SDZNY vs. SOXQ

Last updated Apr 2, 2026

Compare and contrast key facts about Sandoz Group AG (SDZNY) and Invesco PHLX Semiconductor ETF (SOXQ).

SOXQ is a passively managed fund by Invesco that tracks the performance of the PHLX Semiconductor Sector Index. It was launched on Jun 11, 2021.

Performance

SDZNY vs. SOXQ - Performance Comparison

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

SDZNY vs. SOXQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
SDZNY Sandoz Group AG	10.90%	83.00%	28.40%	20.70%
SOXQ Invesco PHLX Semiconductor ETF	10.26%	43.11%	20.16%	22.35%

Returns By Period

In the year-to-date period, SDZNY achieves a 10.90% return, which is significantly higher than SOXQ's 10.26% return.

SDZNY

• 1D: 3.20%
• 1M: -6.94%
• YTD: 10.90%
• 6M: 43.68%
• 1Y: 100.47%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SOXQ

• 1D: 2.88%
• 1M: -4.05%
• YTD: 10.26%
• 6M: 20.31%
• 1Y: 83.12%
• 3Y*: 35.09%
• 5Y*: —
• 10Y*: —

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

Return for Risk

SDZNY vs. SOXQ — Risk / Return Rank

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

SDZNY

SDZNY Risk / Return Rank: 95
SDZNY Sharpe Ratio Rank: 97
SDZNY Sortino Ratio Rank: 97
SDZNY Omega Ratio Rank: 95
SDZNY Calmar Ratio Rank: 93
SDZNY Martin Ratio Rank: 95

SOXQ

SOXQ Risk / Return Rank: 93
SOXQ Sharpe Ratio Rank: 91
SOXQ Sortino Ratio Rank: 91
SOXQ Omega Ratio Rank: 89
SOXQ Calmar Ratio Rank: 97
SOXQ Martin Ratio Rank: 96

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.

SDZNY vs. SOXQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sandoz Group AG (SDZNY) 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.

	SDZNY	SOXQ	Difference
Sharpe ratio Return per unit of total volatility	3.20	2.08	+1.12
Sortino ratio Return per unit of downside risk	4.00	2.68	+1.32
Omega ratio Gain probability vs. loss probability	1.53	1.38	+0.15
Calmar ratio Return relative to maximum drawdown	5.03	4.79	+0.24
Martin ratio Return relative to average drawdown	17.45	17.49	-0.04
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SDZNY vs. SOXQ - Sharpe Ratio Comparison

The current SDZNY Sharpe Ratio is 3.20, which is higher than the SOXQ Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of SDZNY and SOXQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SDZNY	SOXQ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.20	2.08	+1.12
Sharpe Ratio (All Time) Calculated using the full available price history	1.93	0.60	+1.33

Correlation

The correlation between SDZNY and SOXQ is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

SDZNY vs. SOXQ - Dividend Comparison

SDZNY's dividend yield for the trailing twelve months is around 0.90%, more than SOXQ's 0.46% yield.

	TTM	2025	2024	2023	2022	2021
SDZNY Sandoz Group AG	0.90%	1.00%	1.22%	0.00%	0.00%	0.00%
SOXQ Invesco PHLX Semiconductor ETF	0.46%	0.50%	0.68%	0.87%	1.36%	0.72%

Drawdowns

SDZNY vs. SOXQ - Drawdown Comparison

The maximum SDZNY drawdown since its inception was -25.34%, smaller than the maximum SOXQ drawdown of -46.01%. Use the drawdown chart below to compare losses from any high point for SDZNY and SOXQ.

Drawdown Indicators

	SDZNY	SOXQ	Difference
Max Drawdown Largest peak-to-trough decline	-25.34%	-46.01%	+20.67%
Max Drawdown (1Y) Largest decline over 1 year	-19.09%	-17.44%	-1.65%
Current Drawdown Current decline from peak	-13.55%	-7.78%	-5.77%
Average Drawdown Average peak-to-trough decline	-5.44%	-13.37%	+7.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.50%	4.78%	+0.72%

Volatility

SDZNY vs. SOXQ - Volatility Comparison

The current volatility for Sandoz Group AG (SDZNY) is 8.58%, while Invesco PHLX Semiconductor ETF (SOXQ) has a volatility of 12.69%. This indicates that SDZNY experiences smaller price fluctuations and is considered to be less risky than SOXQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SDZNY	SOXQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.58%	12.69%	-4.11%
Volatility (6M) Calculated over the trailing 6-month period	22.29%	26.33%	-4.04%
Volatility (1Y) Calculated over the trailing 1-year period	31.67%	40.14%	-8.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.58%	36.10%	-5.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.58%	36.10%	-5.52%