RSG vs. SOXX
RSG (Republic Services, Inc.) is a stock, while SOXX (iShares Semiconductor ETF) is Semiconductors fund tracking the NYSE Semiconductor Index. Over the past 10 years, RSG returned 17.46%/yr vs 35.54%/yr for SOXX. At a 0.32 correlation, their price movements are largely independent.
Performance
RSG vs. SOXX - Performance Comparison
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Returns By Period
In the year-to-date period, RSG achieves a -1.33% return, which is significantly lower than SOXX's 100.26% return. Over the past 10 years, RSG has underperformed SOXX with an annualized return of 17.46%, while SOXX has yielded a comparatively higher 35.54% annualized return.
RSG
- 1D
- 1.82%
- 1M
- 1.98%
- YTD
- -1.33%
- 6M
- -2.79%
- 1Y
- -17.29%
- 3Y*
- 14.41%
- 5Y*
- 15.20%
- 10Y*
- 17.46%
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%
RSG vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RSG Republic Services, Inc. | -1.33% | 6.44% | 23.03% | 29.64% | -6.16% | 47.03% | 9.53% | 26.62% | 8.85% | 20.96% |
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 RSG and SOXX is -0.34, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2001 | 0.32 |
The correlation between RSG and SOXX shifts across timeframes, from -0.34 (1 year) to 0.32 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
RSG vs. SOXX — Risk / Return Rank
RSG
SOXX
RSG vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Republic Services, Inc. (RSG) 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.
| RSG | SOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -6.25 | ||
| Sortino ratioReturn per unit of downside risk | -6.43 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.71 | -0.86 |
| Calmar ratioReturn relative to maximum drawdown | -0.82 | 11.48 | -12.30 |
| Martin ratioReturn relative to average drawdown | -1.37 | 43.90 | -45.27 |
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
| RSG | SOXX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.95 | 5.29 | -6.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.94 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.92 | 1.07 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.44 | -0.05 |
Drawdowns
RSG vs. SOXX - Drawdown Comparison
The maximum RSG drawdown since its inception was -65.99%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for RSG and SOXX.
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Drawdown Indicators
| RSG | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.99% | -70.21% | +4.22% |
Max Drawdown (1Y)Largest decline over 1 year | -21.04% | -15.77% | -5.27% |
Max Drawdown (3Y)Largest decline over 3 years | -22.54% | -41.36% | +18.82% |
Max Drawdown (5Y)Largest decline over 5 years | -22.54% | -45.75% | +23.21% |
Max Drawdown (10Y)Largest decline over 10 years | -34.02% | -45.75% | +11.73% |
Current DrawdownCurrent decline from peak | -18.55% | -2.10% | -16.45% |
Average DrawdownAverage peak-to-trough decline | -11.83% | -19.97% | +8.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.97% | 4.11% | +8.86% |
Volatility
RSG vs. SOXX - Volatility Comparison
The current volatility for Republic Services, Inc. (RSG) is 6.70%, while iShares Semiconductor ETF (SOXX) has a volatility of 14.08%. This indicates that RSG 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
| RSG | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.70% | 14.08% | -7.38% |
Volatility (6M)Calculated over the trailing 6-month period | 13.34% | 27.45% | -14.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.19% | 34.20% | -16.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.08% | 36.11% | -18.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.03% | 33.43% | -14.40% |
Dividends
RSG vs. SOXX - Dividend Comparison
RSG's dividend yield for the trailing twelve months is around 1.18%, more than SOXX's 0.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RSG Republic Services, Inc. | 1.18% | 1.12% | 0.82% | 1.25% | 1.48% | 1.27% | 1.72% | 1.74% | 2.00% | 1.97% | 2.17% | 2.64% |
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
RSG and SOXX have a correlation of -0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXX has higher volatility (14.08%) compared to RSG (6.70%). In terms of maximum drawdown, RSG dropped -65.99% vs SOXX's -70.21%.
SOXX currently has the higher Sharpe Ratio (5.29 vs -0.95), 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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