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RXST vs. SOXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

RXST vs. SOXX

Last updated Jun 4, 2026

RXST (RxSight, Inc.) is a stock, while SOXX (iShares Semiconductor ETF) is Semiconductors fund tracking the NYSE Semiconductor Index. Over the past 3 years, RXST returned -43.12%/yr vs 57.39%/yr for SOXX. At a 0.30 correlation, their price movements are largely independent.

Performance

RXST vs. SOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RxSight, Inc. (RXST) 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, RXST achieves a -54.03% return, which is significantly lower than SOXX's 104.57% return.

RXST

1D
-3.04%
1M
-35.09%
YTD
-54.03%
6M
-59.61%
1Y
-69.70%
3Y*
-43.12%
5Y*
—
10Y*
—

SOXX

1D
1.76%
1M
33.25%
YTD
104.57%
6M
99.43%
1Y
190.05%
3Y*
57.39%
5Y*
34.50%
10Y*
35.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RXST vs. SOXX - Yearly Performance Comparison

2026 (YTD)20252024202320222021
RXST
RxSight, Inc.		-54.03%-69.69%-14.73%218.23%12.62%-29.69%
SOXX
iShares Semiconductor ETF		104.57%40.74%12.92%67.12%-35.09%19.21%

Correlation

The correlation between RXST and SOXX is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.20

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

0.31

Correlation (All Time)
Calculated using the full available price history since Aug 2, 2021

0.30

The correlation between RXST and SOXX shifts across timeframes, from 0.20 (1 year) to 0.30 (3 years), reflecting how their relationship changes across market environments.

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RxSight, Inc.

iShares Semiconductor ETF

Often compared with RXST:
RXST vs. TRAKRXST vs. SLNORXST vs. MMYTRXST vs. ACICRXST vs. IDYARXST vs. NTNXRXST vs. VRT
Often compared with SOXX:
SOXX vs. SMHSOXX vs. QQQSOXX vs. SOXLSOXX vs. SOXQSOXX vs. FSELXSOXX vs. VGTSOXX vs. VOO

Return for Risk

RXST vs. SOXX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
RXST
RXST Risk / Return Rank: 44
Overall Rank
RXST Sharpe Ratio Rank: 66
Sharpe Ratio Rank
RXST Sortino Ratio Rank: 55
Sortino Ratio Rank
RXST Omega Ratio Rank: 55
Omega Ratio Rank
RXST Calmar Ratio Rank: 00
Calmar Ratio Rank
RXST Martin Ratio Rank: 55
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: 9797
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.

RXST vs. SOXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RxSight, Inc. (RXST) 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.

RXSTSOXXDifference
Sharpe ratioReturn per unit of total volatility
-0.95
5.61

-6.56

Sortino ratioReturn per unit of downside risk
-1.54
5.36

-6.90

Omega ratioGain probability vs. loss probability

0.80

1.74

-0.95

Calmar ratioReturn relative to maximum drawdown

-1.01

12.13

-13.14

Martin ratioReturn relative to average drawdown

-1.54

46.43

-47.98

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RXST vs. SOXX - Sharpe Ratio Comparison

The current RXST Sharpe Ratio is -0.95, which is lower than the SOXX Sharpe Ratio of 5.61. The chart below compares the historical Sharpe Ratios of RXST 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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Sharpe Ratios by Period

RXSTSOXXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.95

5.61

-6.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.96

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

1.07

—

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.32

0.45

-0.77

Drawdowns

RXST vs. SOXX - Drawdown Comparison

The maximum RXST drawdown since its inception was -92.55%, which is greater than SOXX's maximum drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for RXST and SOXX.

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Drawdown Indicators

RXSTSOXXDifference

Max Drawdown

Largest peak-to-trough decline

-92.55%

-70.21%

-22.34%

Max Drawdown (1Y)

Largest decline over 1 year

-69.47%

-15.77%

-53.70%

Max Drawdown (3Y)

Largest decline over 3 years

-92.55%

-41.36%

-51.19%

Max Drawdown (5Y)

Largest decline over 5 years

—

-45.75%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-45.75%

—

Current Drawdown

Current decline from peak

-92.55%

0.00%

-92.55%

Average Drawdown

Average peak-to-trough decline

-36.61%

-19.97%

-16.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

45.50%

4.11%

+41.39%

Volatility

RXST vs. SOXX - Volatility Comparison

RxSight, Inc. (RXST) has a higher volatility of 20.71% compared to iShares Semiconductor ETF (SOXX) at 14.03%. This indicates that RXST'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

RXSTSOXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.71%

14.03%

+6.68%

Volatility (6M)

Calculated over the trailing 6-month period

44.13%

27.35%

+16.78%

Volatility (1Y)

Calculated over the trailing 1-year period

73.69%

34.18%

+39.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

69.12%

36.11%

+33.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

69.12%

33.43%

+35.69%

Dividends

RXST vs. SOXX - Dividend Comparison

RXST has not paid dividends to shareholders, while SOXX's dividend yield for the trailing twelve months is around 0.27%.

PositionTTM20252024202320222021202020192018201720162015
RXST
RxSight, Inc.		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		0.27%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

RXST and SOXX have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RXST has higher volatility (20.71%) compared to SOXX (14.03%). In terms of maximum drawdown, RXST dropped -92.55% vs SOXX's -70.21%.

SOXX currently has the higher Sharpe Ratio (5.61 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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