SDZNY vs. SOXQ
SDZNY (Sandoz Group AG) is a stock, while SOXQ (Invesco PHLX Semiconductor ETF) is Semiconductors fund tracking the PHLX Semiconductor Sector Index. Over the past year, SDZNY returned 57.49% vs 171.59% for SOXQ. At a 0.15 correlation, their price movements are largely independent.
Performance
SDZNY vs. SOXQ - Performance Comparison
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Returns By Period
In the year-to-date period, SDZNY achieves a 12.42% return, which is significantly lower than SOXQ's 92.48% return.
SDZNY
- 1D
- 1.65%
- 1M
- -4.10%
- YTD
- 12.42%
- 6M
- 15.66%
- 1Y
- 57.49%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SOXQ
- 1D
- -2.15%
- 1M
- 24.08%
- YTD
- 92.48%
- 6M
- 89.00%
- 1Y
- 171.59%
- 3Y*
- 59.09%
- 5Y*
- —
- 10Y*
- —
SDZNY vs. SOXQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SDZNY Sandoz Group AG | 12.42% | 83.00% | 28.40% | 20.70% |
SOXQ Invesco PHLX Semiconductor ETF | 92.48% | 43.11% | 20.16% | 22.35% |
Correlation
The correlation between SDZNY and SOXQ is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Oct 5, 2023 | 0.15 |
The correlation between SDZNY and SOXQ shifts across timeframes, from 0.15 (all time) to 0.26 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SDZNY vs. SOXQ — Risk / Return Rank
SDZNY
SOXQ
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 ratioReturn per unit of total volatility | -3.29 | ||
| Sortino ratioReturn per unit of downside risk | -2.32 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.69 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | 3.03 | 11.08 | -8.05 |
| Martin ratioReturn relative to average drawdown | 8.28 | 42.47 | -34.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SDZNY | SOXQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.82 | 5.11 | -3.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.78 | 0.96 | +0.82 |
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.
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Drawdown Indicators
| SDZNY | SOXQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.34% | -46.01% | +20.67% |
Max Drawdown (1Y)Largest decline over 1 year | -19.09% | -15.59% | -3.50% |
Max Drawdown (3Y)Largest decline over 3 years | — | -39.36% | — |
Current DrawdownCurrent decline from peak | -12.36% | -2.15% | -10.21% |
Average DrawdownAverage peak-to-trough decline | -5.76% | -12.95% | +7.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.96% | 4.06% | +2.90% |
Volatility
SDZNY vs. SOXQ - Volatility Comparison
The current volatility for Sandoz Group AG (SDZNY) is 7.92%, while Invesco PHLX Semiconductor ETF (SOXQ) has a volatility of 13.55%. 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.
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Volatility by Period
| SDZNY | SOXQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.92% | 13.55% | -5.63% |
Volatility (6M)Calculated over the trailing 6-month period | 23.50% | 26.81% | -3.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.70% | 33.80% | -2.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.78% | 36.38% | -5.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.78% | 36.38% | -5.60% |
Dividends
SDZNY vs. SOXQ - Dividend Comparison
SDZNY's dividend yield for the trailing twelve months is around 1.27%, more than SOXQ's 0.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
SDZNY Sandoz Group AG | 1.27% | 1.00% | 1.22% | 0.00% | 0.00% | 0.00% |
SOXQ Invesco PHLX Semiconductor ETF | 0.26% | 0.50% | 0.68% | 0.87% | 1.36% | 0.72% |
Frequently Asked Questions
SDZNY and SOXQ have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXQ has higher volatility (13.55%) compared to SDZNY (7.92%). In terms of maximum drawdown, SDZNY dropped -25.34% vs SOXQ's -46.01%.
SOXQ currently has the higher Sharpe Ratio (5.11 vs 1.82), 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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