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JBHT vs. SOXX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JBHT and SOXX is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

JBHT vs. SOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in J.B. Hunt Transport Services, Inc. (JBHT) and iShares PHLX Semiconductor ETF (SOXX). The values are adjusted to include any dividend payments, if applicable.

1,000.00%2,000.00%3,000.00%4,000.00%NovemberDecember2025FebruaryMarchApril
2,841.59%
828.33%
JBHT
SOXX

Key characteristics

Sharpe Ratio

JBHT:

-0.69

SOXX:

-0.22

Sortino Ratio

JBHT:

-0.80

SOXX:

-0.03

Omega Ratio

JBHT:

0.89

SOXX:

1.00

Calmar Ratio

JBHT:

-0.51

SOXX:

-0.23

Martin Ratio

JBHT:

-1.68

SOXX:

-0.56

Ulcer Index

JBHT:

12.95%

SOXX:

17.37%

Daily Std Dev

JBHT:

31.73%

SOXX:

43.48%

Max Drawdown

JBHT:

-71.56%

SOXX:

-70.21%

Current Drawdown

JBHT:

-40.11%

SOXX:

-30.02%

Returns By Period

In the year-to-date period, JBHT achieves a -23.78% return, which is significantly lower than SOXX's -14.13% return. Over the past 10 years, JBHT has underperformed SOXX with an annualized return of 4.81%, while SOXX has yielded a comparatively higher 20.74% annualized return.


JBHT

YTD

-23.78%

1M

-14.31%

6M

-25.43%

1Y

-19.97%

5Y*

5.95%

10Y*

4.81%

SOXX

YTD

-14.13%

1M

-6.88%

6M

-19.27%

1Y

-12.42%

5Y*

20.27%

10Y*

20.74%

*Annualized

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Risk-Adjusted Performance

JBHT vs. SOXX — Risk-Adjusted Performance Rank

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

JBHT
The Risk-Adjusted Performance Rank of JBHT is 1414
Overall Rank
The Sharpe Ratio Rank of JBHT is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of JBHT is 1717
Sortino Ratio Rank
The Omega Ratio Rank of JBHT is 1717
Omega Ratio Rank
The Calmar Ratio Rank of JBHT is 1919
Calmar Ratio Rank
The Martin Ratio Rank of JBHT is 44
Martin Ratio Rank

SOXX
The Risk-Adjusted Performance Rank of SOXX is 1111
Overall Rank
The Sharpe Ratio Rank of SOXX is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of SOXX is 1313
Sortino Ratio Rank
The Omega Ratio Rank of SOXX is 1313
Omega Ratio Rank
The Calmar Ratio Rank of SOXX is 88
Calmar Ratio Rank
The Martin Ratio Rank of SOXX is 1010
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JBHT vs. SOXX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for J.B. Hunt Transport Services, Inc. (JBHT) and iShares PHLX 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.


The chart of Sharpe ratio for JBHT, currently valued at -0.69, compared to the broader market-2.00-1.000.001.002.003.00
JBHT: -0.69
SOXX: -0.22
The chart of Sortino ratio for JBHT, currently valued at -0.80, compared to the broader market-6.00-4.00-2.000.002.004.00
JBHT: -0.80
SOXX: -0.03
The chart of Omega ratio for JBHT, currently valued at 0.89, compared to the broader market0.501.001.502.00
JBHT: 0.89
SOXX: 1.00
The chart of Calmar ratio for JBHT, currently valued at -0.51, compared to the broader market0.001.002.003.004.005.00
JBHT: -0.51
SOXX: -0.23
The chart of Martin ratio for JBHT, currently valued at -1.68, compared to the broader market-5.000.005.0010.0015.0020.00
JBHT: -1.68
SOXX: -0.56

The current JBHT Sharpe Ratio is -0.69, which is lower than the SOXX Sharpe Ratio of -0.22. The chart below compares the historical Sharpe Ratios of JBHT 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
-0.69
-0.22
JBHT
SOXX

Dividends

JBHT vs. SOXX - Dividend Comparison

JBHT's dividend yield for the trailing twelve months is around 1.33%, more than SOXX's 0.80% yield.


TTM20242023202220212020201920182017201620152014
JBHT
J.B. Hunt Transport Services, Inc.
1.33%1.01%0.84%0.92%0.58%0.79%0.89%1.03%0.80%0.91%1.15%0.95%
SOXX
iShares PHLX Semiconductor ETF
0.80%0.67%0.78%1.25%0.64%0.81%1.23%1.37%0.90%1.08%1.29%1.56%

Drawdowns

JBHT vs. SOXX - Drawdown Comparison

The maximum JBHT drawdown since its inception was -71.56%, 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. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-40.11%
-30.02%
JBHT
SOXX

Volatility

JBHT vs. SOXX - Volatility Comparison

The current volatility for J.B. Hunt Transport Services, Inc. (JBHT) is 19.61%, while iShares PHLX Semiconductor ETF (SOXX) has a volatility of 25.98%. 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.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
19.61%
25.98%
JBHT
SOXX