QXO vs. SOXX
QXO (QXO, Inc) is a stock, while SOXX (iShares Semiconductor ETF) is Semiconductors fund tracking the NYSE Semiconductor Index. Over the past 10 years, QXO returned 8.23%/yr vs 35.54%/yr for SOXX. At a 0.13 correlation, their price movements are largely independent.
Performance
QXO vs. SOXX - Performance Comparison
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Returns By Period
In the year-to-date period, QXO achieves a -15.86% return, which is significantly lower than SOXX's 100.26% return. Over the past 10 years, QXO has underperformed SOXX with an annualized return of 8.23%, while SOXX has yielded a comparatively higher 35.54% annualized return.
QXO
- 1D
- -1.28%
- 1M
- -13.99%
- YTD
- -15.86%
- 6M
- -21.14%
- 1Y
- -5.58%
- 3Y*
- -6.70%
- 5Y*
- -18.68%
- 10Y*
- 8.23%
SOXX
- 1D
- -2.10%
- 1M
- 24.86%
- YTD
- 100.26%
- 6M
- 97.20%
- 1Y
- 179.78%
- 3Y*
- 57.09%
- 5Y*
- 33.93%
- 10Y*
- 35.54%
QXO vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QXO QXO, Inc | -15.86% | 21.32% | -86.06% | 508.46% | -33.78% | 63.72% | -17.22% | 92.05% | -45.15% | 43.66% |
SOXX iShares Semiconductor ETF | 100.26% | 40.74% | 12.92% | 67.12% | -35.09% | 44.09% | 52.72% | 62.42% | -6.49% | 39.79% |
Correlation
The correlation between QXO and SOXX is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Mar 16, 2012 | 0.13 |
Over the past year, QXO and SOXX have become more correlated (0.40) than their long-term average of 0.13, meaning their price movements have been converging.
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Return for Risk
QXO vs. SOXX — Risk / Return Rank
QXO
SOXX
QXO vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for QXO, Inc (QXO) 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.
| QXO | SOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -5.39 | ||
| Sortino ratioReturn per unit of downside risk | -4.83 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.71 | -0.68 |
| Calmar ratioReturn relative to maximum drawdown | -0.14 | 11.48 | -11.61 |
| Martin ratioReturn relative to average drawdown | -0.28 | 43.90 | -44.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QXO | SOXX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.09 | 5.29 | -5.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.13 | 0.94 | -1.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.07 | 1.07 | -1.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.05 | 0.44 | -0.39 |
Drawdowns
QXO vs. SOXX - Drawdown Comparison
The maximum QXO drawdown since its inception was -95.44%, which is greater than SOXX's maximum drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for QXO and SOXX.
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Drawdown Indicators
| QXO | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.44% | -70.21% | -25.23% |
Max Drawdown (1Y)Largest decline over 1 year | -41.08% | -15.77% | -25.31% |
Max Drawdown (3Y)Largest decline over 3 years | -95.44% | -41.36% | -54.08% |
Max Drawdown (5Y)Largest decline over 5 years | -95.44% | -45.75% | -49.69% |
Max Drawdown (10Y)Largest decline over 10 years | -95.44% | -45.75% | -49.69% |
Current DrawdownCurrent decline from peak | -93.11% | -2.10% | -91.01% |
Average DrawdownAverage peak-to-trough decline | -56.35% | -19.97% | -36.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.98% | 4.11% | +15.87% |
Volatility
QXO vs. SOXX - Volatility Comparison
QXO, Inc (QXO) has a higher volatility of 16.10% compared to iShares Semiconductor ETF (SOXX) at 14.08%. This indicates that QXO'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
| QXO | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.10% | 14.08% | +2.02% |
Volatility (6M)Calculated over the trailing 6-month period | 46.14% | 27.45% | +18.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.15% | 34.20% | +25.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 145.36% | 36.11% | +109.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 123.54% | 33.43% | +90.11% |
Dividends
QXO vs. SOXX - Dividend Comparison
QXO has not paid dividends to shareholders, while SOXX's dividend yield for the trailing twelve months is around 0.28%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QXO QXO, Inc | 0.00% | 0.00% | 164.53% | 1.17% | 0.00% | 13.42% | 31.47% | 1.15% | 0.00% | 1.89% | 2.00% | 0.00% |
SOXX iShares Semiconductor ETF | 0.28% | 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
QXO and SOXX have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QXO has higher volatility (16.10%) compared to SOXX (14.08%). In terms of maximum drawdown, QXO dropped -95.44% vs SOXX's -70.21%.
SOXX currently has the higher Sharpe Ratio (5.29 vs -0.09), 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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