SOXX vs. STM

Last updated Apr 2, 2026

Compare and contrast key facts about iShares Semiconductor ETF (SOXX) and STMicroelectronics N.V. (STM).

SOXX is a passively managed fund by iShares that tracks the performance of the PHLX Semiconductor Sector Index. It was launched on Jul 10, 2001.

Performance

SOXX vs. STM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Semiconductor ETF (SOXX) and STMicroelectronics N.V. (STM). The values are adjusted to include any dividend payments, if applicable.

SOXX vs. STM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SOXX iShares Semiconductor ETF	12.48%	40.74%	12.92%	67.12%	-35.09%	44.09%	52.72%	62.42%	-6.49%	39.79%
STM STMicroelectronics N.V.	33.46%	5.28%	-49.67%	41.66%	-26.76%	32.39%	38.91%	96.34%	-35.65%	94.77%

Returns By Period

In the year-to-date period, SOXX achieves a 12.48% return, which is significantly lower than STM's 33.46% return. Over the past 10 years, SOXX has outperformed STM with an annualized return of 28.39%, while STM has yielded a comparatively lower 21.40% annualized return.

SOXX

• 1D: 3.01%
• 1M: -3.78%
• YTD: 12.48%
• 6M: 22.76%
• 1Y: 80.97%
• 3Y*: 32.61%
• 5Y*: 19.19%
• 10Y*: 28.39%

STM

• 1D: -0.09%
• 1M: 3.40%
• YTD: 33.46%
• 6M: 22.48%
• 1Y: 60.49%
• 3Y*: -12.70%
• 5Y*: -1.76%
• 10Y*: 21.40%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

SOXX vs. STM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SOXX

SOXX Risk / Return Rank: 92
SOXX Sharpe Ratio Rank: 90
SOXX Sortino Ratio Rank: 90
SOXX Omega Ratio Rank: 89
SOXX Calmar Ratio Rank: 96
SOXX Martin Ratio Rank: 95

STM

STM Risk / Return Rank: 73
STM Sharpe Ratio Rank: 76
STM Sortino Ratio Rank: 73
STM Omega Ratio Rank: 74
STM Calmar Ratio Rank: 72
STM Martin Ratio Rank: 70

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SOXX vs. STM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Semiconductor ETF (SOXX) and STMicroelectronics N.V. (STM). 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	STM	Difference
Sharpe ratio Return per unit of total volatility	2.03	1.10	+0.93
Sortino ratio Return per unit of downside risk	2.63	1.75	+0.88
Omega ratio Gain probability vs. loss probability	1.38	1.25	+0.13
Calmar ratio Return relative to maximum drawdown	4.44	1.63	+2.81
Martin ratio Return relative to average drawdown	16.46	3.68	+12.78
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SOXX vs. STM - Sharpe Ratio Comparison

The current SOXX Sharpe Ratio is 2.03, which is higher than the STM Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of SOXX and STM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SOXX	STM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.03	1.10	+0.93
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.54	-0.04	+0.58
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.86	0.49	+0.37
Sharpe Ratio (All Time) Calculated using the full available price history	0.37	0.20	+0.17

Correlation

The correlation between SOXX and STM is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

SOXX vs. STM - Dividend Comparison

SOXX's dividend yield for the trailing twelve months is around 0.49%, less than STM's 1.04% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SOXX iShares Semiconductor ETF	0.49%	0.57%	0.67%	0.78%	1.26%	0.64%	0.81%	1.23%	1.37%	0.90%	1.08%	1.29%
STM STMicroelectronics N.V.	1.04%	1.39%	1.32%	0.48%	0.67%	0.45%	0.50%	0.89%	1.73%	0.98%	2.10%	5.11%

Drawdowns

SOXX vs. STM - Drawdown Comparison

The maximum SOXX drawdown since its inception was -70.21%, smaller than the maximum STM drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for SOXX and STM.

Drawdown Indicators

	SOXX	STM	Difference
Max Drawdown Largest peak-to-trough decline	-70.21%	-94.40%	+24.19%
Max Drawdown (1Y) Largest decline over 1 year	-18.27%	-36.35%	+18.08%
Max Drawdown (5Y) Largest decline over 5 years	-45.75%	-66.66%	+20.91%
Max Drawdown (10Y) Largest decline over 10 years	-45.75%	-66.66%	+20.91%
Current Drawdown Current decline from peak	-7.95%	-34.46%	+26.51%
Average Drawdown Average peak-to-trough decline	-20.10%	-55.49%	+35.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.92%	16.07%	-11.15%

Volatility

SOXX vs. STM - Volatility Comparison

The current volatility for iShares Semiconductor ETF (SOXX) is 12.83%, while STMicroelectronics N.V. (STM) has a volatility of 17.60%. This indicates that SOXX experiences smaller price fluctuations and is considered to be less risky than STM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SOXX	STM	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.83%	17.60%	-4.77%
Volatility (6M) Calculated over the trailing 6-month period	26.41%	35.35%	-8.94%
Volatility (1Y) Calculated over the trailing 1-year period	40.12%	55.34%	-15.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.48%	43.13%	-7.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.98%	43.63%	-10.65%