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 32.94%/yr vs 3.48%/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 74.24% return, which is significantly higher than HMC's -4.44% return. Over the past 10 years, SOXX has outperformed HMC with an annualized return of 32.94%, while HMC has yielded a comparatively lower 3.48% annualized return.
SOXX
- 1D
- 0.45%
- 1M
- -18.03%
- 6M
- 53.21%
- YTD
- 74.24%
- 1Y
- 113.43%
- 3Y*
- 46.45%
- 5Y*
- 29.72%
- 10Y*
- 32.94%
- ALL TIME*
- 14.02%
HMC
- 1D
- 0.04%
- 1M
- 7.27%
- 6M
- -8.69%
- YTD
- -4.44%
- 1Y
- -4.13%
- 3Y*
- -0.44%
- 5Y*
- 0.81%
- 10Y*
- 3.48%
- ALL TIME*
- 5.55%
SOXX vs. HMC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SOXX iShares Semiconductor ETF | 74.24% | 40.74% | 12.92% | 67.12% | -35.09% | 44.09% | 52.72% | 62.42% | -6.49% | 39.79% |
HMC Honda Motor Co., Ltd. | -4.44% | 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 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2001 | 0.44 |
The correlation between SOXX and HMC shifts across timeframes, from 0.29 (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.
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 | HMC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.82 | ||
| Sortino ratioReturn per unit of downside risk | +2.92 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.00 | +0.40 |
| Calmar ratioReturn relative to maximum drawdown | 5.61 | -0.13 | +5.74 |
| Martin ratioReturn relative to average drawdown | 20.26 | -0.25 | +20.51 |
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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 | -20.34% | -31.18% | +10.84% |
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 | -19.98% | -19.67% | -0.31% |
Average DrawdownAverage peak-to-trough decline | -19.92% | -36.07% | +16.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.62% | 16.84% | -11.22% |
Volatility
SOXX vs. HMC - Volatility Comparison
iShares Semiconductor ETF (SOXX) has a higher volatility of 19.83% compared to Honda Motor Co., Ltd. (HMC) at 9.87%. 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 | 19.83% | 9.87% | +9.96% |
Volatility (6M)Calculated over the trailing 6-month period | 36.88% | 23.14% | +13.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.54% | 31.05% | +11.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.83% | 27.25% | +10.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.31% | 25.55% | +8.76% |
Dividends
SOXX vs. HMC - Dividend Comparison
SOXX's dividend yield for the trailing twelve months is around 0.28%, less than HMC's 2.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HMC Honda Motor Co., Ltd. | 2.42% | 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 | 0.28% | 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 HMC have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXX has higher volatility (19.83%) compared to HMC (9.87%). In terms of maximum drawdown, SOXX dropped -70.21% vs HMC's -90.46%.
SOXX currently has the higher Sharpe Ratio (2.69 vs -0.13), 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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