SITM vs. SOXX
SITM (SiTime Corporation) is a stock, while SOXX (iShares Semiconductor ETF) is Semiconductors fund tracking the NYSE Semiconductor Index. Over the past 5 years, SITM returned 48.10%/yr vs 34.50%/yr for SOXX. A 0.67 correlation means they provide meaningful diversification when combined.
Performance
SITM vs. SOXX - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both investments are quite close, with SITM having a 101.80% return and SOXX slightly higher at 104.57%.
SITM
- 1D
- 1.66%
- 1M
- 26.22%
- YTD
- 101.80%
- 6M
- 105.70%
- 1Y
- 246.85%
- 3Y*
- 91.23%
- 5Y*
- 48.10%
- 10Y*
- —
SOXX
- 1D
- 1.76%
- 1M
- 33.25%
- YTD
- 104.57%
- 6M
- 99.43%
- 1Y
- 190.05%
- 3Y*
- 57.39%
- 5Y*
- 34.50%
- 10Y*
- 35.79%
SITM vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SITM SiTime Corporation | 101.80% | 64.63% | 75.73% | 20.13% | -65.26% | 161.36% | 338.94% | 96.15% |
SOXX iShares Semiconductor ETF | 104.57% | 40.74% | 12.92% | 67.12% | -35.09% | 44.09% | 52.72% | 8.43% |
Correlation
The correlation between SITM and SOXX is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Nov 21, 2019 | 0.67 |
The correlation between SITM and SOXX shifts across timeframes, from 0.61 (1 year) to 0.71 (5 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SITM vs. SOXX — Risk / Return Rank
SITM
SOXX
SITM vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SiTime Corporation (SITM) 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.
| SITM | SOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.31 | ||
| Sortino ratioReturn per unit of downside risk | -1.91 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.74 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 8.46 | 12.13 | -3.68 |
| Martin ratioReturn relative to average drawdown | 20.44 | 46.43 | -25.99 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SITM | SOXX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.30 | 5.61 | -2.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.96 | -0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.07 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.06 | 0.45 | +0.61 |
Drawdowns
SITM vs. SOXX - Drawdown Comparison
The maximum SITM drawdown since its inception was -78.12%, which is greater than SOXX's maximum drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for SITM and SOXX.
Loading charts...
Drawdown Indicators
| SITM | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.12% | -70.21% | -7.91% |
Max Drawdown (1Y)Largest decline over 1 year | -29.39% | -15.77% | -13.62% |
Max Drawdown (3Y)Largest decline over 3 years | -55.26% | -41.36% | -13.90% |
Max Drawdown (5Y)Largest decline over 5 years | -78.12% | -45.75% | -32.37% |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.75% | — |
Current DrawdownCurrent decline from peak | -20.94% | 0.00% | -20.94% |
Average DrawdownAverage peak-to-trough decline | -36.83% | -19.97% | -16.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.14% | 4.11% | +8.03% |
Volatility
SITM vs. SOXX - Volatility Comparison
SiTime Corporation (SITM) has a higher volatility of 31.60% compared to iShares Semiconductor ETF (SOXX) at 14.03%. This indicates that SITM's price experiences larger fluctuations and is considered to be riskier than SOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SITM | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 31.60% | 14.03% | +17.57% |
Volatility (6M)Calculated over the trailing 6-month period | 55.67% | 27.35% | +28.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 75.31% | 34.18% | +41.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 76.15% | 36.11% | +40.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 80.47% | 33.43% | +47.04% |
Dividends
SITM vs. SOXX - Dividend Comparison
SITM has not paid dividends to shareholders, while SOXX's dividend yield for the trailing twelve months is around 0.27%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SITM SiTime Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SOXX iShares Semiconductor ETF | 0.27% | 0.57% | 0.67% | 0.78% | 1.26% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% |
Frequently Asked Questions
SITM and SOXX have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SITM has higher volatility (31.60%) compared to SOXX (14.03%). In terms of maximum drawdown, SITM dropped -78.12% vs SOXX's -70.21%.
SOXX currently has the higher Sharpe Ratio (5.61 vs 3.30), 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.
Find the right allocation for SITM and SOXX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer