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PWR vs. SOXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

PWR vs. SOXX

Last updated Jun 16, 2026

PWR (Quanta Services, Inc.) is a stock, while SOXX (iShares Semiconductor ETF) is Semiconductors fund tracking the NYSE Semiconductor Index. Over the past 10 years, PWR returned 41.34%/yr vs 36.39%/yr for SOXX. At a 0.50 correlation, their price movements are largely independent.

Performance

PWR vs. SOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Quanta Services, Inc. (PWR) 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, PWR achieves a 71.70% return, which is significantly lower than SOXX's 108.91% return. Over the past 10 years, PWR has outperformed SOXX with an annualized return of 41.34%, while SOXX has yielded a comparatively lower 36.39% annualized return.

PWR

1D
2.35%
1M
-5.93%
YTD
71.70%
6M
66.26%
1Y
102.38%
3Y*
57.55%
5Y*
51.64%
10Y*
41.34%

SOXX

1D
5.45%
1M
23.64%
YTD
108.91%
6M
111.42%
1Y
186.37%
3Y*
55.91%
5Y*
35.21%
10Y*
36.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PWR vs. SOXX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
PWR
Quanta Services, Inc.		71.70%33.70%46.60%51.70%24.63%59.50%77.74%35.84%-22.93%12.22%
SOXX
iShares Semiconductor ETF		108.91%40.74%12.92%67.12%-35.09%44.09%52.72%62.42%-6.49%39.79%

Correlation

The correlation between PWR and SOXX is 0.58, 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

0.58

Correlation (3Y)
Calculated over the trailing 3-year period

0.56

Correlation (5Y)
Calculated over the trailing 5-year period

0.55

Correlation (10Y)
Calculated over the trailing 10-year period

0.51

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2001

0.50

The correlation between PWR and SOXX has been stable across timeframes, ranging from 0.50 to 0.58 - a consistent structural relationship.

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Quanta Services, Inc.

iShares Semiconductor ETF

Often compared with PWR:
PWR vs. MTZPWR vs. EMEPWR vs. APHPWR vs. DYPWR vs. VMCPWR vs. FLRPWR vs. ACM
Often compared with SOXX:
SOXX vs. SMHSOXX vs. QQQSOXX vs. SOXLSOXX vs. SOXQSOXX vs. FSELXSOXX vs. VGTSOXX vs. VOO

Return for Risk

PWR vs. SOXX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
PWR
PWR Risk / Return Rank: 9494
Overall Rank
PWR Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
PWR Sortino Ratio Rank: 9393
Sortino Ratio Rank
PWR Omega Ratio Rank: 9292
Omega Ratio Rank
PWR Calmar Ratio Rank: 9494
Calmar Ratio Rank
PWR Martin Ratio Rank: 9595
Martin Ratio Rank
SOXX
SOXX Risk / Return Rank: 9797
Overall Rank
SOXX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
SOXX Sortino Ratio Rank: 9595
Sortino Ratio Rank
SOXX Omega Ratio Rank: 9595
Omega Ratio Rank
SOXX Calmar Ratio Rank: 9898
Calmar Ratio Rank
SOXX Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PWR vs. SOXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Quanta Services, Inc. (PWR) 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.

PWRSOXXDifference
Sharpe ratioReturn per unit of total volatility
2.77
4.99

-2.22

Sortino ratioReturn per unit of downside risk
3.43
4.74

-1.31

Omega ratioGain probability vs. loss probability

1.46

1.68

-0.22

Calmar ratioReturn relative to maximum drawdown

6.02

11.90

-5.88

Martin ratioReturn relative to average drawdown

18.91

43.29

-24.38

PWR vs. SOXX - Sharpe Ratio Comparison

The current PWR Sharpe Ratio is 2.77, which is lower than the SOXX Sharpe Ratio of 4.99. The chart below compares the historical Sharpe Ratios of PWR 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

PWR vs. SOXX - Drawdown Comparison

The maximum PWR drawdown since its inception was -97.07%, which is greater than SOXX's maximum drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for PWR and SOXX.

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Drawdown Indicators

PWRSOXXDifference

Max Drawdown

Largest peak-to-trough decline

-97.07%

-70.21%

-26.86%

Max Drawdown (1Y)

Largest decline over 1 year

-17.11%

-15.77%

-1.34%

Max Drawdown (3Y)

Largest decline over 3 years

-33.89%

-41.36%

+7.47%

Max Drawdown (5Y)

Largest decline over 5 years

-33.89%

-45.75%

+11.86%

Max Drawdown (10Y)

Largest decline over 10 years

-45.53%

-45.75%

+0.22%

Current Drawdown

Current decline from peak

-7.75%

0.00%

-7.75%

Average Drawdown

Average peak-to-trough decline

-46.83%

-19.95%

-26.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.43%

4.32%

+1.11%

Volatility

PWR vs. SOXX - Volatility Comparison

The current volatility for Quanta Services, Inc. (PWR) is 13.30%, while iShares Semiconductor ETF (SOXX) has a volatility of 19.99%. This indicates that PWR 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

PWRSOXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.30%

19.99%

-6.69%

Volatility (6M)

Calculated over the trailing 6-month period

30.80%

31.81%

-1.01%

Volatility (1Y)

Calculated over the trailing 1-year period

37.25%

37.63%

-0.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.82%

36.81%

-0.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.80%

33.82%

-0.02%

Dividends

PWR vs. SOXX - Dividend Comparison

PWR's dividend yield for the trailing twelve months is around 0.06%, less than SOXX's 0.31% yield.

PositionTTM20252024202320222021202020192018201720162015
PWR
Quanta Services, Inc.		0.06%0.09%0.09%0.15%0.25%0.16%0.29%0.42%0.13%0.00%0.00%0.00%
SOXX
iShares Semiconductor ETF		0.31%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

PWR and SOXX have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOXX has higher volatility (19.99%) compared to PWR (13.30%). In terms of maximum drawdown, PWR dropped -97.07% vs SOXX's -70.21%.

SOXX currently has the higher Sharpe Ratio (4.99 vs 2.77), 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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