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NESR vs. SOXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NESR vs. SOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in National Energy Services Reunited Corp. (NESR) 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, NESR achieves a 77.39% return, which is significantly higher than SOXX's 68.76% return.


NESR

1D
3.04%
1M
-0.43%
6M
35.12%
YTD
77.39%
1Y
334.06%
3Y*
94.94%
5Y*
18.84%
10Y*
ALL TIME*
12.49%

SOXX

1D
0.55%
1M
-10.35%
6M
44.10%
YTD
68.76%
1Y
114.99%
3Y*
44.68%
5Y*
27.63%
10Y*
31.96%
ALL TIME*
13.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$48.35M$50.64M$56.33M
$6.22B$5.65B$5.89B

NESR vs. SOXX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NESR
National Energy Services Reunited Corp.
77.39%74.78%46.89%-12.10%-26.56%-4.83%8.88%5.31%-12.96%5.29%
SOXX
iShares Semiconductor ETF
68.76%40.74%12.92%67.12%-35.09%44.09%52.72%62.42%-6.49%14.33%

Correlation

The correlation between NESR and SOXX is 0.33, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.33

Correlation (3Y)
Balances recent behavior with more history.

0.25

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.25

Correlation (All Time)
Calculated using the full available price history since Jun 5, 2017

0.24

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Return for Risk

NESR vs. SOXX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

NESR
NESR Risk / Return Rank: 9999
Overall Rank
NESR Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
NESR Sortino Ratio Rank: 9999
Sortino Ratio Rank
NESR Omega Ratio Rank: 9898
Omega Ratio Rank
NESR Calmar Ratio Rank: 9999
Calmar Ratio Rank
NESR Martin Ratio Rank: 9999
Martin Ratio Rank

SOXX
SOXX Risk / Return Rank: 9090
Overall Rank
SOXX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
SOXX Sortino Ratio Rank: 8585
Sortino Ratio Rank
SOXX Omega Ratio Rank: 8787
Omega Ratio Rank
SOXX Calmar Ratio Rank: 9191
Calmar Ratio Rank
SOXX Martin Ratio Rank: 9292
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

NESR vs. SOXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for National Energy Services Reunited Corp. (NESR) 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.


NESRSOXXDifference
Sharpe ratioReturn per unit of total volatility

+3.76

Sortino ratioReturn per unit of downside risk

+3.03

Omega ratioGain probability vs. loss probability

1.72

1.39

+0.33

Calmar ratioReturn relative to maximum drawdown

12.29

3.99

+8.30

Martin ratioReturn relative to average drawdown

42.04

16.43

+25.61

NESR vs. SOXX - Sharpe Ratio Comparison

The current NESR Sharpe Ratio is 6.37, which is higher than the SOXX Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of NESR 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

NESR vs. SOXX - Drawdown Comparison

The maximum NESR drawdown since its inception was -83.12%, which is greater than SOXX's maximum drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for NESR and SOXX.


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Drawdown Indicators


NESRSOXXDifference

Max Drawdown

Largest peak-to-trough decline

-83.12%

-70.21%

-12.91%

Max Drawdown (1Y)

Largest decline over 1 year

-27.39%

-29.01%

+1.62%

Max Drawdown (3Y)

Largest decline over 3 years

-45.64%

-41.36%

-4.28%

Max Drawdown (5Y)

Largest decline over 5 years

-79.68%

-45.75%

-33.93%

Max Drawdown (10Y)

Largest decline over 10 years

-45.75%

Current Drawdown

Current decline from peak

-7.18%

-22.49%

+15.31%

Average Drawdown

Average peak-to-trough decline

-35.47%

-19.92%

-15.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.99%

7.02%

+0.97%

Volatility

NESR vs. SOXX - Volatility Comparison

The current volatility for National Energy Services Reunited Corp. (NESR) is 15.36%, while iShares Semiconductor ETF (SOXX) has a volatility of 17.11%. This indicates that NESR 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


NESRSOXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.36%

17.11%

-1.75%

Volatility (6M)

Calculated over the trailing 6-month period

40.61%

38.66%

+1.95%

Volatility (1Y)

Calculated over the trailing 1-year period

52.96%

44.40%

+8.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

56.16%

38.25%

+17.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.33%

34.55%

+17.78%

Dividends

NESR vs. SOXX - Dividend Comparison

NESR has not paid dividends to shareholders, while SOXX's dividend yield for the trailing twelve months is around 0.29%.


PositionTTM20252024202320222021202020192018201720162015
NESR
National Energy Services Reunited Corp.
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


NESR and SOXX have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOXX has higher volatility (17.11%) compared to NESR (15.36%). In terms of maximum drawdown, NESR dropped -83.12% vs SOXX's -70.21%.

NESR currently has the higher Sharpe Ratio (6.37 vs 2.61), 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.

Portfolio Optimizer

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