SOC vs. SOXX
SOC (Sable Offshore Corp) is a stock, while SOXX (iShares Semiconductor ETF) is Semiconductors fund tracking the NYSE Semiconductor Index. Over the past year, SOC returned -65.28% vs 164.79% for SOXX. At a 0.18 correlation, their price movements are largely independent.
Performance
SOC vs. SOXX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SOC achieves a -15.85% return, which is significantly lower than SOXX's 107.83% return.
SOC
- 1D
- -4.29%
- 1M
- -44.80%
- YTD
- -15.85%
- 6M
- -23.02%
- 1Y
- -65.28%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SOXX
- 1D
- 3.94%
- 1M
- 9.72%
- YTD
- 107.83%
- 6M
- 104.44%
- 1Y
- 164.79%
- 3Y*
- 57.87%
- 5Y*
- 34.72%
- 10Y*
- 37.13%
SOC vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
SOC Sable Offshore Corp | -15.85% | -60.61% | 90.67% |
SOXX iShares Semiconductor ETF | 107.83% | 40.74% | 3.38% |
Correlation
The correlation between SOC and SOXX is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Feb 15, 2024 | 0.18 |
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
SOC vs. SOXX — Risk / Return Rank
SOC
SOXX
SOC vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sable Offshore Corp (SOC) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SOC | SOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.67 | ||
| Sortino ratioReturn per unit of downside risk | -4.23 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.59 | -0.60 |
| Calmar ratioReturn relative to maximum drawdown | -0.75 | 10.52 | -11.27 |
| Martin ratioReturn relative to average drawdown | -1.15 | 37.47 | -38.62 |
Loading charts...
Drawdowns
SOC vs. SOXX - Drawdown Comparison
The maximum SOC drawdown since its inception was -87.52%, which is greater than SOXX's maximum drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for SOC and SOXX.
Loading charts...
Drawdown Indicators
| SOC | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.52% | -70.21% | -17.31% |
Max Drawdown (1Y)Largest decline over 1 year | -87.00% | -15.77% | -71.23% |
Max Drawdown (3Y)Largest decline over 3 years | — | -41.36% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -45.75% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.75% | — |
Current DrawdownCurrent decline from peak | -77.01% | -4.55% | -72.46% |
Average DrawdownAverage peak-to-trough decline | -31.53% | -19.93% | -11.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 56.69% | 4.42% | +52.27% |
Volatility
SOC vs. SOXX - Volatility Comparison
Sable Offshore Corp (SOC) has a higher volatility of 28.11% compared to iShares Semiconductor ETF (SOXX) at 22.27%. This indicates that SOC'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
| SOC | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 28.11% | 22.27% | +5.84% |
Volatility (6M)Calculated over the trailing 6-month period | 85.99% | 33.54% | +52.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 141.82% | 39.44% | +102.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 111.07% | 37.24% | +73.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 111.07% | 34.00% | +77.07% |
Dividends
SOC vs. SOXX - Dividend Comparison
SOC has not paid dividends to shareholders, while SOXX's dividend yield for the trailing twelve months is around 0.23%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SOC Sable Offshore Corp | 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 | 0.23% | 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
SOC and SOXX have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOC has higher volatility (28.11%) compared to SOXX (22.27%). In terms of maximum drawdown, SOC dropped -87.52% vs SOXX's -70.21%.
SOXX currently has the higher Sharpe Ratio (4.20 vs -0.46), 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 SOC 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