SATS vs. SOXQ
SATS (EchoStar Corporation) is a stock, while SOXQ (Invesco PHLX Semiconductor ETF) is Semiconductors fund tracking the PHLX Semiconductor Sector Index. Over the past 5 years, SATS returned 30.84%/yr vs 34.11%/yr for SOXQ. At a 0.29 correlation, their price movements are largely independent.
Performance
SATS vs. SOXQ - Performance Comparison
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Returns By Period
In the year-to-date period, SATS achieves a -4.40% return, which is significantly lower than SOXQ's 90.13% return.
SATS
- 1D
- -2.34%
- 1M
- -16.33%
- YTD
- -4.40%
- 6M
- -2.84%
- 1Y
- 311.71%
- 3Y*
- 82.77%
- 5Y*
- 30.84%
- 10Y*
- 81.17%
SOXQ
- 1D
- -0.25%
- 1M
- 10.27%
- YTD
- 90.13%
- 6M
- 87.11%
- 1Y
- 148.28%
- 3Y*
- 57.47%
- 5Y*
- 34.11%
- 10Y*
- —
SATS vs. SOXQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SATS EchoStar Corporation | -4.40% | 374.67% | 38.20% | -0.66% | -36.70% | -2.91% |
SOXQ Invesco PHLX Semiconductor ETF | 90.13% | 43.11% | 20.16% | 66.74% | -35.59% | 25.19% |
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 (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Jun 11, 2021 | 0.29 |
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Return for Risk
SATS vs. SOXQ — Risk / Return Rank
SATS
SOXQ
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.
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.
| SATS | SOXQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.52 | ||
| Sortino ratioReturn per unit of downside risk | +0.82 | ||
| Omega ratioGain probability vs. loss probability | 1.61 | 1.55 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 11.81 | 9.57 | +2.24 |
| Martin ratioReturn relative to average drawdown | 27.49 | 34.13 | -6.64 |
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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.
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Drawdown Indicators
| SATS | SOXQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.33% | -46.01% | -32.32% |
Max Drawdown (1Y)Largest decline over 1 year | -26.72% | -15.59% | -11.13% |
Max Drawdown (3Y)Largest decline over 3 years | -59.22% | -39.36% | -19.86% |
Max Drawdown (5Y)Largest decline over 5 years | -68.02% | -46.01% | -22.01% |
Max Drawdown (10Y)Largest decline over 10 years | -78.33% | — | — |
Current DrawdownCurrent decline from peak | -26.72% | -8.05% | -18.67% |
Average DrawdownAverage peak-to-trough decline | -31.20% | -12.87% | -18.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.46% | 4.36% | +7.10% |
Volatility
SATS vs. SOXQ - Volatility Comparison
EchoStar Corporation (SATS) and Invesco PHLX Semiconductor ETF (SOXQ) have volatilities of 21.98% and 22.00%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SATS | SOXQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.98% | 22.00% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 42.77% | 32.41% | +10.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 94.47% | 38.78% | +55.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 69.66% | 37.33% | +32.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4,553.18% | 37.22% | +4,515.96% |
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 0.27%.
| 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 | 0.27% | 0.50% | 0.68% | 0.87% | 1.36% | 0.72% | 0.00% | 0.00% |
Frequently Asked Questions
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.
SOXQ has higher volatility (22.00%) compared to SATS (21.98%). In terms of maximum drawdown, SATS dropped -78.33% vs SOXQ's -46.01%.
SOXQ currently has the higher Sharpe Ratio (3.86 vs 3.34), 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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