SHG vs. SOXX
Compare and contrast key facts about Shinhan Financial Group Co., Ltd. (SHG) and iShares Semiconductor ETF (SOXX).
SOXX is a passively managed fund by iShares that tracks the performance of the PHLX Semiconductor Sector Index. It was launched on Jul 10, 2001.
Performance
SHG vs. SOXX - Performance Comparison
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SHG vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SHG Shinhan Financial Group Co., Ltd. | 16.54% | 68.28% | 12.80% | 15.25% | -4.61% | 5.27% | -21.83% | 7.27% | -23.51% | 23.27% |
SOXX iShares Semiconductor ETF | 12.48% | 40.74% | 12.92% | 67.12% | -35.09% | 44.09% | 52.72% | 62.42% | -6.49% | 39.79% |
Returns By Period
In the year-to-date period, SHG achieves a 16.54% return, which is significantly higher than SOXX's 12.48% return. Over the past 10 years, SHG has underperformed SOXX with an annualized return of 8.42%, while SOXX has yielded a comparatively higher 28.39% annualized return.
SHG
- 1D
- 1.92%
- 1M
- -4.58%
- YTD
- 16.54%
- 6M
- 23.79%
- 1Y
- 95.87%
- 3Y*
- 37.61%
- 5Y*
- 18.26%
- 10Y*
- 8.42%
SOXX
- 1D
- 3.01%
- 1M
- -3.78%
- YTD
- 12.48%
- 6M
- 22.76%
- 1Y
- 80.97%
- 3Y*
- 32.61%
- 5Y*
- 19.19%
- 10Y*
- 28.39%
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Return for Risk
SHG vs. SOXX — Risk / Return Rank
SHG
SOXX
SHG vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Shinhan Financial Group Co., Ltd. (SHG) 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.
| SHG | SOXX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.04 | 2.03 | +1.01 |
Sortino ratioReturn per unit of downside risk | 3.88 | 2.63 | +1.26 |
Omega ratioGain probability vs. loss probability | 1.48 | 1.38 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 5.48 | 4.44 | +1.04 |
Martin ratioReturn relative to average drawdown | 18.20 | 16.46 | +1.75 |
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
| SHG | SOXX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.04 | 2.03 | +1.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.54 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | 0.86 | -0.58 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.37 | -0.14 |
Correlation
The correlation between SHG and SOXX is 0.39, 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
SHG vs. SOXX - Dividend Comparison
SHG's dividend yield for the trailing twelve months is around 1.32%, more than SOXX's 0.49% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHG Shinhan Financial Group Co., Ltd. | 1.32% | 2.24% | 5.96% | 3.87% | 5.54% | 1.54% | 0.00% | 0.00% | 0.00% | 0.00% | 3.35% | 3.10% |
SOXX iShares Semiconductor ETF | 0.49% | 0.57% | 0.67% | 0.78% | 1.26% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% |
Drawdowns
SHG vs. SOXX - Drawdown Comparison
The maximum SHG drawdown since its inception was -82.02%, which is greater than SOXX's maximum drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for SHG and SOXX.
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Drawdown Indicators
| SHG | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.02% | -70.21% | -11.81% |
Max Drawdown (1Y)Largest decline over 1 year | -18.03% | -18.27% | +0.24% |
Max Drawdown (5Y)Largest decline over 5 years | -38.45% | -45.75% | +7.30% |
Max Drawdown (10Y)Largest decline over 10 years | -65.50% | -45.75% | -19.75% |
Current DrawdownCurrent decline from peak | -12.86% | -7.95% | -4.91% |
Average DrawdownAverage peak-to-trough decline | -34.04% | -20.10% | -13.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.43% | 4.92% | +0.51% |
Volatility
SHG vs. SOXX - Volatility Comparison
The current volatility for Shinhan Financial Group Co., Ltd. (SHG) is 9.61%, while iShares Semiconductor ETF (SOXX) has a volatility of 12.83%. This indicates that SHG experiences smaller price fluctuations and is considered to be less risky 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
| SHG | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.61% | 12.83% | -3.22% |
Volatility (6M)Calculated over the trailing 6-month period | 21.49% | 26.41% | -4.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.70% | 40.12% | -8.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.71% | 35.48% | -5.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.14% | 32.98% | -2.84% |