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 -32.56% vs 192.33% for SOXX. At a 0.05 correlation, their price movements are largely independent.
Performance
LSE vs. SOXX - Performance Comparison
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Returns By Period
In the year-to-date period, LSE achieves a -6.64% return, which is significantly lower than SOXX's 117.74% return.
LSE
- 1D
- 1.75%
- 1M
- -13.69%
- YTD
- -6.64%
- 6M
- -1.23%
- 1Y
- -32.56%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SOXX
- 1D
- 2.43%
- 1M
- 21.96%
- YTD
- 117.74%
- 6M
- 115.81%
- 1Y
- 192.33%
- 3Y*
- 60.51%
- 5Y*
- 36.36%
- 10Y*
- 37.20%
LSE vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
LSE Leishen Energy Holding Co., Ltd | -6.64% | -9.90% | 14.12% |
SOXX iShares Semiconductor ETF | 117.74% | 40.74% | -0.05% |
Correlation
The correlation between LSE and SOXX is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.02 |
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 | -5.43 | ||
| Sortino ratioReturn per unit of downside risk | -4.85 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.68 | -0.70 |
| Calmar ratioReturn relative to maximum drawdown | -0.67 | 12.28 | -12.95 |
| Martin ratioReturn relative to average drawdown | -1.55 | 44.42 | -45.98 |
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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 | -48.80% | -15.77% | -33.03% |
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 | -67.36% | 0.00% | -67.36% |
Average DrawdownAverage peak-to-trough decline | -54.13% | -19.94% | -34.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.03% | 4.35% | +16.68% |
Volatility
LSE vs. SOXX - Volatility Comparison
Leishen Energy Holding Co., Ltd (LSE) has a higher volatility of 52.36% compared to iShares Semiconductor ETF (SOXX) at 20.75%. 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 | 52.36% | 20.75% | +31.61% |
Volatility (6M)Calculated over the trailing 6-month period | 70.28% | 32.29% | +37.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 80.44% | 38.61% | +41.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 121.14% | 37.03% | +84.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 121.14% | 33.95% | +87.19% |
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 0.22%.
| 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 | 0.22% | 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 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LSE has higher volatility (52.36%) compared to SOXX (20.75%). In terms of maximum drawdown, LSE dropped -74.40% vs SOXX's -70.21%.
SOXX currently has the higher Sharpe Ratio (5.02 vs -0.41), 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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