SOXX vs. COST
SOXX (iShares Semiconductor ETF) is Semiconductors fund tracking the NYSE Semiconductor Index, while COST (Costco Wholesale Corporation) is a stock. Over the past 10 years, SOXX returned 35.55%/yr vs 22.27%/yr for COST. At a 0.41 correlation, their price movements are largely independent.
Performance
SOXX vs. COST - Performance Comparison
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Returns By Period
In the year-to-date period, SOXX achieves a 98.11% return, which is significantly higher than COST's 14.24% return. Over the past 10 years, SOXX has outperformed COST with an annualized return of 35.55%, while COST has yielded a comparatively lower 22.27% 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%
COST
- 1D
- 0.68%
- 1M
- -5.66%
- YTD
- 14.24%
- 6M
- 11.38%
- 1Y
- -0.24%
- 3Y*
- 25.12%
- 5Y*
- 22.12%
- 10Y*
- 22.27%
SOXX vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SOXX iShares Semiconductor ETF | 98.11% | 40.74% | 12.92% | 67.12% | -35.09% | 44.09% | 52.72% | 62.42% | -6.49% | 39.79% |
COST Costco Wholesale Corporation | 14.24% | -5.39% | 39.62% | 49.00% | -19.05% | 51.82% | 32.67% | 45.70% | 10.60% | 22.37% |
Correlation
The correlation between SOXX and COST is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2001 | 0.41 |
The correlation between SOXX and COST shifts across timeframes, from -0.12 (1 year) to 0.41 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SOXX vs. COST — Risk / Return Rank
SOXX
COST
SOXX vs. COST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Semiconductor ETF (SOXX) and Costco Wholesale Corporation (COST). 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.
| SOXX | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.51 | ||
| Sortino ratioReturn per unit of downside risk | +4.35 | ||
| Omega ratioGain probability vs. loss probability | 1.62 | 1.00 | +0.62 |
| Calmar ratioReturn relative to maximum drawdown | 10.50 | -0.10 | +10.60 |
| Martin ratioReturn relative to average drawdown | 38.20 | -0.22 | +38.42 |
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Drawdowns
SOXX vs. COST - Drawdown Comparison
The maximum SOXX drawdown since its inception was -70.21%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for SOXX and COST.
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Drawdown Indicators
| SOXX | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.21% | -53.39% | -16.82% |
Max Drawdown (1Y)Largest decline over 1 year | -15.77% | -15.14% | -0.63% |
Max Drawdown (3Y)Largest decline over 3 years | -41.36% | -20.74% | -20.62% |
Max Drawdown (5Y)Largest decline over 5 years | -45.75% | -31.40% | -14.35% |
Max Drawdown (10Y)Largest decline over 10 years | -45.75% | -31.40% | -14.35% |
Current DrawdownCurrent decline from peak | -3.16% | -10.23% | +7.07% |
Average DrawdownAverage peak-to-trough decline | -19.95% | -13.36% | -6.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.33% | 6.67% | -2.34% |
Volatility
SOXX vs. COST - Volatility Comparison
iShares Semiconductor ETF (SOXX) has a higher volatility of 19.42% compared to Costco Wholesale Corporation (COST) at 7.44%. This indicates that SOXX's price experiences larger fluctuations and is considered to be riskier than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SOXX | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.42% | 7.44% | +11.98% |
Volatility (6M)Calculated over the trailing 6-month period | 31.46% | 14.53% | +16.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.35% | 18.80% | +18.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.73% | 22.72% | +14.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.77% | 21.95% | +11.82% |
Dividends
SOXX vs. COST - Dividend Comparison
SOXX's dividend yield for the trailing twelve months is around 0.28%, less than COST's 0.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 0.55% | 0.59% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% |
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 COST have a correlation of -0.12, 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 COST (7.44%). In terms of maximum drawdown, SOXX dropped -70.21% vs COST's -53.39%.
SOXX currently has the higher Sharpe Ratio (4.43 vs -0.08), 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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