NVTS vs. SOXX
NVTS (Navitas Semiconductor Corporation) is a stock, while SOXX (iShares Semiconductor ETF) is Semiconductors fund tracking the NYSE Semiconductor Index. Over the past 5 years, NVTS returned 16.48%/yr vs 33.69%/yr for SOXX. A 0.57 correlation means they provide meaningful diversification when combined.
Performance
NVTS vs. SOXX - Performance Comparison
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Returns By Period
In the year-to-date period, NVTS achieves a 199.72% return, which is significantly higher than SOXX's 100.58% return.
NVTS
- 1D
- -9.70%
- 1M
- -26.84%
- YTD
- 199.72%
- 6M
- 179.37%
- 1Y
- 228.22%
- 3Y*
- 34.63%
- 5Y*
- 16.48%
- 10Y*
- —
SOXX
- 1D
- -7.88%
- 1M
- 12.35%
- YTD
- 100.58%
- 6M
- 98.07%
- 1Y
- 167.63%
- 3Y*
- 56.18%
- 5Y*
- 33.69%
- 10Y*
- 36.08%
NVTS vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
NVTS Navitas Semiconductor Corporation | 199.72% | 100.00% | -55.76% | 129.91% | -79.37% | 53.24% |
SOXX iShares Semiconductor ETF | 100.58% | 40.74% | 12.92% | 67.12% | -35.09% | 30.91% |
Correlation
The correlation between NVTS and SOXX is 0.57, 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 | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Jan 25, 2021 | 0.57 |
The correlation between NVTS and SOXX has been stable across timeframes, ranging from 0.56 to 0.58 - a consistent structural relationship.
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Return for Risk
NVTS vs. SOXX — Risk / Return Rank
NVTS
SOXX
NVTS vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Navitas Semiconductor Corporation (NVTS) 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.
| NVTS | SOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.45 | ||
| Sortino ratioReturn per unit of downside risk | -1.37 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.60 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 3.95 | 10.70 | -6.75 |
| Martin ratioReturn relative to average drawdown | 6.45 | 38.46 | -32.01 |
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Drawdowns
NVTS vs. SOXX - Drawdown Comparison
The maximum NVTS drawdown since its inception was -92.04%, which is greater than SOXX's maximum drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for NVTS and SOXX.
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Drawdown Indicators
| NVTS | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.04% | -70.21% | -21.83% |
Max Drawdown (1Y)Largest decline over 1 year | -58.25% | -15.77% | -42.48% |
Max Drawdown (3Y)Largest decline over 3 years | -85.18% | -41.36% | -43.82% |
Max Drawdown (5Y)Largest decline over 5 years | -92.04% | -45.75% | -46.29% |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.75% | — |
Current DrawdownCurrent decline from peak | -32.68% | -7.88% | -24.80% |
Average DrawdownAverage peak-to-trough decline | -57.97% | -19.94% | -38.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.53% | 4.38% | +31.15% |
Volatility
NVTS vs. SOXX - Volatility Comparison
Navitas Semiconductor Corporation (NVTS) has a higher volatility of 43.31% compared to iShares Semiconductor ETF (SOXX) at 22.75%. This indicates that NVTS's price experiences larger fluctuations and is considered to be riskier 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
| NVTS | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 43.31% | 22.75% | +20.56% |
Volatility (6M)Calculated over the trailing 6-month period | 93.52% | 33.44% | +60.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 125.86% | 39.42% | +86.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 122.09% | 37.21% | +84.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 117.44% | 34.00% | +83.44% |
Dividends
NVTS vs. SOXX - Dividend Comparison
NVTS 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NVTS Navitas Semiconductor Corporation | 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
NVTS and SOXX have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NVTS has higher volatility (43.31%) compared to SOXX (22.75%). In terms of maximum drawdown, NVTS dropped -92.04% vs SOXX's -70.21%.
SOXX currently has the higher Sharpe Ratio (4.28 vs 1.83), 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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