IDHC.L vs. SOXX
IDHC.L (Integrated Diagnostics Holdings plc) is a stock, while SOXX (iShares Semiconductor ETF) is Semiconductors fund tracking the NYSE Semiconductor Index. Over the past 10 years, IDHC.L returned 1.94%/yr vs 33.92%/yr for SOXX. At a 0.03 correlation, their price movements are largely independent.
Performance
IDHC.L vs. SOXX - Performance Comparison
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Returns By Period
In the year-to-date period, IDHC.L achieves a -25.03% return, which is significantly lower than SOXX's 79.35% return. Over the past 10 years, IDHC.L has underperformed SOXX with an annualized return of 1.94%, while SOXX has yielded a comparatively higher 33.92% annualized return.
IDHC.L
- 1D
- 3.77%
- 1M
- -6.92%
- YTD
- -25.03%
- 6M
- -17.26%
- 1Y
- 60.28%
- 3Y*
- 14.64%
- 5Y*
- -9.41%
- 10Y*
- 1.94%
SOXX
- 1D
- -10.44%
- 1M
- 6.49%
- YTD
- 79.35%
- 6M
- 74.82%
- 1Y
- 151.62%
- 3Y*
- 50.81%
- 5Y*
- 31.00%
- 10Y*
- 33.92%
IDHC.L vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDHC.L Integrated Diagnostics Holdings plc | -25.03% | 76.13% | 23.10% | -44.01% | -43.56% | 22.02% | 36.10% | 11.91% | 3.72% | 66.81% |
SOXX iShares Semiconductor ETF | 79.35% | 40.74% | 12.92% | 67.12% | -35.09% | 44.09% | 52.72% | 62.42% | -6.49% | 39.79% |
Correlation
The correlation between IDHC.L and SOXX is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.01 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since May 7, 2015 | 0.03 |
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Return for Risk
IDHC.L vs. SOXX — Risk / Return Rank
IDHC.L
SOXX
IDHC.L vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Integrated Diagnostics Holdings plc (IDHC.L) 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.
| IDHC.L | SOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.12 | ||
| Sortino ratioReturn per unit of downside risk | -2.27 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.61 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | 1.88 | 9.68 | -7.79 |
| Martin ratioReturn relative to average drawdown | 3.86 | 36.37 | -32.51 |
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
| IDHC.L | SOXX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 4.25 | -3.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.19 | 0.86 | -1.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.04 | 1.01 | -0.97 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.01 | 0.43 | -0.42 |
Drawdowns
IDHC.L vs. SOXX - Drawdown Comparison
The maximum IDHC.L drawdown since its inception was -76.66%, which is greater than SOXX's maximum drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for IDHC.L and SOXX.
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Drawdown Indicators
| IDHC.L | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.66% | -70.21% | -6.45% |
Max Drawdown (1Y)Largest decline over 1 year | -31.87% | -15.77% | -16.10% |
Max Drawdown (3Y)Largest decline over 3 years | -52.18% | -41.36% | -10.82% |
Max Drawdown (5Y)Largest decline over 5 years | -76.66% | -45.75% | -30.91% |
Max Drawdown (10Y)Largest decline over 10 years | -76.66% | -45.75% | -30.91% |
Current DrawdownCurrent decline from peak | -52.67% | -12.33% | -40.34% |
Average DrawdownAverage peak-to-trough decline | -34.01% | -19.97% | -14.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.59% | 4.19% | +11.40% |
Volatility
IDHC.L vs. SOXX - Volatility Comparison
Integrated Diagnostics Holdings plc (IDHC.L) and iShares Semiconductor ETF (SOXX) have volatilities of 18.01% and 17.99%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDHC.L | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.01% | 17.99% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 34.50% | 29.75% | +4.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 52.92% | 35.87% | +17.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.61% | 36.40% | +12.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.17% | 33.60% | +12.57% |
Dividends
IDHC.L vs. SOXX - Dividend Comparison
IDHC.L's dividend yield for the trailing twelve months is around 4.64%, more than SOXX's 0.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDHC.L Integrated Diagnostics Holdings plc | 4.64% | 2.28% | 0.00% | 0.00% | 18.30% | 3.80% | 17.00% | 17.60% | 15.38% | 12.07% | 7.11% | 0.00% |
SOXX iShares Semiconductor ETF | 0.31% | 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
IDHC.L and SOXX have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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