SOXX vs. JNJ
SOXX (iShares Semiconductor ETF) is Semiconductors fund tracking the NYSE Semiconductor Index, while JNJ (Johnson & Johnson) is a stock. Over the past 10 years, SOXX returned 34.90%/yr vs 10.06%/yr for JNJ. At a 0.26 correlation, their price movements are largely independent.
Performance
SOXX vs. JNJ - 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 JNJ's 13.43% return. Over the past 10 years, SOXX has outperformed JNJ with an annualized return of 34.90%, while JNJ has yielded a comparatively lower 10.06% 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%
JNJ
- 1D
- -0.26%
- 1M
- 5.50%
- YTD
- 13.43%
- 6M
- 16.43%
- 1Y
- 53.49%
- 3Y*
- 16.56%
- 5Y*
- 10.04%
- 10Y*
- 10.06%
SOXX vs. JNJ - 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% |
JNJ Johnson & Johnson | 13.43% | 47.48% | -4.81% | -8.58% | 5.97% | 11.44% | 10.82% | 16.22% | -5.13% | 24.43% |
Correlation
The correlation between SOXX and JNJ is -0.11, 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 | -0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.00 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2001 | 0.26 |
The correlation between SOXX and JNJ shifts across timeframes, from -0.11 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SOXX vs. JNJ — Risk / Return Rank
SOXX
JNJ
SOXX vs. JNJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Semiconductor ETF (SOXX) and Johnson & Johnson (JNJ). 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 | JNJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.37 | ||
| Sortino ratioReturn per unit of downside risk | -0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.64 | 1.57 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 10.51 | 4.91 | +5.60 |
| Martin ratioReturn relative to average drawdown | 39.26 | 14.52 | +24.74 |
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 | JNJ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.57 | 3.19 | +1.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | 0.60 | +0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.04 | 0.55 | +0.49 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.54 | -0.10 |
Drawdowns
SOXX vs. JNJ - Drawdown Comparison
The maximum SOXX drawdown since its inception was -70.21%, which is greater than JNJ's maximum drawdown of -50.67%. Use the drawdown chart below to compare losses from any high point for SOXX and JNJ.
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Drawdown Indicators
| SOXX | JNJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.21% | -50.67% | -19.54% |
Max Drawdown (1Y)Largest decline over 1 year | -15.77% | -10.96% | -4.81% |
Max Drawdown (3Y)Largest decline over 3 years | -41.36% | -15.95% | -25.41% |
Max Drawdown (5Y)Largest decline over 5 years | -45.75% | -18.41% | -27.34% |
Max Drawdown (10Y)Largest decline over 10 years | -45.75% | -27.37% | -18.38% |
Current DrawdownCurrent decline from peak | -7.18% | -6.06% | -1.12% |
Average DrawdownAverage peak-to-trough decline | -19.97% | -11.88% | -8.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.21% | 3.70% | +0.51% |
Volatility
SOXX vs. JNJ - Volatility Comparison
iShares Semiconductor ETF (SOXX) has a higher volatility of 18.43% compared to Johnson & Johnson (JNJ) at 5.80%. This indicates that SOXX's price experiences larger fluctuations and is considered to be riskier than JNJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SOXX | JNJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.43% | 5.80% | +12.63% |
Volatility (6M)Calculated over the trailing 6-month period | 30.17% | 12.41% | +17.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.35% | 16.87% | +19.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.50% | 16.87% | +19.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.66% | 18.47% | +15.19% |
Dividends
SOXX vs. JNJ - Dividend Comparison
SOXX's dividend yield for the trailing twelve months is around 0.29%, less than JNJ's 2.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JNJ Johnson & Johnson | 2.26% | 2.48% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% |
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 JNJ have a correlation of -0.11, 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 JNJ (5.80%). In terms of maximum drawdown, SOXX dropped -70.21% vs JNJ's -50.67%.
SOXX currently has the higher Sharpe Ratio (4.57 vs 3.19), 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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