MKL vs. SOXX
MKL (Markel Group Inc.) is a stock, while SOXX (iShares Semiconductor ETF) is Semiconductors fund tracking the NYSE Semiconductor Index. Over the past 10 years, MKL returned 7.52%/yr vs 36.04%/yr for SOXX. At a 0.30 correlation, their price movements are largely independent.
Performance
MKL vs. SOXX - Performance Comparison
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Returns By Period
In the year-to-date period, MKL achieves a -11.60% return, which is significantly lower than SOXX's 99.95% return. Over the past 10 years, MKL has underperformed SOXX with an annualized return of 7.52%, while SOXX has yielded a comparatively higher 36.04% annualized return.
MKL
- 1D
- 0.34%
- 1M
- 2.29%
- YTD
- -11.60%
- 6M
- -12.94%
- 1Y
- -4.46%
- 3Y*
- 12.80%
- 5Y*
- 9.71%
- 10Y*
- 7.52%
SOXX
- 1D
- -0.31%
- 1M
- 12.00%
- YTD
- 99.95%
- 6M
- 96.69%
- 1Y
- 157.04%
- 3Y*
- 56.02%
- 5Y*
- 33.68%
- 10Y*
- 36.04%
MKL vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MKL Markel Group Inc. | -11.60% | 24.53% | 21.57% | 7.77% | 6.77% | 19.42% | -9.61% | 10.13% | -8.87% | 25.94% |
SOXX iShares Semiconductor ETF | 99.95% | 40.74% | 12.92% | 67.12% | -35.09% | 44.09% | 52.72% | 62.42% | -6.49% | 39.79% |
Correlation
The correlation between MKL 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 (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2001 | 0.30 |
The correlation between MKL and SOXX shifts across timeframes, from -0.02 (1 year) to 0.30 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MKL vs. SOXX — Risk / Return Rank
MKL
SOXX
MKL vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Markel Group Inc. (MKL) 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.
| MKL | SOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.26 | ||
| Sortino ratioReturn per unit of downside risk | -4.18 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.57 | -0.60 |
| Calmar ratioReturn relative to maximum drawdown | -0.22 | 10.02 | -10.24 |
| Martin ratioReturn relative to average drawdown | -0.51 | 35.78 | -36.29 |
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Drawdowns
MKL vs. SOXX - Drawdown Comparison
The maximum MKL drawdown since its inception was -61.32%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for MKL and SOXX.
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Drawdown Indicators
| MKL | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.32% | -70.21% | +8.89% |
Max Drawdown (1Y)Largest decline over 1 year | -20.10% | -15.77% | -4.33% |
Max Drawdown (3Y)Largest decline over 3 years | -20.10% | -41.36% | +21.26% |
Max Drawdown (5Y)Largest decline over 5 years | -28.87% | -45.75% | +16.88% |
Max Drawdown (10Y)Largest decline over 10 years | -44.66% | -45.75% | +1.09% |
Current DrawdownCurrent decline from peak | -13.30% | -8.17% | -5.13% |
Average DrawdownAverage peak-to-trough decline | -11.39% | -19.94% | +8.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.81% | 4.41% | +4.40% |
Volatility
MKL vs. SOXX - Volatility Comparison
The current volatility for Markel Group Inc. (MKL) is 4.80%, while iShares Semiconductor ETF (SOXX) has a volatility of 22.70%. This indicates that MKL 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
| MKL | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.80% | 22.70% | -17.90% |
Volatility (6M)Calculated over the trailing 6-month period | 13.25% | 33.39% | -20.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.93% | 39.43% | -20.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.39% | 37.20% | -14.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.28% | 33.99% | -8.71% |
Dividends
MKL vs. SOXX - Dividend Comparison
MKL has not paid dividends to shareholders, while SOXX's dividend yield for the trailing twelve months is around 0.24%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MKL Markel Group Inc. | 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 | 0.24% | 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
MKL 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.
SOXX has higher volatility (22.70%) compared to MKL (4.80%). In terms of maximum drawdown, MKL dropped -61.32% vs SOXX's -70.21%.
SOXX currently has the higher Sharpe Ratio (4.02 vs -0.24), 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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