SOXX vs. LMT
SOXX (iShares Semiconductor ETF) is Semiconductors fund tracking the NYSE Semiconductor Index, while LMT (Lockheed Martin Corporation) is a stock. Over the past 10 years, SOXX returned 32.94%/yr vs 9.94%/yr for LMT. At a 0.26 correlation, their price movements are largely independent.
Performance
SOXX vs. LMT - 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 LMT's 6.60% return. Over the past 10 years, SOXX has outperformed LMT with an annualized return of 32.94%, while LMT has yielded a comparatively lower 9.94% 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%
LMT
- 1D
- 0.15%
- 1M
- -0.28%
- 6M
- -11.48%
- YTD
- 6.60%
- 1Y
- 12.79%
- 3Y*
- 6.69%
- 5Y*
- 8.89%
- 10Y*
- 9.94%
- ALL TIME*
- 12.08%
SOXX vs. LMT - 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% |
LMT Lockheed Martin Corporation | 6.60% | 2.47% | 10.02% | -4.31% | 40.48% | 3.15% | -6.49% | 52.55% | -16.35% | 31.77% |
Correlation
The correlation between SOXX and LMT is -0.04, 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 | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.09 |
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 13, 2001 | 0.26 |
The correlation between SOXX and LMT shifts across timeframes, from -0.09 (3 years) to 0.26 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SOXX vs. LMT — Risk / Return Rank
SOXX
LMT
SOXX vs. LMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Semiconductor ETF (SOXX) and Lockheed Martin Corporation (LMT). 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 | LMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.21 | ||
| Sortino ratioReturn per unit of downside risk | +2.14 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.11 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 5.61 | 0.48 | +5.13 |
| Martin ratioReturn relative to average drawdown | 20.26 | 1.03 | +19.23 |
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Drawdowns
SOXX vs. LMT - Drawdown Comparison
The maximum SOXX drawdown since its inception was -70.21%, smaller than the maximum LMT drawdown of -79.29%. Use the drawdown chart below to compare losses from any high point for SOXX and LMT.
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Drawdown Indicators
| SOXX | LMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.21% | -79.29% | +9.08% |
Max Drawdown (1Y)Largest decline over 1 year | -20.34% | -26.87% | +6.53% |
Max Drawdown (3Y)Largest decline over 3 years | -41.36% | -31.79% | -9.57% |
Max Drawdown (5Y)Largest decline over 5 years | -45.75% | -31.79% | -13.96% |
Max Drawdown (10Y)Largest decline over 10 years | -45.75% | -36.67% | -9.08% |
Current DrawdownCurrent decline from peak | -19.98% | -24.21% | +4.23% |
Average DrawdownAverage peak-to-trough decline | -19.92% | -26.82% | +6.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.62% | 12.52% | -6.90% |
Volatility
SOXX vs. LMT - Volatility Comparison
iShares Semiconductor ETF (SOXX) has a higher volatility of 19.83% compared to Lockheed Martin Corporation (LMT) at 9.48%. This indicates that SOXX's price experiences larger fluctuations and is considered to be riskier than LMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SOXX | LMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.83% | 9.48% | +10.35% |
Volatility (6M)Calculated over the trailing 6-month period | 36.88% | 19.58% | +17.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.54% | 27.25% | +15.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.83% | 23.30% | +14.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.31% | 23.94% | +10.37% |
Dividends
SOXX vs. LMT - Dividend Comparison
SOXX's dividend yield for the trailing twelve months is around 0.28%, less than LMT's 2.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LMT Lockheed Martin Corporation | 2.68% | 2.76% | 2.62% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% |
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 LMT have a correlation of -0.04, 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 LMT (9.48%). In terms of maximum drawdown, SOXX dropped -70.21% vs LMT's -79.29%.
SOXX currently has the higher Sharpe Ratio (2.69 vs 0.47), 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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