KYCCF vs. SOXX
KYCCF (Keyence Corp) is a stock, while SOXX (iShares Semiconductor ETF) is Semiconductors fund tracking the NYSE Semiconductor Index. Over the past 10 years, KYCCF returned 3.94%/yr vs 34.00%/yr for SOXX. At a 0.30 correlation, their price movements are largely independent.
Performance
KYCCF vs. SOXX - Performance Comparison
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Returns By Period
In the year-to-date period, KYCCF achieves a 29.17% return, which is significantly lower than SOXX's 84.03% return. Over the past 10 years, KYCCF has underperformed SOXX with an annualized return of 3.94%, while SOXX has yielded a comparatively higher 34.00% annualized return.
KYCCF
- 1D
- -4.67%
- 1M
- 1.67%
- 6M
- 24.00%
- YTD
- 29.17%
- 1Y
- 24.97%
- 3Y*
- -0.04%
- 5Y*
- -2.20%
- 10Y*
- 3.94%
SOXX
- 1D
- -4.77%
- 1M
- -7.11%
- 6M
- 67.77%
- YTD
- 84.03%
- 1Y
- 125.94%
- 3Y*
- 48.43%
- 5Y*
- 31.11%
- 10Y*
- 34.00%
KYCCF vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KYCCF Keyence Corp | 29.17% | -10.38% | -6.64% | 11.82% | -38.02% | 11.74% | 59.79% | 44.23% | -11.26% | -17.84% |
SOXX iShares Semiconductor ETF | 84.03% | 40.74% | 12.92% | 67.12% | -35.09% | 44.09% | 52.72% | 62.42% | -6.49% | 39.79% |
Correlation
The correlation between KYCCF and SOXX is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.30 |
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Return for Risk
KYCCF vs. SOXX — Risk / Return Rank
KYCCF
SOXX
KYCCF vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Keyence Corp (KYCCF) and iShares 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.
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.
| KYCCF | SOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.44 | ||
| Sortino ratioReturn per unit of downside risk | -2.08 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.44 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 1.12 | 8.03 | -6.91 |
| Martin ratioReturn relative to average drawdown | 2.52 | 25.14 | -22.62 |
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Drawdowns
KYCCF vs. SOXX - Drawdown Comparison
The maximum KYCCF drawdown since its inception was -53.72%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for KYCCF and SOXX.
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Drawdown Indicators
| KYCCF | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.72% | -70.21% | +16.49% |
Max Drawdown (1Y)Largest decline over 1 year | -22.47% | -15.77% | -6.70% |
Max Drawdown (3Y)Largest decline over 3 years | -32.78% | -41.36% | +8.58% |
Max Drawdown (5Y)Largest decline over 5 years | -53.72% | -45.75% | -7.97% |
Max Drawdown (10Y)Largest decline over 10 years | -53.72% | -45.75% | -7.97% |
Current DrawdownCurrent decline from peak | -31.52% | -15.48% | -16.04% |
Average DrawdownAverage peak-to-trough decline | -25.75% | -19.92% | -5.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.94% | 5.03% | +4.91% |
Volatility
KYCCF vs. SOXX - Volatility Comparison
The current volatility for Keyence Corp (KYCCF) is 14.15%, while iShares Semiconductor ETF (SOXX) has a volatility of 22.50%. This indicates that KYCCF 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.
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Volatility by Period
| KYCCF | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.15% | 22.50% | -8.35% |
Volatility (6M)Calculated over the trailing 6-month period | 34.38% | 36.44% | -2.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.09% | 42.11% | +1.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.01% | 37.77% | -1.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.19% | 34.27% | +1.92% |
Dividends
KYCCF vs. SOXX - Dividend Comparison
KYCCF's dividend yield for the trailing twelve months is around 0.26%, less than SOXX's 0.27% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KYCCF Keyence Corp | 0.26% | 0.98% | 0.51% | 0.49% | 0.39% | 0.29% | 0.33% | 0.25% | 0.18% | 0.12% | 0.00% | 0.00% |
SOXX iShares Semiconductor ETF | 0.27% | 0.57% | 0.67% | 0.78% | 1.26% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% |
Frequently Asked Questions
KYCCF and SOXX have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXX has higher volatility (22.50%) compared to KYCCF (14.15%). In terms of maximum drawdown, KYCCF dropped -53.72% vs SOXX's -70.21%.
SOXX currently has the higher Sharpe Ratio (3.01 vs 0.57), 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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