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KGX.DE vs. SOXQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KGX.DE vs. SOXQ - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in KION GROUP AG (KGX.DE) and Invesco PHLX Semiconductor ETF (SOXQ). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

KGX.DE is traded in EUR, while SOXQ is traded in USD. To make them comparable, the SOXQ values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, KGX.DE achieves a -39.21% return, which is significantly lower than SOXQ's 76.25% return.


KGX.DE

1D
0.00%
1M
-13.57%
YTD
-39.21%
6M
-36.27%
1Y
-5.02%
3Y*
8.63%
5Y*
-13.22%
10Y*
-0.25%

SOXQ

1D
-9.47%
1M
8.70%
YTD
76.25%
6M
69.78%
1Y
143.45%
3Y*
49.15%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KGX.DE vs. SOXQ - Yearly Performance Comparison


2026 (YTD)20252024202320222021
KGX.DE
KION GROUP AG
-39.21%118.46%-16.29%45.25%-71.32%8.38%
SOXQ
Invesco PHLX Semiconductor ETF
76.25%26.12%28.09%61.74%-31.60%32.94%

Correlation

The correlation between KGX.DE and SOXQ is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.26

Correlation (3Y)
Calculated over the trailing 3-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Jun 14, 2021

0.28

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Return for Risk

KGX.DE vs. SOXQ — Risk / Return Rank

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

KGX.DE
KGX.DE Risk / Return Rank: 3535
Overall Rank
KGX.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
KGX.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
KGX.DE Omega Ratio Rank: 3232
Omega Ratio Rank
KGX.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
KGX.DE Martin Ratio Rank: 3737
Martin Ratio Rank

SOXQ
SOXQ Risk / Return Rank: 9494
Overall Rank
SOXQ Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
SOXQ Sortino Ratio Rank: 9090
Sortino Ratio Rank
SOXQ Omega Ratio Rank: 9191
Omega Ratio Rank
SOXQ Calmar Ratio Rank: 9696
Calmar Ratio Rank
SOXQ Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

KGX.DE vs. SOXQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KION GROUP AG (KGX.DE) 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.


KGX.DESOXQDifference
Sharpe ratioReturn per unit of total volatility

-4.25

Sortino ratioReturn per unit of downside risk

-4.01

Omega ratioGain probability vs. loss probability

1.01

1.58

-0.57

Calmar ratioReturn relative to maximum drawdown

-0.11

11.08

-11.19

Martin ratioReturn relative to average drawdown

-0.25

37.99

-38.23

KGX.DE vs. SOXQ - Sharpe Ratio Comparison

The current KGX.DE Sharpe Ratio is -0.11, which is lower than the SOXQ Sharpe Ratio of 4.14. The chart below compares the historical Sharpe Ratios of KGX.DE and SOXQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


KGX.DESOXQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.11

4.14

-4.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.93

-0.77

Drawdowns

KGX.DE vs. SOXQ - Drawdown Comparison

The maximum KGX.DE drawdown since its inception was -80.67%, which is greater than SOXQ's maximum drawdown of -40.05%. Use the drawdown chart below to compare losses from any high point for KGX.DE and SOXQ.


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Drawdown Indicators


KGX.DESOXQDifference

Max Drawdown

Largest peak-to-trough decline

-80.67%

-40.05%

-40.62%

Max Drawdown (1Y)

Largest decline over 1 year

-41.28%

-13.03%

-28.25%

Max Drawdown (3Y)

Largest decline over 3 years

-41.28%

-40.05%

-1.23%

Max Drawdown (5Y)

Largest decline over 5 years

-80.67%

Max Drawdown (10Y)

Largest decline over 10 years

-80.67%

Current Drawdown

Current decline from peak

-56.68%

-11.54%

-45.14%

Average Drawdown

Average peak-to-trough decline

-27.92%

-11.40%

-16.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.68%

3.79%

+14.89%

Volatility

KGX.DE vs. SOXQ - Volatility Comparison

The current volatility for KION GROUP AG (KGX.DE) is 10.61%, while Invesco PHLX Semiconductor ETF (SOXQ) has a volatility of 16.64%. This indicates that KGX.DE 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


KGX.DESOXQDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.61%

16.64%

-6.03%

Volatility (6M)

Calculated over the trailing 6-month period

31.64%

27.92%

+3.72%

Volatility (1Y)

Calculated over the trailing 1-year period

39.95%

34.92%

+5.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.67%

35.93%

+8.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.21%

35.93%

+4.28%

Dividends

KGX.DE vs. SOXQ - Dividend Comparison

KGX.DE's dividend yield for the trailing twelve months is around 1.52%, more than SOXQ's 0.29% yield.


PositionTTM20252024202320222021202020192018201720162015
KGX.DE
KION GROUP AG
1.52%1.20%2.20%0.49%5.60%0.42%1.88%1.95%2.23%1.11%1.46%1.20%
SOXQ
Invesco PHLX Semiconductor ETF
0.29%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


KGX.DE and SOXQ have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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