LSE vs. SOXX
LSE (Leishen Energy Holding Co., Ltd) is a stock, while SOXX (iShares Semiconductor ETF) is Semiconductors fund tracking the NYSE Semiconductor Index. Over the past year, LSE returned -23.24% vs 113.81% for SOXX. Their 0.05 correlation means their historical movements had little consistent relationship.
Performance
LSE vs. SOXX - Performance Comparison
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Returns By Period
In the year-to-date period, LSE achieves a -2.52% return, which is significantly lower than SOXX's 67.84% return.
LSE
- 1D
- -7.39%
- 1M
- -5.33%
- 6M
- -6.58%
- YTD
- -2.52%
- 1Y
- -23.24%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 0.15%
SOXX
- 1D
- 0.07%
- 1M
- -10.85%
- 6M
- 45.95%
- YTD
- 67.84%
- 1Y
- 113.81%
- 3Y*
- 42.35%
- 5Y*
- 28.10%
- 10Y*
- 32.19%
- ALL TIME*
- 13.83%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $68.32K | $41.77K | $65.80K | |
| $6.04B | $5.84B | $5.80B |
LSE vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
LSE Leishen Energy Holding Co., Ltd | -2.52% | -9.90% | 14.12% |
SOXX iShares Semiconductor ETF | 67.84% | 40.74% | -0.05% |
Correlation
The correlation between LSE and SOXX is 0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.01 |
Correlation (All Time) Calculated using the full available price history since Dec 19, 2024 | 0.05 |
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Return for Risk
LSE vs. SOXX — Risk / Return Rank
LSE
SOXX
LSE vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Leishen Energy Holding Co., Ltd (LSE) 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.
| LSE | SOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.82 | ||
| Sortino ratioReturn per unit of downside risk | -2.75 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.38 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.53 | 3.86 | -4.39 |
| Martin ratioReturn relative to average drawdown | -1.33 | 16.24 | -17.57 |
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Drawdowns
LSE vs. SOXX - Drawdown Comparison
The maximum LSE drawdown since its inception was -74.40%, which is greater than SOXX's maximum drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for LSE and SOXX.
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Drawdown Indicators
| LSE | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.40% | -70.21% | -4.19% |
Max Drawdown (1Y)Largest decline over 1 year | -45.39% | -29.01% | -16.38% |
Max Drawdown (3Y)Largest decline over 3 years | — | -41.36% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -45.75% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.75% | — |
Current DrawdownCurrent decline from peak | -65.92% | -22.92% | -43.00% |
Average DrawdownAverage peak-to-trough decline | -54.85% | -19.92% | -34.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.04% | 6.88% | +11.16% |
Volatility
LSE vs. SOXX - Volatility Comparison
Leishen Energy Holding Co., Ltd (LSE) has a higher volatility of 24.33% compared to iShares Semiconductor ETF (SOXX) at 17.83%. This indicates that LSE's price experiences larger fluctuations and is considered to be riskier 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
| LSE | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 24.33% | 17.83% | +6.50% |
Volatility (6M)Calculated over the trailing 6-month period | 70.88% | 38.92% | +31.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 80.54% | 44.48% | +36.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 118.61% | 38.24% | +80.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 118.61% | 34.54% | +84.07% |
Dividends
LSE vs. SOXX - Dividend Comparison
LSE has not paid dividends to shareholders, while SOXX's dividend yield for the trailing twelve months is around 0.29%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LSE Leishen Energy Holding Co., Ltd | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SOXX iShares Semiconductor ETF | 0.29% | 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
LSE and SOXX have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LSE has higher volatility (24.33%) compared to SOXX (17.83%). In terms of maximum drawdown, LSE dropped -74.40% vs SOXX's -70.21%.
SOXX currently has the higher Sharpe Ratio (2.53 vs -0.30), 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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