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SOXX vs. CRM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SOXX vs. CRM

Last updated Jul 2, 2026
See Documentation

SOXX (iShares Semiconductor ETF) is Semiconductors fund tracking the NYSE Semiconductor Index, while CRM (Salesforce, Inc.) is a stock. Over the past 10 years, SOXX returned 35.82%/yr vs 7.60%/yr for CRM. A 0.52 correlation means they provide meaningful diversification when combined.

Performance

SOXX vs. CRM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Semiconductor ETF (SOXX) and Salesforce, Inc. (CRM). 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 99.35% return, which is significantly higher than CRM's -38.07% return. Over the past 10 years, SOXX has outperformed CRM with an annualized return of 35.82%, while CRM has yielded a comparatively lower 7.60% annualized return.

SOXX

1D
-6.41%
1M
4.91%
YTD
99.35%
6M
99.35%
1Y
153.56%
3Y*
53.52%
5Y*
32.97%
10Y*
35.82%

CRM

1D
4.19%
1M
-21.92%
YTD
-38.07%
6M
-38.07%
1Y
-39.46%
3Y*
-7.71%
5Y*
-7.72%
10Y*
7.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOXX vs. CRM - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SOXX
iShares Semiconductor ETF		99.35%40.74%12.92%67.12%-35.09%44.09%52.72%62.42%-6.49%39.79%
CRM
Salesforce, Inc.		-38.07%-20.25%27.76%98.46%-47.83%14.20%36.82%18.74%33.98%49.33%

Correlation

The correlation between SOXX and CRM is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.07

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

0.28

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

0.44

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

0.49

Correlation (All Time)
Calculated using the full available price history since Jun 23, 2004

0.52

The correlation between SOXX and CRM shifts across timeframes, from -0.07 (1 year) to 0.52 (all time), 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

Salesforce, Inc.

Often compared with SOXX:
SOXX vs. SMHSOXX vs. QQQSOXX vs. SOXLSOXX vs. SOXQSOXX vs. FSELXSOXX vs. VGTSOXX vs. VOO
Often compared with CRM:
CRM vs. NOWCRM vs. SPYCRM vs. WDAYCRM vs. UNHCRM vs. ANETCRM vs. QQQCRM vs. SHOP

Return for Risk

SOXX vs. CRM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SOXX
SOXX Risk / Return Rank: 9595
Overall Rank
SOXX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SOXX Sortino Ratio Rank: 9292
Sortino Ratio Rank
SOXX Omega Ratio Rank: 9292
Omega Ratio Rank
SOXX Calmar Ratio Rank: 9797
Calmar Ratio Rank
SOXX Martin Ratio Rank: 9797
Martin Ratio Rank
CRM
CRM Risk / Return Rank: 66
Overall Rank
CRM Sharpe Ratio Rank: 55
Sharpe Ratio Rank
CRM Sortino Ratio Rank: 77
Sortino Ratio Rank
CRM Omega Ratio Rank: 99
Omega Ratio Rank
CRM Calmar Ratio Rank: 88
Calmar Ratio Rank
CRM Martin Ratio Rank: 33
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. CRM - Risk-Adjusted Trends Comparison

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

SOXXCRMDifference
Sharpe ratioReturn per unit of total volatility
3.78
-1.02

+4.81

Sortino ratioReturn per unit of downside risk
3.76
-1.48

+5.23

Omega ratioGain probability vs. loss probability

1.53

0.83

+0.71

Calmar ratioReturn relative to maximum drawdown

9.80

-0.89

+10.69

Martin ratioReturn relative to average drawdown

34.18

-1.73

+35.91

SOXX vs. CRM - Sharpe Ratio Comparison

The current SOXX Sharpe Ratio is 3.78, which is higher than the CRM Sharpe Ratio of -1.02. The chart below compares the historical Sharpe Ratios of SOXX and CRM, 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. CRM - Drawdown Comparison

The maximum SOXX drawdown since its inception was -70.21%, roughly equal to the maximum CRM drawdown of -70.50%. Use the drawdown chart below to compare losses from any high point for SOXX and CRM.

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Drawdown Indicators

SOXXCRMDifference

Max Drawdown

Largest peak-to-trough decline

-70.21%

-70.50%

+0.29%

Max Drawdown (1Y)

Largest decline over 1 year

-15.77%

-44.68%

+28.91%

Max Drawdown (3Y)

Largest decline over 3 years

-41.36%

-58.67%

+17.31%

Max Drawdown (5Y)

Largest decline over 5 years

-45.75%

-58.67%

+12.92%

Max Drawdown (10Y)

Largest decline over 10 years

-45.75%

-58.67%

+12.92%

Current Drawdown

Current decline from peak

-8.44%

-55.06%

+46.62%

Average Drawdown

Average peak-to-trough decline

-19.92%

-16.23%

-3.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.51%

22.87%

-18.36%

Volatility

SOXX vs. CRM - Volatility Comparison

iShares Semiconductor ETF (SOXX) has a higher volatility of 24.78% compared to Salesforce, Inc. (CRM) at 11.78%. This indicates that SOXX's price experiences larger fluctuations and is considered to be riskier than CRM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SOXXCRMDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.78%

11.78%

+13.00%

Volatility (6M)

Calculated over the trailing 6-month period

35.25%

32.58%

+2.67%

Volatility (1Y)

Calculated over the trailing 1-year period

40.83%

38.76%

+2.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.52%

37.28%

+0.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.13%

35.44%

-1.31%

Dividends

SOXX vs. CRM - Dividend Comparison

SOXX's dividend yield for the trailing twelve months is around 0.24%, less than CRM's 1.05% yield.

PositionTTM20252024202320222021202020192018201720162015
CRM
Salesforce, Inc.		1.05%0.63%0.48%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SOXX
iShares Semiconductor ETF		0.24%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 CRM have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOXX has higher volatility (24.78%) compared to CRM (11.78%). In terms of maximum drawdown, SOXX dropped -70.21% vs CRM's -70.50%.

SOXX currently has the higher Sharpe Ratio (3.78 vs -1.02), 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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