SATS vs. SOXQ

Last updated Jun 5, 2026

SATS (EchoStar Corporation) is a stock, while SOXQ (Invesco PHLX Semiconductor ETF) is Semiconductors fund tracking the PHLX Semiconductor Sector Index. Over the past 3 years, SATS returned 96.81%/yr vs 59.09%/yr for SOXQ. At a 0.30 correlation, their price movements are largely independent.

Performance

SATS vs. SOXQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EchoStar Corporation (SATS) and Invesco PHLX Semiconductor ETF (SOXQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SATS achieves a 14.66% return, which is significantly lower than SOXQ's 92.48% return.

SATS

• 1D: 3.08%
• 1M: 6.22%
• YTD: 14.66%
• 6M: 67.30%
• 1Y: 669.38%
• 3Y*: 96.81%
• 5Y*: 35.28%
• 10Y*: 83.30%

SOXQ

• 1D: -2.15%
• 1M: 24.08%
• YTD: 92.48%
• 6M: 89.00%
• 1Y: 171.59%
• 3Y*: 59.09%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SATS vs. SOXQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
SATS EchoStar Corporation	14.66%	374.67%	38.20%	-0.66%	-36.70%	-2.44%
SOXQ Invesco PHLX Semiconductor ETF	92.48%	43.11%	20.16%	66.74%	-35.59%	24.82%

Correlation

The correlation between SATS and SOXQ is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.21
Correlation (3Y) Calculated over the trailing 3-year period	0.27
Correlation (All Time) Calculated using the full available price history since Jun 14, 2021	0.30

Return for Risk

SATS vs. SOXQ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SATS

SATS Risk / Return Rank: 99
SATS Sharpe Ratio Rank: 99
SATS Sortino Ratio Rank: 99
SATS Omega Ratio Rank: 98
SATS Calmar Ratio Rank: 100
SATS Martin Ratio Rank: 99

SOXQ

SOXQ Risk / Return Rank: 96
SOXQ Sharpe Ratio Rank: 98
SOXQ Sortino Ratio Rank: 95
SOXQ Omega Ratio Rank: 94
SOXQ Calmar Ratio Rank: 97
SOXQ Martin Ratio Rank: 97

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.

SATS vs. SOXQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for EchoStar Corporation (SATS) and Invesco PHLX Semiconductor ETF (SOXQ). 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.

	SATS	SOXQ	Difference
Sharpe ratio: Return per unit of total volatility	6.33	5.11	+1.22
Sortino ratio: Return per unit of downside risk	6.69	5.02	+1.67
Omega ratio: Gain probability vs. loss probability	1.88	1.69	+0.19
Calmar ratio: Return relative to maximum drawdown	33.93	11.08	+22.86
Martin ratio: Return relative to average drawdown	62.65	42.47	+20.18
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SATS vs. SOXQ - Sharpe Ratio Comparison

The current SATS Sharpe Ratio is 6.33, which is comparable to the SOXQ Sharpe Ratio of 5.11. The chart below compares the historical Sharpe Ratios of SATS and SOXQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SATS	SOXQ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	6.33	5.11	+1.22
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.51	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.02	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.01	0.96	-0.95

Drawdowns

SATS vs. SOXQ - Drawdown Comparison

The maximum SATS drawdown since its inception was -78.33%, which is greater than SOXQ's maximum drawdown of -46.01%. Use the drawdown chart below to compare losses from any high point for SATS and SOXQ.

Drawdown Indicators

	SATS	SOXQ	Difference
Max Drawdown Largest peak-to-trough decline	-78.33%	-46.01%	-32.32%
Max Drawdown (1Y) Largest decline over 1 year	-19.91%	-15.59%	-4.32%
Max Drawdown (3Y) Largest decline over 3 years	-59.22%	-39.36%	-19.86%
Max Drawdown (5Y) Largest decline over 5 years	-68.02%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-78.33%	—	—
Current Drawdown Current decline from peak	-12.10%	-2.15%	-9.95%
Average Drawdown Average peak-to-trough decline	-31.23%	-12.95%	-18.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.76%	4.06%	+6.70%

Volatility

SATS vs. SOXQ - Volatility Comparison

EchoStar Corporation (SATS) has a higher volatility of 17.13% compared to Invesco PHLX Semiconductor ETF (SOXQ) at 13.55%. This indicates that SATS's price experiences larger fluctuations and is considered to be riskier than SOXQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SATS	SOXQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.13%	13.55%	+3.58%
Volatility (6M) Calculated over the trailing 6-month period	41.62%	26.81%	+14.81%
Volatility (1Y) Calculated over the trailing 1-year period	106.75%	33.80%	+72.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	69.09%	36.38%	+32.71%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4,550.45%	36.38%	+4,514.07%

Dividends

SATS vs. SOXQ - Dividend Comparison

SATS has not paid dividends to shareholders, while SOXQ's dividend yield for the trailing twelve months is around 0.26%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
SATS EchoStar Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	85.50%
SOXQ Invesco PHLX Semiconductor ETF	0.26%	0.50%	0.68%	0.87%	1.36%	0.72%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SATS and SOXQ in my portfolio?

SATS and SOXQ have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SATS or SOXQ?

SATS has higher volatility (17.13%) compared to SOXQ (13.55%). In terms of maximum drawdown, SATS dropped -78.33% vs SOXQ's -46.01%.

Which has better risk-adjusted returns?

SATS currently has the higher Sharpe Ratio (6.33 vs 5.11), 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.