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MA vs. SOXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

MA vs. SOXX

Last updated Jul 9, 2026
Documentation

MA (Mastercard Incorporated) is a stock, while SOXX (iShares Semiconductor ETF) is Semiconductors fund tracking the NYSE Semiconductor Index. Over the past 10 years, MA returned 20.05%/yr vs 34.64%/yr for SOXX. At a 0.48 correlation, their price movements are largely independent.

Performance

MA vs. SOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mastercard Incorporated (MA) and iShares Semiconductor ETF (SOXX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MA achieves a -8.64% return, which is significantly lower than SOXX's 86.83% return. Over the past 10 years, MA has underperformed SOXX with an annualized return of 20.05%, while SOXX has yielded a comparatively higher 34.64% annualized return.

MA

1D
-2.21%
1M
7.04%
6M
-10.07%
YTD
-8.64%
1Y
-7.02%
3Y*
10.77%
5Y*
7.47%
10Y*
20.05%

SOXX

1D
1.87%
1M
-1.60%
6M
73.18%
YTD
86.83%
1Y
132.04%
3Y*
51.53%
5Y*
31.61%
10Y*
34.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MA vs. SOXX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
MA
Mastercard Incorporated		-8.64%9.04%24.17%23.40%-2.66%1.16%20.19%59.16%25.31%47.69%
SOXX
iShares Semiconductor ETF		86.83%40.74%12.92%67.12%-35.09%44.09%52.72%62.42%-6.49%39.79%

Correlation

The correlation between MA and SOXX is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

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

-0.14

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

0.11

Correlation (5Y)
Calculated over the trailing 5-year period

0.34

Correlation (10Y)
Calculated over the trailing 10-year period

0.45

Correlation (All Time)
Calculated using the full available price history since May 25, 2006

0.48

The correlation between MA and SOXX shifts across timeframes, from -0.14 (1 year) to 0.48 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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Mastercard Incorporated

iShares Semiconductor ETF

Often compared with MA:
MA vs. VMA vs. AXPMA vs. SPYMA vs. MSFTMA vs. MCDMA vs. BRK-BMA vs. COST
Often compared with SOXX:
SOXX vs. SMHSOXX vs. QQQSOXX vs. SOXLSOXX vs. SOXQSOXX vs. FSELXSOXX vs. VGTSOXX vs. VOO

Return for Risk

MA vs. SOXX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
MA
MA Risk / Return Rank: 2929
Overall Rank
MA Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
MA Sortino Ratio Rank: 2525
Sortino Ratio Rank
MA Omega Ratio Rank: 2626
Omega Ratio Rank
MA Calmar Ratio Rank: 3232
Calmar Ratio Rank
MA Martin Ratio Rank: 3131
Martin Ratio Rank
SOXX
SOXX Risk / Return Rank: 9393
Overall Rank
SOXX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
SOXX Sortino Ratio Rank: 8888
Sortino Ratio Rank
SOXX Omega Ratio Rank: 9090
Omega Ratio Rank
SOXX Calmar Ratio Rank: 9797
Calmar Ratio Rank
SOXX 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.

MA vs. SOXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mastercard Incorporated (MA) 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.

MASOXXDifference
Sharpe ratioReturn per unit of total volatility
-0.33
3.19

-3.52

Sortino ratioReturn per unit of downside risk
-0.32
3.32

-3.64

Omega ratioGain probability vs. loss probability

0.96

1.47

-0.51

Calmar ratioReturn relative to maximum drawdown

-0.34

8.42

-8.76

Martin ratioReturn relative to average drawdown

-0.64

27.43

-28.07

MA vs. SOXX - Sharpe Ratio Comparison

The current MA Sharpe Ratio is -0.33, which is lower than the SOXX Sharpe Ratio of 3.19. The chart below compares the historical Sharpe Ratios of MA and SOXX, 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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Drawdowns

MA vs. SOXX - Drawdown Comparison

The maximum MA drawdown since its inception was -62.67%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for MA and SOXX.

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Drawdown Indicators

MASOXXDifference

Max Drawdown

Largest peak-to-trough decline

-62.67%

-70.21%

+7.54%

Max Drawdown (1Y)

Largest decline over 1 year

-20.91%

-15.77%

-5.14%

Max Drawdown (3Y)

Largest decline over 3 years

-20.91%

-41.36%

+20.45%

Max Drawdown (5Y)

Largest decline over 5 years

-28.25%

-45.75%

+17.50%

Max Drawdown (10Y)

Largest decline over 10 years

-41.00%

-45.75%

+4.75%

Current Drawdown

Current decline from peak

-12.81%

-14.20%

+1.39%

Average Drawdown

Average peak-to-trough decline

-9.84%

-19.92%

+10.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.99%

4.83%

+6.16%

Volatility

MA vs. SOXX - Volatility Comparison

The current volatility for Mastercard Incorporated (MA) is 7.06%, while iShares Semiconductor ETF (SOXX) has a volatility of 22.80%. This indicates that MA 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

MASOXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.06%

22.80%

-15.74%

Volatility (6M)

Calculated over the trailing 6-month period

17.89%

36.12%

-18.23%

Volatility (1Y)

Calculated over the trailing 1-year period

21.61%

41.63%

-20.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.10%

37.69%

-13.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.88%

34.21%

-7.33%

Dividends

MA vs. SOXX - Dividend Comparison

MA's dividend yield for the trailing twelve months is around 0.63%, more than SOXX's 0.26% yield.

PositionTTM20252024202320222021202020192018201720162015
MA
Mastercard Incorporated		0.48%0.53%0.50%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%
SOXX
iShares Semiconductor ETF		0.26%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

MA and SOXX have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOXX has higher volatility (22.80%) compared to MA (7.06%). In terms of maximum drawdown, MA dropped -62.67% vs SOXX's -70.21%.

SOXX currently has the higher Sharpe Ratio (3.19 vs -0.33), 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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