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

Correlation

The correlation between KROP and SOXX is 0.58, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

KROP vs. SOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X AgTech & Food Innovation ETF (KROP) and iShares PHLX Semiconductor ETF (SOXX). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%20.00%40.00%60.00%NovemberDecember2025FebruaryMarchApril
-56.96%
28.43%
KROP
SOXX

Key characteristics

Sharpe Ratio

KROP:

-0.22

SOXX:

-0.22

Sortino Ratio

KROP:

-0.17

SOXX:

-0.03

Omega Ratio

KROP:

0.98

SOXX:

1.00

Calmar Ratio

KROP:

-0.07

SOXX:

-0.23

Martin Ratio

KROP:

-0.49

SOXX:

-0.56

Ulcer Index

KROP:

9.34%

SOXX:

17.37%

Daily Std Dev

KROP:

21.03%

SOXX:

43.48%

Max Drawdown

KROP:

-61.97%

SOXX:

-70.21%

Current Drawdown

KROP:

-57.50%

SOXX:

-30.02%

Returns By Period

In the year-to-date period, KROP achieves a 4.76% return, which is significantly higher than SOXX's -14.13% return.


KROP

YTD

4.76%

1M

0.20%

6M

-0.93%

1Y

-3.59%

5Y*

N/A

10Y*

N/A

SOXX

YTD

-14.13%

1M

-6.88%

6M

-19.27%

1Y

-12.42%

5Y*

20.27%

10Y*

20.74%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


KROP vs. SOXX - Expense Ratio Comparison

KROP has a 0.50% expense ratio, which is higher than SOXX's 0.46% expense ratio.


Expense ratio chart for KROP: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
KROP: 0.50%
Expense ratio chart for SOXX: current value is 0.46%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SOXX: 0.46%

Risk-Adjusted Performance

KROP vs. SOXX — Risk-Adjusted Performance Rank

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

KROP
The Risk-Adjusted Performance Rank of KROP is 1212
Overall Rank
The Sharpe Ratio Rank of KROP is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of KROP is 1111
Sortino Ratio Rank
The Omega Ratio Rank of KROP is 1111
Omega Ratio Rank
The Calmar Ratio Rank of KROP is 1515
Calmar Ratio Rank
The Martin Ratio Rank of KROP is 1212
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.

KROP vs. SOXX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X AgTech & Food Innovation ETF (KROP) 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 KROP, currently valued at -0.22, compared to the broader market-1.000.001.002.003.004.00
KROP: -0.22
SOXX: -0.22
The chart of Sortino ratio for KROP, currently valued at -0.17, compared to the broader market-2.000.002.004.006.008.00
KROP: -0.17
SOXX: -0.03
The chart of Omega ratio for KROP, currently valued at 0.98, compared to the broader market0.501.001.502.00
KROP: 0.98
SOXX: 1.00
The chart of Calmar ratio for KROP, currently valued at -0.07, compared to the broader market0.002.004.006.008.0010.0012.00
KROP: -0.07
SOXX: -0.23
The chart of Martin ratio for KROP, currently valued at -0.49, compared to the broader market0.0020.0040.0060.00
KROP: -0.49
SOXX: -0.56

The current KROP Sharpe Ratio is -0.22, which is comparable to the SOXX Sharpe Ratio of -0.22. The chart below compares the historical Sharpe Ratios of KROP 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
-0.22
-0.22
KROP
SOXX

Dividends

KROP vs. SOXX - Dividend Comparison

KROP's dividend yield for the trailing twelve months is around 1.81%, more than SOXX's 0.80% yield.


TTM20242023202220212020201920182017201620152014
KROP
Global X AgTech & Food Innovation ETF
1.81%1.89%1.36%0.71%0.69%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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

KROP vs. SOXX - Drawdown Comparison

The maximum KROP drawdown since its inception was -61.97%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for KROP and SOXX. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-57.50%
-30.02%
KROP
SOXX

Volatility

KROP vs. SOXX - Volatility Comparison

The current volatility for Global X AgTech & Food Innovation ETF (KROP) is 12.12%, while iShares PHLX Semiconductor ETF (SOXX) has a volatility of 25.98%. This indicates that KROP 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
12.12%
25.98%
KROP
SOXX