SPGI vs. SOXQ
SPGI (S&P Global Inc.) is a stock, while SOXQ (Invesco PHLX Semiconductor ETF) is Semiconductors fund tracking the PHLX Semiconductor Sector Index. Over the past 5 years, SPGI returned 3.29%/yr vs 31.46%/yr for SOXQ. At a 0.34 correlation, their price movements are largely independent.
Performance
SPGI vs. SOXQ - Performance Comparison
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Returns By Period
In the year-to-date period, SPGI achieves a -11.01% return, which is significantly lower than SOXQ's 74.43% return.
SPGI
- 1D
- 1.70%
- 1M
- 10.50%
- 6M
- -14.59%
- YTD
- -11.01%
- 1Y
- -11.44%
- 3Y*
- 4.47%
- 5Y*
- 3.29%
- 10Y*
- 15.94%
SOXQ
- 1D
- -4.86%
- 1M
- -7.72%
- 6M
- 61.03%
- YTD
- 74.43%
- 1Y
- 117.47%
- 3Y*
- 49.64%
- 5Y*
- 31.46%
- 10Y*
- —
SPGI vs. SOXQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SPGI S&P Global Inc. | -11.01% | 5.71% | 13.94% | 32.79% | -28.38% | 22.45% |
SOXQ Invesco PHLX Semiconductor ETF | 74.43% | 43.11% | 20.16% | 66.74% | -35.59% | 25.19% |
Correlation
The correlation between SPGI and SOXQ is -0.18, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Jun 11, 2021 | 0.34 |
The correlation between SPGI and SOXQ shifts across timeframes, from -0.18 (1 year) to 0.35 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SPGI vs. SOXQ — Risk / Return Rank
SPGI
SOXQ
SPGI vs. SOXQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P Global Inc. (SPGI) and Invesco PHLX Semiconductor ETF (SOXQ). 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.
| SPGI | SOXQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.25 | ||
| Sortino ratioReturn per unit of downside risk | -3.40 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.43 | -0.48 |
| Calmar ratioReturn relative to maximum drawdown | -0.38 | 7.42 | -7.80 |
| Martin ratioReturn relative to average drawdown | -0.66 | 23.55 | -24.22 |
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Drawdowns
SPGI vs. SOXQ - Drawdown Comparison
The maximum SPGI drawdown since its inception was -74.67%, which is greater than SOXQ's maximum drawdown of -46.01%. Use the drawdown chart below to compare losses from any high point for SPGI and SOXQ.
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Drawdown Indicators
| SPGI | SOXQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.67% | -46.01% | -28.66% |
Max Drawdown (1Y)Largest decline over 1 year | -30.48% | -15.92% | -14.56% |
Max Drawdown (3Y)Largest decline over 3 years | -30.48% | -39.36% | +8.88% |
Max Drawdown (5Y)Largest decline over 5 years | -39.76% | -46.01% | +6.25% |
Max Drawdown (10Y)Largest decline over 10 years | -39.76% | — | — |
Current DrawdownCurrent decline from peak | -17.26% | -15.65% | -1.61% |
Average DrawdownAverage peak-to-trough decline | -15.25% | -12.84% | -2.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.31% | 5.01% | +12.30% |
Volatility
SPGI vs. SOXQ - Volatility Comparison
The current volatility for S&P Global Inc. (SPGI) is 12.67%, while Invesco PHLX Semiconductor ETF (SOXQ) has a volatility of 21.73%. This indicates that SPGI experiences smaller price fluctuations and is considered to be less risky than SOXQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPGI | SOXQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.67% | 21.73% | -9.06% |
Volatility (6M)Calculated over the trailing 6-month period | 26.33% | 35.36% | -9.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.00% | 41.31% | -11.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.03% | 37.85% | -12.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.13% | 37.61% | -11.48% |
Dividends
SPGI vs. SOXQ - Dividend Comparison
SPGI's dividend yield for the trailing twelve months is around 5.92%, more than SOXQ's 0.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SOXQ Invesco PHLX Semiconductor ETF | 0.29% | 0.50% | 0.68% | 0.87% | 1.36% | 0.72% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPGI S&P Global Inc. | 5.92% | 0.73% | 0.73% | 0.82% | 0.99% | 0.65% | 0.82% | 0.84% | 1.18% | 0.97% | 1.34% | 1.34% |
Frequently Asked Questions
SPGI and SOXQ have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXQ has higher volatility (21.73%) compared to SPGI (12.67%). In terms of maximum drawdown, SPGI dropped -74.67% vs SOXQ's -46.01%.
SOXQ currently has the higher Sharpe Ratio (2.87 vs -0.38), 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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