SOXX vs. STM
SOXX (iShares Semiconductor ETF) is Semiconductors fund tracking the NYSE Semiconductor Index, while STM (STMicroelectronics N.V.) is a stock. Over the past 10 years, SOXX returned 34.34%/yr vs 29.22%/yr for STM. A 0.73 correlation means they provide meaningful diversification when combined.
Performance
SOXX vs. STM - Performance Comparison
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Returns By Period
In the year-to-date period, SOXX achieves a 88.79% return, which is significantly lower than STM's 171.43% return. Over the past 10 years, SOXX has outperformed STM with an annualized return of 34.34%, while STM has yielded a comparatively lower 29.22% annualized return.
SOXX
- 1D
- 2.58%
- 1M
- -4.71%
- 6M
- 70.58%
- YTD
- 88.79%
- 1Y
- 134.00%
- 3Y*
- 49.70%
- 5Y*
- 32.37%
- 10Y*
- 34.34%
STM
- 1D
- 2.42%
- 1M
- -9.17%
- 6M
- 147.66%
- YTD
- 171.43%
- 1Y
- 122.94%
- 3Y*
- 11.26%
- 5Y*
- 13.92%
- 10Y*
- 29.22%
SOXX vs. STM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SOXX iShares Semiconductor ETF | 88.79% | 40.74% | 12.92% | 67.12% | -35.09% | 44.09% | 52.72% | 62.42% | -6.49% | 39.79% |
STM STMicroelectronics N.V. | 171.43% | 5.28% | -49.67% | 41.66% | -26.76% | 32.39% | 38.91% | 96.34% | -35.65% | 94.77% |
Correlation
The correlation between SOXX and STM is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2001 | 0.73 |
The correlation between SOXX and STM has been stable across timeframes, ranging from 0.73 to 0.79 - a consistent structural relationship.
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Return for Risk
SOXX vs. STM — Risk / Return Rank
SOXX
STM
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.
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 | STM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.00 | ||
| Sortino ratioReturn per unit of downside risk | +0.63 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.37 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 8.55 | 3.40 | +5.14 |
| Martin ratioReturn relative to average drawdown | 26.38 | 7.64 | +18.74 |
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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.
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Drawdown Indicators
| SOXX | STM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.21% | -94.40% | +24.19% |
Max Drawdown (1Y)Largest decline over 1 year | -15.77% | -36.35% | +20.58% |
Max Drawdown (3Y)Largest decline over 3 years | -41.36% | -66.66% | +25.30% |
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 DrawdownCurrent decline from peak | -13.30% | -12.14% | -1.16% |
Average DrawdownAverage peak-to-trough decline | -19.92% | -55.07% | +35.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.10% | 16.15% | -11.05% |
Volatility
SOXX vs. STM - Volatility Comparison
iShares Semiconductor ETF (SOXX) has a higher volatility of 21.09% compared to STMicroelectronics N.V. (STM) at 20.02%. This indicates that SOXX's price experiences larger fluctuations and is considered to be riskier than STM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SOXX | STM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.09% | 20.02% | +1.07% |
Volatility (6M)Calculated over the trailing 6-month period | 36.42% | 44.51% | -8.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.09% | 56.19% | -14.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.79% | 45.87% | -8.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.28% | 44.57% | -10.29% |
Dividends
SOXX vs. STM - Dividend Comparison
SOXX's dividend yield for the trailing twelve months is around 0.26%, less than STM's 0.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SOXX iShares Semiconductor ETF | 0.26% | 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. | 0.51% | 1.39% | 1.32% | 0.48% | 0.67% | 0.45% | 0.50% | 0.89% | 1.73% | 0.98% | 2.10% | 5.11% |
Frequently Asked Questions
SOXX and STM have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXX has higher volatility (21.09%) compared to STM (20.02%). In terms of maximum drawdown, SOXX dropped -70.21% vs STM's -94.40%.
SOXX currently has the higher Sharpe Ratio (3.20 vs 2.20), 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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