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SWKS vs. ^IXIC
Performance
Return for Risk
Drawdowns
Volatility

Performance

SWKS vs. ^IXIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Skyworks Solutions, Inc. (SWKS) and NASDAQ Composite (^IXIC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SWKS achieves a 22.64% return, which is significantly higher than ^IXIC's 12.58% return. Over the past 10 years, SWKS has underperformed ^IXIC with an annualized return of 4.42%, while ^IXIC has yielded a comparatively higher 18.71% annualized return.


SWKS

1D
5.15%
1M
-6.77%
YTD
22.64%
6M
19.20%
1Y
10.06%
3Y*
-6.09%
5Y*
-12.67%
10Y*
4.42%

^IXIC

1D
-1.32%
1M
-0.67%
YTD
12.58%
6M
11.69%
1Y
34.55%
3Y*
24.71%
5Y*
12.89%
10Y*
18.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SWKS vs. ^IXIC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SWKS
Skyworks Solutions, Inc.
22.64%-25.49%-18.86%26.55%-39.95%2.73%28.36%84.10%-28.30%28.69%
^IXIC
NASDAQ Composite
12.58%20.36%28.64%43.42%-33.10%21.39%43.64%35.23%-3.88%28.24%

Correlation

The correlation between SWKS and ^IXIC is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

Correlation (3Y)
Calculated over the trailing 3-year period

0.53

Correlation (5Y)
Calculated over the trailing 5-year period

0.65

Correlation (10Y)
Calculated over the trailing 10-year period

0.67

Correlation (All Time)
Calculated using the full available price history since Sep 7, 1984

0.48

The correlation between SWKS and ^IXIC shifts across timeframes, from 0.39 (1 year) to 0.67 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

SWKS vs. ^IXIC — Risk / Return Rank

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

SWKS
SWKS Risk / Return Rank: 4848
Overall Rank
SWKS Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
SWKS Sortino Ratio Rank: 4747
Sortino Ratio Rank
SWKS Omega Ratio Rank: 4646
Omega Ratio Rank
SWKS Calmar Ratio Rank: 4949
Calmar Ratio Rank
SWKS Martin Ratio Rank: 4848
Martin Ratio Rank

^IXIC
^IXIC Risk / Return Rank: 7171
Overall Rank
^IXIC Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
^IXIC Sortino Ratio Rank: 7373
Sortino Ratio Rank
^IXIC Omega Ratio Rank: 7474
Omega Ratio Rank
^IXIC Calmar Ratio Rank: 6363
Calmar Ratio Rank
^IXIC Martin Ratio Rank: 6969
Martin Ratio Rank
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.

SWKS vs. ^IXIC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Skyworks Solutions, Inc. (SWKS) and NASDAQ Composite (^IXIC). 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.


SWKS^IXICDifference
Sharpe ratioReturn per unit of total volatility

-1.76

Sortino ratioReturn per unit of downside risk

-2.00

Omega ratioGain probability vs. loss probability

1.08

1.35

-0.26

Calmar ratioReturn relative to maximum drawdown

0.29

2.63

-2.34

Martin ratioReturn relative to average drawdown

0.53

9.90

-9.38

SWKS vs. ^IXIC - Sharpe Ratio Comparison

The current SWKS Sharpe Ratio is 0.23, which is lower than the ^IXIC Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of SWKS and ^IXIC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SWKS vs. ^IXIC - Drawdown Comparison

The maximum SWKS drawdown since its inception was -96.12%, which is greater than ^IXIC's maximum drawdown of -77.93%. Use the drawdown chart below to compare losses from any high point for SWKS and ^IXIC.


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Drawdown Indicators


SWKS^IXICDifference

Max Drawdown

Largest peak-to-trough decline

-96.12%

-77.93%

-18.19%

Max Drawdown (1Y)

Largest decline over 1 year

-35.24%

-13.21%

-22.03%

Max Drawdown (3Y)

Largest decline over 3 years

-58.20%

-24.32%

-33.88%

Max Drawdown (5Y)

Largest decline over 5 years

-72.55%

-36.40%

-36.15%

Max Drawdown (10Y)

Largest decline over 10 years

-72.88%

-36.40%

-36.48%

Current Drawdown

Current decline from peak

-55.80%

-3.42%

-52.38%

Average Drawdown

Average peak-to-trough decline

-55.81%

-21.38%

-34.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.17%

3.50%

+15.67%

Volatility

SWKS vs. ^IXIC - Volatility Comparison

Skyworks Solutions, Inc. (SWKS) has a higher volatility of 21.91% compared to NASDAQ Composite (^IXIC) at 7.34%. This indicates that SWKS's price experiences larger fluctuations and is considered to be riskier than ^IXIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SWKS^IXICDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.91%

7.34%

+14.57%

Volatility (6M)

Calculated over the trailing 6-month period

36.46%

13.72%

+22.74%

Volatility (1Y)

Calculated over the trailing 1-year period

43.34%

17.47%

+25.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.92%

22.63%

+18.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.26%

22.11%

+18.15%

Frequently Asked Questions


SWKS and ^IXIC have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SWKS has higher volatility (21.91%) compared to ^IXIC (7.34%). In terms of maximum drawdown, SWKS dropped -96.12% vs ^IXIC's -77.93%.

^IXIC currently has the higher Sharpe Ratio (1.99 vs 0.23), 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.

Portfolio Optimizer

Find the right allocation for SWKS and ^IXIC

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