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SWKS vs. IYH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SWKS vs. IYH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Skyworks Solutions, Inc. (SWKS) and iShares U.S. Healthcare ETF (IYH). 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 0.26% return, which is significantly lower than IYH's 5.57% return. Over the past 10 years, SWKS has underperformed IYH with an annualized return of 1.75%, while IYH has yielded a comparatively higher 9.52% annualized return.


SWKS

1D
-0.32%
1M
-0.45%
6M
14.02%
YTD
0.26%
1Y
-4.12%
3Y*
-15.36%
5Y*
-17.17%
10Y*
1.75%
ALL TIME*
6.34%

IYH

1D
-0.70%
1M
-1.26%
6M
5.78%
YTD
5.57%
1Y
25.47%
3Y*
8.11%
5Y*
4.87%
10Y*
9.52%
ALL TIME*
8.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$63.29M$47.38M$52.47M
$426.23M$361.62M$391.18M

SWKS vs. IYH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SWKS
Skyworks Solutions, Inc.
0.26%-25.49%-18.86%26.55%-39.95%2.73%28.36%84.10%-28.30%28.69%
IYH
iShares U.S. Healthcare ETF
5.57%13.16%2.99%2.14%-4.46%23.41%15.56%20.80%5.80%22.27%

Correlation

The correlation between SWKS and IYH is 0.14, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.14

Correlation (3Y)
Balances recent behavior with more history.

0.30

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.38

Correlation (10Y)
Provides a long-term view across more market conditions.

0.42

Correlation (All Time)
Calculated using the full available price history since Jun 16, 2000

0.39

Over the past year, the correlation between SWKS and IYH has dropped to 0.14 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.

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Return for Risk

SWKS vs. IYH — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SWKS
SWKS Risk / Return Rank: 3838
Overall Rank
SWKS Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
SWKS Sortino Ratio Rank: 3737
Sortino Ratio Rank
SWKS Omega Ratio Rank: 3636
Omega Ratio Rank
SWKS Calmar Ratio Rank: 3939
Calmar Ratio Rank
SWKS Martin Ratio Rank: 4040
Martin Ratio Rank

IYH
IYH Risk / Return Rank: 7070
Overall Rank
IYH Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
IYH Sortino Ratio Rank: 8282
Sortino Ratio Rank
IYH Omega Ratio Rank: 7070
Omega Ratio Rank
IYH Calmar Ratio Rank: 7171
Calmar Ratio Rank
IYH Martin Ratio Rank: 5151
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SWKS vs. IYH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Skyworks Solutions, Inc. (SWKS) and iShares U.S. Healthcare ETF (IYH). 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.


SWKSIYHDifference
Sharpe ratioReturn per unit of total volatility

-1.80

Sortino ratioReturn per unit of downside risk

-2.49

Omega ratioGain probability vs. loss probability

1.02

1.29

-0.27

Calmar ratioReturn relative to maximum drawdown

-0.15

2.47

-2.62

Martin ratioReturn relative to average drawdown

-0.26

5.85

-6.11

SWKS vs. IYH - Sharpe Ratio Comparison

The current SWKS Sharpe Ratio is -0.12, which is lower than the IYH Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of SWKS and IYH, 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. IYH - Drawdown Comparison

The maximum SWKS drawdown since its inception was -96.12%, which is greater than IYH's maximum drawdown of -43.12%. Use the drawdown chart below to compare losses from any high point for SWKS and IYH.


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Drawdown Indicators


SWKSIYHDifference

Max Drawdown

Largest peak-to-trough decline

-96.12%

-43.12%

-53.00%

Max Drawdown (1Y)

Largest decline over 1 year

-35.24%

-10.64%

-24.60%

Max Drawdown (3Y)

Largest decline over 3 years

-58.20%

-17.91%

-40.29%

Max Drawdown (5Y)

Largest decline over 5 years

-71.10%

-17.91%

-53.19%

Max Drawdown (10Y)

Largest decline over 10 years

-72.88%

-28.40%

-44.48%

Current Drawdown

Current decline from peak

-63.86%

-2.77%

-61.09%

Average Drawdown

Average peak-to-trough decline

-55.83%

-8.92%

-46.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.69%

4.49%

+16.20%

Volatility

SWKS vs. IYH - Volatility Comparison

Skyworks Solutions, Inc. (SWKS) has a higher volatility of 14.34% compared to iShares U.S. Healthcare ETF (IYH) at 5.88%. This indicates that SWKS's price experiences larger fluctuations and is considered to be riskier than IYH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SWKSIYHDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.34%

5.88%

+8.46%

Volatility (6M)

Calculated over the trailing 6-month period

36.75%

12.03%

+24.72%

Volatility (1Y)

Calculated over the trailing 1-year period

45.32%

15.86%

+29.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.21%

15.24%

+25.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.17%

16.82%

+23.35%

Dividends

SWKS vs. IYH - Dividend Comparison

SWKS's dividend yield for the trailing twelve months is around 4.56%, more than IYH's 1.17% yield.


PositionTTM20252024202320222021202020192018201720162015
IYH
iShares U.S. Healthcare ETF
1.17%1.19%1.25%1.18%1.10%0.94%1.16%1.14%1.95%1.10%1.29%2.02%
SWKS
Skyworks Solutions, Inc.
4.56%4.45%3.11%2.31%2.59%1.37%1.23%1.36%2.09%1.26%1.45%1.02%

Frequently Asked Questions


SWKS and IYH have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SWKS has higher volatility (14.34%) compared to IYH (5.88%). In terms of maximum drawdown, SWKS dropped -96.12% vs IYH's -43.12%.

IYH currently has the higher Sharpe Ratio (1.69 vs -0.12), 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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