JBHT vs. SOXX
JBHT (J.B. Hunt Transport Services, Inc.) is a stock, while SOXX (iShares Semiconductor ETF) is Semiconductors fund tracking the NYSE Semiconductor Index. Over the past 10 years, JBHT returned 14.38%/yr vs 37.20%/yr for SOXX. At a 0.44 correlation, their price movements are largely independent.
Performance
JBHT vs. SOXX - Performance Comparison
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Returns By Period
In the year-to-date period, JBHT achieves a 41.27% return, which is significantly lower than SOXX's 117.74% return. Over the past 10 years, JBHT has underperformed SOXX with an annualized return of 14.38%, while SOXX has yielded a comparatively higher 37.20% annualized return.
JBHT
- 1D
- 0.83%
- 1M
- 5.68%
- YTD
- 41.27%
- 6M
- 37.56%
- 1Y
- 97.75%
- 3Y*
- 17.14%
- 5Y*
- 12.46%
- 10Y*
- 14.38%
SOXX
- 1D
- 2.43%
- 1M
- 21.96%
- YTD
- 117.74%
- 6M
- 115.81%
- 1Y
- 192.33%
- 3Y*
- 60.51%
- 5Y*
- 36.36%
- 10Y*
- 37.20%
JBHT vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JBHT J.B. Hunt Transport Services, Inc. | 41.27% | 15.20% | -13.75% | 15.59% | -13.92% | 50.64% | 18.11% | 26.77% | -18.41% | 19.60% |
SOXX iShares Semiconductor ETF | 117.74% | 40.74% | 12.92% | 67.12% | -35.09% | 44.09% | 52.72% | 62.42% | -6.49% | 39.79% |
Correlation
The correlation between JBHT and SOXX is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2001 | 0.44 |
The correlation between JBHT and SOXX shifts across timeframes, from 0.30 (1 year) to 0.44 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
JBHT vs. SOXX — Risk / Return Rank
JBHT
SOXX
JBHT vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for J.B. Hunt Transport Services, Inc. (JBHT) 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.
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.
| JBHT | SOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.44 | ||
| Sortino ratioReturn per unit of downside risk | -0.86 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.68 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 6.19 | 12.28 | -6.08 |
| Martin ratioReturn relative to average drawdown | 16.17 | 44.42 | -28.26 |
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Drawdowns
JBHT vs. SOXX - Drawdown Comparison
The maximum JBHT drawdown since its inception was -71.55%, roughly equal to the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for JBHT and SOXX.
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Drawdown Indicators
| JBHT | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.55% | -70.21% | -1.34% |
Max Drawdown (1Y)Largest decline over 1 year | -15.87% | -15.77% | -0.10% |
Max Drawdown (3Y)Largest decline over 3 years | -42.41% | -41.36% | -1.05% |
Max Drawdown (5Y)Largest decline over 5 years | -42.41% | -45.75% | +3.34% |
Max Drawdown (10Y)Largest decline over 10 years | -42.41% | -45.75% | +3.34% |
Current DrawdownCurrent decline from peak | -5.49% | 0.00% | -5.49% |
Average DrawdownAverage peak-to-trough decline | -18.54% | -19.94% | +1.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.07% | 4.35% | +1.72% |
Volatility
JBHT vs. SOXX - Volatility Comparison
The current volatility for J.B. Hunt Transport Services, Inc. (JBHT) is 8.52%, while iShares Semiconductor ETF (SOXX) has a volatility of 20.75%. This indicates that JBHT 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
| JBHT | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.52% | 20.75% | -12.23% |
Volatility (6M)Calculated over the trailing 6-month period | 23.11% | 32.29% | -9.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.16% | 38.61% | -0.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.09% | 37.03% | -4.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.94% | 33.95% | -4.01% |
Dividends
JBHT vs. SOXX - Dividend Comparison
JBHT's dividend yield for the trailing twelve months is around 0.65%, more than SOXX's 0.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JBHT J.B. Hunt Transport Services, Inc. | 0.65% | 0.91% | 1.01% | 0.84% | 0.92% | 0.58% | 0.79% | 0.89% | 1.03% | 0.80% | 0.91% | 1.15% |
SOXX iShares Semiconductor ETF | 0.22% | 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
JBHT and SOXX have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXX has higher volatility (20.75%) compared to JBHT (8.52%). In terms of maximum drawdown, JBHT dropped -71.55% vs SOXX's -70.21%.
SOXX currently has the higher Sharpe Ratio (5.02 vs 2.58), 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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