SOXX vs. ORCL
SOXX (iShares Semiconductor ETF) is Semiconductors fund tracking the NYSE Semiconductor Index, while ORCL (Oracle Corporation) is a stock. Over the past 10 years, SOXX returned 32.94%/yr vs 13.12%/yr for ORCL. A 0.54 correlation means they provide meaningful diversification when combined.
Performance
SOXX vs. ORCL - 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 ORCL's -37.12% return. Over the past 10 years, SOXX has outperformed ORCL with an annualized return of 32.94%, while ORCL has yielded a comparatively lower 13.12% 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%
ORCL
- 1D
- -3.98%
- 1M
- -33.91%
- 6M
- -36.04%
- YTD
- -37.12%
- 1Y
- -49.98%
- 3Y*
- 2.24%
- 5Y*
- 7.68%
- 10Y*
- 13.12%
- ALL TIME*
- 21.29%
SOXX vs. ORCL - 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% |
ORCL Oracle Corporation | -37.12% | 18.13% | 59.99% | 30.94% | -4.65% | 36.89% | 24.25% | 19.34% | -2.97% | 24.94% |
Correlation
The correlation between SOXX and ORCL is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2001 | 0.54 |
Over the past year, the correlation between SOXX and ORCL has dropped to 0.34 - well below their long-term average of 0.54, suggesting their price drivers have been diverging.
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Return for Risk
SOXX vs. ORCL — Risk / Return Rank
SOXX
ORCL
SOXX vs. ORCL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Semiconductor ETF (SOXX) and Oracle Corporation (ORCL). 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 | ORCL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.46 | ||
| Sortino ratioReturn per unit of downside risk | +4.17 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 0.87 | +0.54 |
| Calmar ratioReturn relative to maximum drawdown | 5.61 | -0.80 | +6.41 |
| Martin ratioReturn relative to average drawdown | 20.26 | -1.28 | +21.54 |
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Drawdowns
SOXX vs. ORCL - Drawdown Comparison
The maximum SOXX drawdown since its inception was -70.21%, smaller than the maximum ORCL drawdown of -84.19%. Use the drawdown chart below to compare losses from any high point for SOXX and ORCL.
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Drawdown Indicators
| SOXX | ORCL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.21% | -84.19% | +13.98% |
Max Drawdown (1Y)Largest decline over 1 year | -20.34% | -62.61% | +42.27% |
Max Drawdown (3Y)Largest decline over 3 years | -41.36% | -62.61% | +21.25% |
Max Drawdown (5Y)Largest decline over 5 years | -45.75% | -62.61% | +16.86% |
Max Drawdown (10Y)Largest decline over 10 years | -45.75% | -62.61% | +16.86% |
Current DrawdownCurrent decline from peak | -19.98% | -62.61% | +42.63% |
Average DrawdownAverage peak-to-trough decline | -19.92% | -29.16% | +9.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.62% | 39.16% | -33.54% |
Volatility
SOXX vs. ORCL - Volatility Comparison
iShares Semiconductor ETF (SOXX) has a higher volatility of 19.83% compared to Oracle Corporation (ORCL) at 13.67%. This indicates that SOXX's price experiences larger fluctuations and is considered to be riskier than ORCL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SOXX | ORCL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.83% | 13.67% | +6.16% |
Volatility (6M)Calculated over the trailing 6-month period | 36.88% | 42.95% | -6.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.54% | 65.37% | -22.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.83% | 42.65% | -4.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.31% | 35.47% | -1.16% |
Dividends
SOXX vs. ORCL - Dividend Comparison
SOXX's dividend yield for the trailing twelve months is around 0.28%, less than ORCL's 1.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ORCL Oracle Corporation | 1.65% | 0.97% | 0.96% | 1.44% | 1.57% | 1.38% | 1.48% | 1.72% | 1.68% | 1.52% | 1.56% | 1.56% |
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 ORCL have a correlation of 0.34, 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 ORCL (13.67%). In terms of maximum drawdown, SOXX dropped -70.21% vs ORCL's -84.19%.
SOXX currently has the higher Sharpe Ratio (2.69 vs -0.77), 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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