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SHOC vs. SOXX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

SHOC vs. SOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strive U.S. Semiconductor ETF (SHOC) and iShares PHLX Semiconductor ETF (SOXX). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-3.36%
-9.05%
SHOC
SOXX

Returns By Period

In the year-to-date period, SHOC achieves a 16.59% return, which is significantly higher than SOXX's 13.10% return.


SHOC

YTD

16.59%

1M

-0.69%

6M

-3.36%

1Y

31.30%

5Y (annualized)

N/A

10Y (annualized)

N/A

SOXX

YTD

13.10%

1M

-4.37%

6M

-9.05%

1Y

26.75%

5Y (annualized)

24.30%

10Y (annualized)

23.12%

Key characteristics


SHOCSOXX
Sharpe Ratio0.910.78
Sortino Ratio1.361.22
Omega Ratio1.181.16
Calmar Ratio1.221.07
Martin Ratio2.962.60
Ulcer Index10.58%10.28%
Daily Std Dev34.57%34.27%
Max Drawdown-25.71%-70.21%
Current Drawdown-15.71%-18.38%

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SHOC vs. SOXX - Expense Ratio Comparison

SHOC has a 0.40% expense ratio, which is lower than SOXX's 0.46% expense ratio.


SOXX
iShares PHLX Semiconductor ETF
Expense ratio chart for SOXX: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%
Expense ratio chart for SHOC: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Correlation

-0.50.00.51.01.0

The correlation between SHOC and SOXX is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Risk-Adjusted Performance

SHOC vs. SOXX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Strive U.S. Semiconductor ETF (SHOC) and iShares PHLX 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.


Sharpe ratio
The chart of Sharpe ratio for SHOC, currently valued at 0.91, compared to the broader market0.002.004.000.910.78
The chart of Sortino ratio for SHOC, currently valued at 1.36, compared to the broader market-2.000.002.004.006.008.0010.0012.001.361.22
The chart of Omega ratio for SHOC, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.181.16
The chart of Calmar ratio for SHOC, currently valued at 1.22, compared to the broader market0.005.0010.0015.001.221.07
The chart of Martin ratio for SHOC, currently valued at 2.96, compared to the broader market0.0020.0040.0060.0080.00100.002.962.60
SHOC
SOXX

The current SHOC Sharpe Ratio is 0.91, which is comparable to the SOXX Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of SHOC and SOXX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.91
0.78
SHOC
SOXX

Dividends

SHOC vs. SOXX - Dividend Comparison

SHOC's dividend yield for the trailing twelve months is around 0.41%, less than SOXX's 0.68% yield.


TTM20232022202120202019201820172016201520142013
SHOC
Strive U.S. Semiconductor ETF
0.41%0.65%0.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SOXX
iShares PHLX Semiconductor ETF
0.68%0.78%1.25%0.64%0.81%1.23%1.37%0.90%1.08%1.29%1.56%1.18%

Drawdowns

SHOC vs. SOXX - Drawdown Comparison

The maximum SHOC drawdown since its inception was -25.71%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for SHOC and SOXX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-15.71%
-18.38%
SHOC
SOXX

Volatility

SHOC vs. SOXX - Volatility Comparison

Strive U.S. Semiconductor ETF (SHOC) and iShares PHLX Semiconductor ETF (SOXX) have volatilities of 8.65% and 9.04%, 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.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%JuneJulyAugustSeptemberOctoberNovember
8.65%
9.04%
SHOC
SOXX