SOXX vs. SOL-USD
SOXX (iShares Semiconductor ETF) is Semiconductors fund tracking the NYSE Semiconductor Index, while SOL-USD (Solana) is a cryptocurrency. Over the past 5 years, SOXX returned 33.69%/yr vs 11.54%/yr for SOL-USD. At a 0.22 correlation, their price movements are largely independent.
Performance
SOXX vs. SOL-USD - Performance Comparison
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Returns By Period
In the year-to-date period, SOXX achieves a 98.11% return, which is significantly higher than SOL-USD's -46.20% return.
SOXX
- 1D
- 1.59%
- 1M
- 12.86%
- YTD
- 98.11%
- 6M
- 99.51%
- 1Y
- 164.50%
- 3Y*
- 53.00%
- 5Y*
- 33.69%
- 10Y*
- 35.55%
SOL-USD
- 1D
- 0.15%
- 1M
- -26.54%
- YTD
- -46.20%
- 6M
- -49.40%
- 1Y
- -56.07%
- 3Y*
- 64.54%
- 5Y*
- 11.54%
- 10Y*
- —
SOXX vs. SOL-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SOXX iShares Semiconductor ETF | 98.11% | 40.74% | 12.92% | 67.12% | -35.09% | 44.09% | 75.63% |
SOL-USD Solana | -46.20% | -34.09% | 85.68% | 919.96% | -94.13% | 11,143.63% | 81.60% |
Correlation
The correlation between SOXX and SOL-USD is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2020 | 0.22 |
The correlation between SOXX and SOL-USD shifts across timeframes, from 0.22 (all time) to 0.36 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SOXX vs. SOL-USD — Risk / Return Rank
SOXX
SOL-USD
SOXX vs. SOL-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Semiconductor ETF (SOXX) and Solana (SOL-USD). 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 | SOL-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +5.21 | ||
| Sortino ratioReturn per unit of downside risk | +5.45 | ||
| Omega ratioGain probability vs. loss probability | 1.62 | 0.90 | +0.72 |
| Calmar ratioReturn relative to maximum drawdown | 10.50 | -0.75 | +11.25 |
| Martin ratioReturn relative to average drawdown | 38.20 | -1.21 | +39.41 |
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Drawdowns
SOXX vs. SOL-USD - Drawdown Comparison
The maximum SOXX drawdown since its inception was -70.21%, smaller than the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for SOXX and SOL-USD.
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Drawdown Indicators
| SOXX | SOL-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.21% | -96.27% | +26.06% |
Max Drawdown (1Y)Largest decline over 1 year | -15.77% | -74.89% | +59.12% |
Max Drawdown (3Y)Largest decline over 3 years | -41.36% | -76.28% | +34.92% |
Max Drawdown (5Y)Largest decline over 5 years | -45.75% | -96.27% | +50.52% |
Max Drawdown (10Y)Largest decline over 10 years | -45.75% | — | — |
Current DrawdownCurrent decline from peak | -3.16% | -74.45% | +71.29% |
Average DrawdownAverage peak-to-trough decline | -19.95% | -51.41% | +31.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.33% | 52.87% | -48.54% |
Volatility
SOXX vs. SOL-USD - Volatility Comparison
iShares Semiconductor ETF (SOXX) has a higher volatility of 19.42% compared to Solana (SOL-USD) at 17.43%. This indicates that SOXX's price experiences larger fluctuations and is considered to be riskier than SOL-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SOXX | SOL-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.42% | 17.43% | +1.99% |
Volatility (6M)Calculated over the trailing 6-month period | 31.46% | 46.84% | -15.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.35% | 60.20% | -22.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.73% | 82.38% | -45.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.77% | 99.84% | -66.07% |
Frequently Asked Questions
SOXX and SOL-USD have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXX has higher volatility (19.42%) compared to SOL-USD (17.43%). In terms of maximum drawdown, SOXX dropped -70.21% vs SOL-USD's -96.27%.
SOXX currently has the higher Sharpe Ratio (4.43 vs -0.78), 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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