JBHT vs. SOXX
Compare and contrast key facts about J.B. Hunt Transport Services, Inc. (JBHT) and iShares PHLX 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JBHT or SOXX.
Performance
JBHT vs. SOXX - Performance Comparison
Returns By Period
In the year-to-date period, JBHT achieves a -7.01% return, which is significantly lower than SOXX's 11.94% return. Over the past 10 years, JBHT has underperformed SOXX with an annualized return of 9.53%, while SOXX has yielded a comparatively higher 23.14% annualized return.
JBHT
-7.01%
4.27%
12.67%
4.30%
10.78%
9.53%
SOXX
11.94%
-6.72%
-7.94%
25.31%
23.79%
23.14%
Key characteristics
| JBHT | SOXX | |
|---|---|---|
| Sharpe Ratio | 0.15 | 0.76 |
| Sortino Ratio | 0.39 | 1.20 |
| Omega Ratio | 1.05 | 1.15 |
| Calmar Ratio | 0.14 | 1.05 |
| Martin Ratio | 0.22 | 2.62 |
| Ulcer Index | 18.33% | 10.01% |
| Daily Std Dev | 26.73% | 34.38% |
| Max Drawdown | -71.56% | -70.21% |
| Current Drawdown | -15.27% | -19.22% |
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Correlation
The correlation between JBHT and SOXX is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
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.
Dividends
JBHT vs. SOXX - Dividend Comparison
JBHT's dividend yield for the trailing twelve months is around 0.93%, more than SOXX's 0.68% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JBHT J.B. Hunt Transport Services, Inc. | 0.93% | 0.84% | 0.92% | 0.58% | 0.79% | 0.89% | 1.03% | 0.80% | 0.91% | 1.15% | 0.95% | 0.58% |
SOXX iShares PHLX Semiconductor ETF | 0.68% | 0.78% | 1.25% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% | 1.56% | 1.18% |
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.
Volatility
JBHT vs. SOXX - Volatility Comparison
The current volatility for J.B. Hunt Transport Services, Inc. (JBHT) is 8.01%, while iShares PHLX Semiconductor ETF (SOXX) has a volatility of 8.87%. 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.