MDWD vs. SOXX
MDWD (MediWound Ltd.) is a stock, while SOXX (iShares Semiconductor ETF) is Semiconductors fund tracking the NYSE Semiconductor Index. Over the past 10 years, MDWD returned -12.83%/yr vs 36.48%/yr for SOXX. At a 0.17 correlation, their price movements are largely independent.
Performance
MDWD vs. SOXX - Performance Comparison
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Returns By Period
In the year-to-date period, MDWD achieves a -22.86% return, which is significantly lower than SOXX's 112.57% return. Over the past 10 years, MDWD has underperformed SOXX with an annualized return of -12.83%, while SOXX has yielded a comparatively higher 36.48% annualized return.
MDWD
- 1D
- 0.28%
- 1M
- -15.44%
- YTD
- -22.86%
- 6M
- -24.13%
- 1Y
- -25.41%
- 3Y*
- 12.06%
- 5Y*
- -15.78%
- 10Y*
- -12.83%
SOXX
- 1D
- 6.62%
- 1M
- 21.93%
- YTD
- 112.57%
- 6M
- 113.52%
- 1Y
- 185.39%
- 3Y*
- 56.81%
- 5Y*
- 36.05%
- 10Y*
- 36.48%
MDWD vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MDWD MediWound Ltd. | -22.86% | 3.71% | 75.02% | -24.61% | -18.34% | -36.22% | 19.35% | -23.65% | -8.76% | -2.82% |
SOXX iShares Semiconductor ETF | 112.57% | 40.74% | 12.92% | 67.12% | -35.09% | 44.09% | 52.72% | 62.42% | -6.49% | 39.79% |
Correlation
The correlation between MDWD and SOXX is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Mar 20, 2014 | 0.17 |
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Return for Risk
MDWD vs. SOXX — Risk / Return Rank
MDWD
SOXX
MDWD vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MediWound Ltd. (MDWD) 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.
| MDWD | SOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -5.44 | ||
| Sortino ratioReturn per unit of downside risk | -5.30 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.65 | -0.74 |
| Calmar ratioReturn relative to maximum drawdown | -0.77 | 11.72 | -12.49 |
| Martin ratioReturn relative to average drawdown | -1.52 | 42.40 | -43.92 |
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Drawdowns
MDWD vs. SOXX - Drawdown Comparison
The maximum MDWD drawdown since its inception was -94.35%, which is greater than SOXX's maximum drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for MDWD and SOXX.
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Drawdown Indicators
| MDWD | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.35% | -70.21% | -24.14% |
Max Drawdown (1Y)Largest decline over 1 year | -34.90% | -15.77% | -19.13% |
Max Drawdown (3Y)Largest decline over 3 years | -38.26% | -41.36% | +3.10% |
Max Drawdown (5Y)Largest decline over 5 years | -82.04% | -45.75% | -36.29% |
Max Drawdown (10Y)Largest decline over 10 years | -87.58% | -45.75% | -41.83% |
Current DrawdownCurrent decline from peak | -88.80% | 0.00% | -88.80% |
Average DrawdownAverage peak-to-trough decline | -75.90% | -19.94% | -55.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.55% | 4.35% | +13.20% |
Volatility
MDWD vs. SOXX - Volatility Comparison
The current volatility for MediWound Ltd. (MDWD) is 17.58%, while iShares Semiconductor ETF (SOXX) has a volatility of 21.02%. This indicates that MDWD 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
| MDWD | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.58% | 21.02% | -3.44% |
Volatility (6M)Calculated over the trailing 6-month period | 31.00% | 32.54% | -1.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.01% | 38.49% | +3.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 60.64% | 37.01% | +23.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 60.75% | 33.93% | +26.82% |
Dividends
MDWD vs. SOXX - Dividend Comparison
MDWD has not paid dividends to shareholders, while SOXX's dividend yield for the trailing twelve months is around 0.23%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MDWD MediWound 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 | 0.23% | 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
MDWD and SOXX have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXX has higher volatility (21.02%) compared to MDWD (17.58%). In terms of maximum drawdown, MDWD dropped -94.35% vs SOXX's -70.21%.
SOXX currently has the higher Sharpe Ratio (4.80 vs -0.64), 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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