Rank: 6666
Sortino Ratio Rank
GOLF Omega Ratio Rank: 6363
Omega Ratio Rank
GOLF Calmar Ratio Rank: 6969
Calmar Ratio Rank
GOLF Martin Ratio Rank: 7171
Martin Ratio Rank
SOXX
SOXX Risk / Return Rank: 9797
Overall Rank
SOXX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
SOXX Sortino Ratio Rank: 9595
Sortino Ratio Rank
SOXX Omega Ratio Rank: 9595
Omega Ratio Rank
SOXX Calmar Ratio Rank: 9797
Calmar Ratio Rank
SOXX Martin Ratio Rank: 9797
Martin Ratio Rank
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.

GOLF vs. SOXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Acushnet Holdings Corp. (GOLF) 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.

GOLFSOXXDifference
Sharpe ratioReturn per unit of total volatility
1.03
5.61

-4.58

Sortino ratioReturn per unit of downside risk
1.55
5.36

-3.80

Omega ratioGain probability vs. loss probability

1.19

1.74

-0.56

Calmar ratioReturn relative to maximum drawdown

1.57

12.13

-10.56

Martin ratioReturn relative to average drawdown

4.08

46.43

-42.35

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GOLF vs. SOXX - Sharpe Ratio Comparison

The current GOLF Sharpe Ratio is 1.03, which is lower than the SOXX Sharpe Ratio of 5.61. The chart below compares the historical Sharpe Ratios of GOLF and SOXX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

GOLFSOXXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

5.61

-4.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.96

-0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

1.07

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.45

+0.19

Drawdowns

GOLF vs. SOXX - Drawdown Comparison

The maximum GOLF drawdown since its inception was -35.46%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for GOLF and SOXX.

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Drawdown Indicators

GOLFSOXXDifference

Max Drawdown

Largest peak-to-trough decline

-35.46%

-70.21%

+34.75%

Max Drawdown (1Y)

Largest decline over 1 year

-17.93%

-15.77%

-2.16%

Max Drawdown (3Y)

Largest decline over 3 years

-25.49%

-41.36%

+15.87%

Max Drawdown (5Y)

Largest decline over 5 years

-33.37%

-45.75%

+12.38%

Max Drawdown (10Y)

Largest decline over 10 years

—

-45.75%

—

Current Drawdown

Current decline from peak

-14.79%

0.00%

-14.79%

Average Drawdown

Average peak-to-trough decline

-9.38%

-19.97%

+10.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.89%

4.11%

+2.78%

Volatility

GOLF vs. SOXX - Volatility Comparison

The current volatility for Acushnet Holdings Corp. (GOLF) is 12.28%, while iShares Semiconductor ETF (SOXX) has a volatility of 14.03%. This indicates that GOLF 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

GOLFSOXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.28%

14.03%

-1.75%

Volatility (6M)

Calculated over the trailing 6-month period

19.94%

27.35%

-7.41%

Volatility (1Y)

Calculated over the trailing 1-year period

27.44%

34.18%

-6.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.16%

36.11%

-4.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.36%

33.43%

-2.07%

Dividends

GOLF vs. SOXX - Dividend Comparison

GOLF's dividend yield for the trailing twelve months is around 1.38%, more than SOXX's 0.27% yield.

PositionTTM20252024202320222021202020192018201720162015
GOLF
Acushnet Holdings Corp.		1.38%1.49%1.21%1.23%1.70%1.24%1.53%1.72%2.47%2.28%0.00%0.00%
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

GOLF and SOXX have a correlation of 0.35, 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 GOLF (12.28%). In terms of maximum drawdown, GOLF dropped -35.46% vs SOXX's -70.21%.

SOXX currently has the higher Sharpe Ratio (5.61 vs 1.03), 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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