SOXX vs. HMC
SOXX (iShares Semiconductor ETF) is Semiconductors fund tracking the NYSE Semiconductor Index, while HMC (Honda Motor Co., Ltd.) is a stock. Over the past 10 years, SOXX returned 34.90%/yr vs 3.28%/yr for HMC. At a 0.44 correlation, their price movements are largely independent.
Performance
SOXX vs. HMC - Performance Comparison
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Returns By Period
In the year-to-date period, SOXX achieves a 89.87% return, which is significantly higher than HMC's -8.51% return. Over the past 10 years, SOXX has outperformed HMC with an annualized return of 34.90%, while HMC has yielded a comparatively lower 3.28% annualized return.
SOXX
- 1D
- 5.87%
- 1M
- 9.83%
- YTD
- 89.87%
- 6M
- 83.09%
- 1Y
- 164.61%
- 3Y*
- 53.13%
- 5Y*
- 33.00%
- 10Y*
- 34.90%
HMC
- 1D
- 1.01%
- 1M
- 10.04%
- YTD
- -8.51%
- 6M
- -8.11%
- 1Y
- -5.83%
- 3Y*
- -1.40%
- 5Y*
- -0.78%
- 10Y*
- 3.28%
SOXX vs. HMC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SOXX iShares Semiconductor ETF | 89.87% | 40.74% | 12.92% | 67.12% | -35.09% | 44.09% | 52.72% | 62.42% | -6.49% | 39.79% |
HMC Honda Motor Co., Ltd. | -8.51% | 8.04% | -5.14% | 39.86% | -16.69% | 3.61% | 2.88% | 10.34% | -20.81% | 20.02% |
Correlation
The correlation between SOXX and HMC is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2001 | 0.44 |
The correlation between SOXX and HMC shifts across timeframes, from 0.31 (1 year) to 0.44 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SOXX vs. HMC — Risk / Return Rank
SOXX
HMC
SOXX vs. HMC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Semiconductor ETF (SOXX) and Honda Motor Co., Ltd. (HMC). 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.
| SOXX | HMC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.76 | ||
| Sortino ratioReturn per unit of downside risk | +4.50 | ||
| Omega ratioGain probability vs. loss probability | 1.64 | 0.99 | +0.65 |
| Calmar ratioReturn relative to maximum drawdown | 10.51 | -0.19 | +10.69 |
| Martin ratioReturn relative to average drawdown | 39.26 | -0.38 | +39.64 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SOXX | HMC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.57 | -0.19 | +4.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | -0.03 | +0.94 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.04 | 0.13 | +0.91 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.17 | +0.27 |
Drawdowns
SOXX vs. HMC - Drawdown Comparison
The maximum SOXX drawdown since its inception was -70.21%, smaller than the maximum HMC drawdown of -90.46%. Use the drawdown chart below to compare losses from any high point for SOXX and HMC.
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Drawdown Indicators
| SOXX | HMC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.21% | -90.46% | +20.25% |
Max Drawdown (1Y)Largest decline over 1 year | -15.77% | -31.18% | +15.41% |
Max Drawdown (3Y)Largest decline over 3 years | -41.36% | -35.41% | -5.95% |
Max Drawdown (5Y)Largest decline over 5 years | -45.75% | -35.41% | -10.34% |
Max Drawdown (10Y)Largest decline over 10 years | -45.75% | -43.12% | -2.63% |
Current DrawdownCurrent decline from peak | -7.18% | -23.09% | +15.91% |
Average DrawdownAverage peak-to-trough decline | -19.97% | -36.10% | +16.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.21% | 15.43% | -11.22% |
Volatility
SOXX vs. HMC - Volatility Comparison
iShares Semiconductor ETF (SOXX) has a higher volatility of 18.43% compared to Honda Motor Co., Ltd. (HMC) at 10.95%. This indicates that SOXX's price experiences larger fluctuations and is considered to be riskier than HMC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SOXX | HMC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.43% | 10.95% | +7.48% |
Volatility (6M)Calculated over the trailing 6-month period | 30.17% | 21.03% | +9.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.35% | 30.17% | +6.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.50% | 26.89% | +9.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.66% | 25.45% | +8.21% |
Dividends
SOXX vs. HMC - Dividend Comparison
SOXX's dividend yield for the trailing twelve months is around 0.29%, less than HMC's 2.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HMC Honda Motor Co., Ltd. | 2.53% | 4.67% | 3.19% | 3.29% | 4.00% | 3.08% | 2.72% | 2.90% | 2.27% | 2.45% | 2.87% | 2.86% |
SOXX iShares Semiconductor ETF | 0.29% | 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 HMC have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXX has higher volatility (18.43%) compared to HMC (10.95%). In terms of maximum drawdown, SOXX dropped -70.21% vs HMC's -90.46%.
SOXX currently has the higher Sharpe Ratio (4.57 vs -0.19), 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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