NVDA vs. SOXX
NVDA (NVIDIA Corporation) is a stock, while SOXX (iShares Semiconductor ETF) is Semiconductors fund tracking the NYSE Semiconductor Index. Over the past 10 years, NVDA returned 68.47%/yr vs 34.90%/yr for SOXX. A 0.74 correlation means they provide meaningful diversification when combined.
Performance
NVDA vs. SOXX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, NVDA achieves a 12.01% return, which is significantly lower than SOXX's 89.87% return. Over the past 10 years, NVDA has outperformed SOXX with an annualized return of 68.47%, while SOXX has yielded a comparatively lower 34.90% annualized return.
NVDA
- 1D
- 1.73%
- 1M
- -2.94%
- YTD
- 12.01%
- 6M
- 12.58%
- 1Y
- 47.43%
- 3Y*
- 75.35%
- 5Y*
- 64.54%
- 10Y*
- 68.47%
SOXX
- 1D
- 5.87%
- 1M
- 9.83%
- YTD
- 89.87%
- 6M
- 83.09%
- 1Y
- 164.61%
- 3Y*
- 53.13%
- 5Y*
- 33.00%
- 10Y*
- 34.90%
NVDA vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NVDA NVIDIA Corporation | 12.01% | 38.92% | 171.25% | 239.02% | -50.26% | 125.48% | 122.30% | 76.94% | -30.82% | 81.99% |
SOXX iShares Semiconductor ETF | 89.87% | 40.74% | 12.92% | 67.12% | -35.09% | 44.09% | 52.72% | 62.42% | -6.49% | 39.79% |
Correlation
The correlation between NVDA and SOXX is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2001 | 0.74 |
Over the past year, the correlation between NVDA and SOXX has dropped to 0.52 - well below their long-term average of 0.74, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
NVDA vs. SOXX — Risk / Return Rank
NVDA
SOXX
NVDA vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NVIDIA Corporation (NVDA) 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.
| NVDA | SOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.19 | ||
| Sortino ratioReturn per unit of downside risk | -2.48 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.64 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | 2.36 | 10.51 | -8.15 |
| Martin ratioReturn relative to average drawdown | 5.73 | 39.26 | -33.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| NVDA | SOXX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.37 | 4.57 | -3.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.25 | 0.91 | +0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.38 | 1.04 | +0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.44 | +0.19 |
Drawdowns
NVDA vs. SOXX - Drawdown Comparison
The maximum NVDA drawdown since its inception was -89.72%, which is greater than SOXX's maximum drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for NVDA and SOXX.
Loading charts...
Drawdown Indicators
| NVDA | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.72% | -70.21% | -19.51% |
Max Drawdown (1Y)Largest decline over 1 year | -20.21% | -15.77% | -4.44% |
Max Drawdown (3Y)Largest decline over 3 years | -36.88% | -41.36% | +4.48% |
Max Drawdown (5Y)Largest decline over 5 years | -66.34% | -45.75% | -20.59% |
Max Drawdown (10Y)Largest decline over 10 years | -66.34% | -45.75% | -20.59% |
Current DrawdownCurrent decline from peak | -11.39% | -7.18% | -4.21% |
Average DrawdownAverage peak-to-trough decline | -36.20% | -19.97% | -16.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.30% | 4.21% | +4.09% |
Volatility
NVDA vs. SOXX - Volatility Comparison
The current volatility for NVIDIA Corporation (NVDA) is 13.14%, while iShares Semiconductor ETF (SOXX) has a volatility of 18.43%. This indicates that NVDA 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.
Loading charts...
Volatility by Period
| NVDA | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.14% | 18.43% | -5.29% |
Volatility (6M)Calculated over the trailing 6-month period | 26.37% | 30.17% | -3.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.81% | 36.35% | -1.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.75% | 36.50% | +15.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.85% | 33.66% | +16.19% |
Dividends
NVDA vs. SOXX - Dividend Comparison
NVDA's dividend yield for the trailing twelve months is around 0.14%, less than SOXX's 0.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NVDA NVIDIA Corporation | 0.14% | 0.02% | 0.03% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% |
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
NVDA and SOXX have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXX has higher volatility (18.43%) compared to NVDA (13.14%). In terms of maximum drawdown, NVDA dropped -89.72% vs SOXX's -70.21%.
SOXX currently has the higher Sharpe Ratio (4.57 vs 1.37), 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.
Find the right allocation for NVDA and SOXX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer