KEY vs. SOXQ
KEY (KeyCorp) is a stock, while SOXQ (Invesco PHLX Semiconductor ETF) is Semiconductors fund tracking the PHLX Semiconductor Sector Index. Over the past 5 years, KEY returned 7.02%/yr vs 35.10%/yr for SOXQ. At a 0.38 correlation, their price movements are largely independent.
Performance
KEY vs. SOXQ - Performance Comparison
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Returns By Period
In the year-to-date period, KEY achieves a 15.68% return, which is significantly lower than SOXQ's 97.25% return.
KEY
- 1D
- 1.25%
- 1M
- 8.60%
- YTD
- 15.68%
- 6M
- 12.94%
- 1Y
- 45.50%
- 3Y*
- 42.97%
- 5Y*
- 7.02%
- 10Y*
- 13.18%
SOXQ
- 1D
- 3.74%
- 1M
- 8.43%
- YTD
- 97.25%
- 6M
- 94.11%
- 1Y
- 155.07%
- 3Y*
- 59.38%
- 5Y*
- 35.10%
- 10Y*
- —
KEY vs. SOXQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
KEY KeyCorp | 15.68% | 26.22% | 25.34% | -11.53% | -21.69% | 8.17% |
SOXQ Invesco PHLX Semiconductor ETF | 97.25% | 43.11% | 20.16% | 66.74% | -35.59% | 25.19% |
Correlation
The correlation between KEY and SOXQ is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Jun 11, 2021 | 0.38 |
The correlation between KEY and SOXQ shifts across timeframes, from 0.21 (1 year) to 0.38 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
KEY vs. SOXQ — Risk / Return Rank
KEY
SOXQ
KEY vs. SOXQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for KeyCorp (KEY) and Invesco PHLX Semiconductor ETF (SOXQ). 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.
| KEY | SOXQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.10 | ||
| Sortino ratioReturn per unit of downside risk | -1.48 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.57 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 2.57 | 10.01 | -7.44 |
| Martin ratioReturn relative to average drawdown | 6.99 | 35.61 | -28.62 |
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Drawdowns
KEY vs. SOXQ - Drawdown Comparison
The maximum KEY drawdown since its inception was -87.08%, which is greater than SOXQ's maximum drawdown of -46.01%. Use the drawdown chart below to compare losses from any high point for KEY and SOXQ.
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Drawdown Indicators
| KEY | SOXQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.08% | -46.01% | -41.07% |
Max Drawdown (1Y)Largest decline over 1 year | -17.76% | -15.59% | -2.17% |
Max Drawdown (3Y)Largest decline over 3 years | -32.21% | -39.36% | +7.15% |
Max Drawdown (5Y)Largest decline over 5 years | -65.23% | -46.01% | -19.22% |
Max Drawdown (10Y)Largest decline over 10 years | -65.23% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -4.61% | +4.61% |
Average DrawdownAverage peak-to-trough decline | -32.84% | -12.86% | -19.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.52% | 4.37% | +2.15% |
Volatility
KEY vs. SOXQ - Volatility Comparison
The current volatility for KeyCorp (KEY) is 6.44%, while Invesco PHLX Semiconductor ETF (SOXQ) has a volatility of 21.67%. This indicates that KEY experiences smaller price fluctuations and is considered to be less risky than SOXQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KEY | SOXQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.44% | 21.67% | -15.23% |
Volatility (6M)Calculated over the trailing 6-month period | 16.97% | 32.56% | -15.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.75% | 38.78% | -15.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.91% | 37.37% | +0.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.73% | 37.24% | +2.49% |
Dividends
KEY vs. SOXQ - Dividend Comparison
KEY's dividend yield for the trailing twelve months is around 3.50%, more than SOXQ's 0.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KEY KeyCorp | 3.50% | 3.97% | 4.78% | 5.69% | 4.54% | 3.24% | 4.51% | 3.51% | 3.82% | 1.88% | 1.81% | 3.83% |
SOXQ Invesco PHLX Semiconductor ETF | 0.26% | 0.50% | 0.68% | 0.87% | 1.36% | 0.72% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
KEY and SOXQ have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXQ has higher volatility (21.67%) compared to KEY (6.44%). In terms of maximum drawdown, KEY dropped -87.08% vs SOXQ's -46.01%.
SOXQ currently has the higher Sharpe Ratio (4.02 vs 1.93), 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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