HELE vs. SOXX

Last updated Apr 2, 2026

Compare and contrast key facts about Helen of Troy Limited (HELE) and iShares Semiconductor ETF (SOXX).

SOXX is a passively managed fund by iShares that tracks the performance of the PHLX Semiconductor Sector Index. It was launched on Jul 10, 2001.

Performance

HELE vs. SOXX - Performance Comparison

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

HELE vs. SOXX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
HELE Helen of Troy Limited	-31.81%	-64.48%	-50.48%	8.93%	-54.63%	10.03%	23.58%	37.06%	36.15%	14.09%
SOXX iShares Semiconductor ETF	12.48%	40.74%	12.92%	67.12%	-35.09%	44.09%	52.72%	62.42%	-6.49%	39.79%

Returns By Period

In the year-to-date period, HELE achieves a -31.81% return, which is significantly lower than SOXX's 12.48% return. Over the past 10 years, HELE has underperformed SOXX with an annualized return of -17.88%, while SOXX has yielded a comparatively higher 28.39% annualized return.

HELE

• 1D: 0.49%
• 1M: -15.51%
• YTD: -31.81%
• 6M: -44.14%
• 1Y: -72.49%
• 3Y*: -46.60%
• 5Y*: -41.57%
• 10Y*: -17.88%

SOXX

• 1D: 3.01%
• 1M: -3.78%
• YTD: 12.48%
• 6M: 22.76%
• 1Y: 80.97%
• 3Y*: 32.61%
• 5Y*: 19.19%
• 10Y*: 28.39%

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

Return for Risk

HELE vs. SOXX — Risk / Return Rank

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

HELE

HELE Risk / Return Rank: 6
HELE Sharpe Ratio Rank: 4
HELE Sortino Ratio Rank: 3
HELE Omega Ratio Rank: 4
HELE Calmar Ratio Rank: 2
HELE Martin Ratio Rank: 16

SOXX

SOXX Risk / Return Rank: 92
SOXX Sharpe Ratio Rank: 90
SOXX Sortino Ratio Rank: 90
SOXX Omega Ratio Rank: 89
SOXX Calmar Ratio Rank: 96
SOXX Martin Ratio Rank: 95

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.

HELE vs. SOXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Helen of Troy Limited (HELE) 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.

	HELE	SOXX	Difference
Sharpe ratio Return per unit of total volatility	-1.01	2.03	-3.04
Sortino ratio Return per unit of downside risk	-1.78	2.63	-4.41
Omega ratio Gain probability vs. loss probability	0.77	1.38	-0.61
Calmar ratio Return relative to maximum drawdown	-0.99	4.44	-5.42
Martin ratio Return relative to average drawdown	-1.27	16.46	-17.72
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HELE vs. SOXX - Sharpe Ratio Comparison

The current HELE Sharpe Ratio is -1.01, which is lower than the SOXX Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of HELE and SOXX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	HELE	SOXX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.01	2.03	-3.04
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.83	0.54	-1.38
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.42	0.86	-1.28
Sharpe Ratio (All Time) Calculated using the full available price history	0.07	0.37	-0.30

Correlation

The correlation between HELE and SOXX is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

HELE vs. SOXX - Dividend Comparison

HELE has not paid dividends to shareholders, while SOXX's dividend yield for the trailing twelve months is around 0.49%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HELE Helen of Troy Limited	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SOXX iShares Semiconductor ETF	0.49%	0.57%	0.67%	0.78%	1.26%	0.64%	0.81%	1.23%	1.37%	0.90%	1.08%	1.29%

Drawdowns

HELE vs. SOXX - Drawdown Comparison

The maximum HELE drawdown since its inception was -94.72%, which is greater than SOXX's maximum drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for HELE and SOXX.

Drawdown Indicators

	HELE	SOXX	Difference
Max Drawdown Largest peak-to-trough decline	-94.72%	-70.21%	-24.51%
Max Drawdown (1Y) Largest decline over 1 year	-73.94%	-18.27%	-55.67%
Max Drawdown (5Y) Largest decline over 5 years	-94.55%	-45.75%	-48.80%
Max Drawdown (10Y) Largest decline over 10 years	-94.72%	-45.75%	-48.97%
Current Drawdown Current decline from peak	-94.49%	-7.95%	-86.54%
Average Drawdown Average peak-to-trough decline	-30.29%	-20.10%	-10.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	57.63%	4.92%	+52.71%

Volatility

HELE vs. SOXX - Volatility Comparison

The current volatility for Helen of Troy Limited (HELE) is 11.92%, while iShares Semiconductor ETF (SOXX) has a volatility of 12.83%. This indicates that HELE 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.

Volatility by Period

	HELE	SOXX	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.92%	12.83%	-0.91%
Volatility (6M) Calculated over the trailing 6-month period	44.21%	26.41%	+17.80%
Volatility (1Y) Calculated over the trailing 1-year period	71.89%	40.12%	+31.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	49.96%	35.48%	+14.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	42.85%	32.98%	+9.87%