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SOXX vs. CAT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SOXX vs. CAT

Last updated Jun 14, 2026

SOXX (iShares Semiconductor ETF) is Semiconductors fund tracking the NYSE Semiconductor Index, while CAT (Caterpillar Inc.) is a stock. Over the past 10 years, SOXX returned 35.55%/yr vs 31.33%/yr for CAT. A 0.53 correlation means they provide meaningful diversification when combined.

Performance

SOXX vs. CAT - Performance Comparison

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

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Returns By Period

In the year-to-date period, SOXX achieves a 98.11% return, which is significantly higher than CAT's 59.62% return. Over the past 10 years, SOXX has outperformed CAT with an annualized return of 35.55%, while CAT has yielded a comparatively lower 31.33% annualized return.

SOXX

1D
1.59%
1M
12.49%
YTD
98.11%
6M
99.51%
1Y
171.57%
3Y*
53.00%
5Y*
33.69%
10Y*
35.55%

CAT

1D
1.44%
1M
-1.05%
YTD
59.62%
6M
52.94%
1Y
157.79%
3Y*
57.16%
5Y*
35.17%
10Y*
31.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOXX vs. CAT - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SOXX
iShares Semiconductor ETF		98.11%40.74%12.92%67.12%-35.09%44.09%52.72%62.42%-6.49%39.79%
CAT
Caterpillar Inc.		59.62%60.30%24.66%25.95%18.60%15.95%26.97%19.51%-17.56%75.03%

Correlation

The correlation between SOXX and CAT is 0.64, 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

0.64

Correlation (3Y)
Calculated over the trailing 3-year period

0.56

Correlation (5Y)
Calculated over the trailing 5-year period

0.52

Correlation (10Y)
Calculated over the trailing 10-year period

0.50

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2001

0.53

The correlation between SOXX and CAT shifts across timeframes, from 0.50 (10 years) to 0.64 (1 year), 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.

iShares Semiconductor ETF

Caterpillar Inc.

Often compared with SOXX:
SOXX vs. SMHSOXX vs. QQQSOXX vs. SOXLSOXX vs. SOXQSOXX vs. FSELXSOXX vs. VGTSOXX vs. VOO
Often compared with CAT:
CAT vs. DECAT vs. CMICAT vs. SPYCAT vs. VOOCAT vs. URICAT vs. HDCAT vs. CL

Return for Risk

SOXX vs. CAT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SOXX
SOXX Risk / Return Rank: 9696
Overall Rank
SOXX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SOXX Sortino Ratio Rank: 9494
Sortino Ratio Rank
SOXX Omega Ratio Rank: 9494
Omega Ratio Rank
SOXX Calmar Ratio Rank: 9797
Calmar Ratio Rank
SOXX Martin Ratio Rank: 9797
Martin Ratio Rank
CAT
CAT Risk / Return Rank: 9898
Overall Rank
CAT Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
CAT Sortino Ratio Rank: 9898
Sortino Ratio Rank
CAT Omega Ratio Rank: 9797
Omega Ratio Rank
CAT Calmar Ratio Rank: 9898
Calmar Ratio Rank
CAT Martin Ratio Rank: 9999
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SOXX vs. CAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Semiconductor ETF (SOXX) and Caterpillar Inc. (CAT). 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.

SOXXCATDifference
Sharpe ratioReturn per unit of total volatility
4.43
4.43

0.00

Sortino ratioReturn per unit of downside risk
4.37
5.03

-0.66

Omega ratioGain probability vs. loss probability

1.62

1.65

-0.03

Calmar ratioReturn relative to maximum drawdown

10.50

11.24

-0.74

Martin ratioReturn relative to average drawdown

38.20

36.80

+1.40

SOXX vs. CAT - Sharpe Ratio Comparison

The current SOXX Sharpe Ratio is 4.43, which is comparable to the CAT Sharpe Ratio of 4.43. The chart below compares the historical Sharpe Ratios of SOXX and CAT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

SOXX vs. CAT - Drawdown Comparison

The maximum SOXX drawdown since its inception was -70.21%, roughly equal to the maximum CAT drawdown of -73.43%. Use the drawdown chart below to compare losses from any high point for SOXX and CAT.

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Drawdown Indicators

SOXXCATDifference

Max Drawdown

Largest peak-to-trough decline

-70.21%

-73.43%

+3.22%

Max Drawdown (1Y)

Largest decline over 1 year

-15.77%

-13.88%

-1.89%

Max Drawdown (3Y)

Largest decline over 3 years

-41.36%

-34.05%

-7.31%

Max Drawdown (5Y)

Largest decline over 5 years

-45.75%

-34.05%

-11.70%

Max Drawdown (10Y)

Largest decline over 10 years

-45.75%

-43.36%

-2.39%

Current Drawdown

Current decline from peak

-3.16%

-3.18%

+0.02%

Average Drawdown

Average peak-to-trough decline

-19.95%

-19.73%

-0.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.33%

4.23%

+0.10%

Volatility

SOXX vs. CAT - Volatility Comparison

iShares Semiconductor ETF (SOXX) has a higher volatility of 19.42% compared to Caterpillar Inc. (CAT) at 13.16%. This indicates that SOXX's price experiences larger fluctuations and is considered to be riskier than CAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SOXXCATDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.42%

13.16%

+6.26%

Volatility (6M)

Calculated over the trailing 6-month period

31.46%

28.37%

+3.09%

Volatility (1Y)

Calculated over the trailing 1-year period

37.35%

35.19%

+2.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.73%

30.79%

+5.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.77%

30.98%

+2.79%

Dividends

SOXX vs. CAT - Dividend Comparison

SOXX's dividend yield for the trailing twelve months is around 0.28%, less than CAT's 0.66% yield.

PositionTTM20252024202320222021202020192018201720162015
CAT
Caterpillar Inc.		0.66%1.02%1.49%1.69%1.93%2.07%2.26%2.56%2.58%1.97%3.32%4.33%
SOXX
iShares Semiconductor ETF		0.28%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

SOXX and CAT have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOXX has higher volatility (19.42%) compared to CAT (13.16%). In terms of maximum drawdown, SOXX dropped -70.21% vs CAT's -73.43%.

CAT currently has the higher Sharpe Ratio (4.43 vs 4.43), 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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