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QXO vs. SOXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

QXO vs. SOXX

Last updated Jun 27, 2026

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 8.56%/yr vs 35.98%/yr for SOXX. At a 0.13 correlation, their price movements are largely independent.

Performance

QXO vs. SOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in QXO, Inc (QXO) 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, QXO achieves a -7.83% return, which is significantly lower than SOXX's 96.11% return. Over the past 10 years, QXO has underperformed SOXX with an annualized return of 8.56%, while SOXX has yielded a comparatively higher 35.98% annualized return.

QXO

1D
-1.22%
1M
2.18%
YTD
-7.83%
6M
-16.29%
1Y
-18.14%
3Y*
-7.64%
5Y*
-23.41%
10Y*
8.56%

SOXX

1D
-5.64%
1M
4.65%
YTD
96.11%
6M
92.98%
1Y
147.92%
3Y*
53.08%
5Y*
33.16%
10Y*
35.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QXO vs. SOXX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
QXO
QXO, Inc		-7.83%21.32%-86.06%508.46%-33.78%63.72%-17.22%92.05%-45.15%43.66%
SOXX
iShares Semiconductor ETF		96.11%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 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.41

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 15, 2012

0.13

Over the past year, QXO and SOXX have become more correlated (0.41) than their long-term average of 0.13, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

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QXO, Inc

iShares Semiconductor ETF

Often compared with QXO:
QXO vs. BLZEQXO vs. CLSQXO vs. MPLXQXO vs. ^GSPCQXO vs. SPMOQXO vs. INODQXO vs. SHLD
Often compared with SOXX:
SOXX vs. SMHSOXX vs. QQQSOXX vs. SOXLSOXX vs. SOXQSOXX vs. FSELXSOXX vs. VGTSOXX vs. VOO

Return for Risk

QXO vs. SOXX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
QXO
QXO Risk / Return Rank: 3030
Overall Rank
QXO Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
QXO Sortino Ratio Rank: 3131
Sortino Ratio Rank
QXO Omega Ratio Rank: 3131
Omega Ratio Rank
QXO Calmar Ratio Rank: 3030
Calmar Ratio Rank
QXO Martin Ratio Rank: 2525
Martin Ratio Rank
SOXX
SOXX Risk / Return Rank: 9595
Overall Rank
SOXX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
SOXX Sortino Ratio Rank: 9191
Sortino Ratio Rank
SOXX Omega Ratio Rank: 9292
Omega Ratio Rank
SOXX Calmar Ratio Rank: 9797
Calmar Ratio Rank
SOXX Martin Ratio Rank: 9696
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.

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.

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.

QXOSOXXDifference
Sharpe ratioReturn per unit of total volatility
-0.31
3.73

-4.04

Sortino ratioReturn per unit of downside risk
-0.08
3.76

-3.84

Omega ratioGain probability vs. loss probability

0.99

1.54

-0.55

Calmar ratioReturn relative to maximum drawdown

-0.41

9.44

-9.85

Martin ratioReturn relative to average drawdown

-0.92

33.30

-34.22

QXO vs. SOXX - Sharpe Ratio Comparison

The current QXO Sharpe Ratio is -0.31, which is lower than the SOXX Sharpe Ratio of 3.73. The chart below compares the historical Sharpe Ratios of QXO 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

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

QXOSOXXDifference

Max Drawdown

Largest peak-to-trough decline

-95.44%

-70.21%

-25.23%

Max Drawdown (1Y)

Largest decline over 1 year

-44.37%

-15.77%

-28.60%

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 Drawdown

Current decline from peak

-92.45%

-9.93%

-82.52%

Average Drawdown

Average peak-to-trough decline

-56.49%

-19.93%

-36.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.75%

4.46%

+15.29%

Volatility

QXO vs. SOXX - Volatility Comparison

The current volatility for QXO, Inc (QXO) is 20.31%, while iShares Semiconductor ETF (SOXX) has a volatility of 23.10%. This indicates that QXO 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

QXOSOXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.31%

23.10%

-2.79%

Volatility (6M)

Calculated over the trailing 6-month period

49.04%

34.14%

+14.90%

Volatility (1Y)

Calculated over the trailing 1-year period

59.34%

39.90%

+19.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

145.08%

37.32%

+107.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

123.61%

34.03%

+89.58%

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 0.25%.

PositionTTM20252024202320222021202020192018201720162015
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		0.25%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 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOXX has higher volatility (23.10%) compared to QXO (20.31%). In terms of maximum drawdown, QXO dropped -95.44% vs SOXX's -70.21%.

SOXX currently has the higher Sharpe Ratio (3.73 vs -0.31), 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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