SYPR vs. SOXX
SYPR (Sypris Solutions, Inc.) is a stock, while SOXX (iShares Semiconductor ETF) is Semiconductors fund tracking the NYSE Semiconductor Index. Over the past 10 years, SYPR returned 7.45%/yr vs 34.00%/yr for SOXX. At a 0.16 correlation, their price movements are largely independent.
Performance
SYPR vs. SOXX - Performance Comparison
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Returns By Period
In the year-to-date period, SYPR achieves a -17.62% return, which is significantly lower than SOXX's 84.03% return. Over the past 10 years, SYPR has underperformed SOXX with an annualized return of 7.45%, while SOXX has yielded a comparatively higher 34.00% annualized return.
SYPR
- 1D
- -4.29%
- 1M
- -20.24%
- 6M
- -24.44%
- YTD
- -17.62%
- 1Y
- -2.90%
- 3Y*
- -0.00%
- 5Y*
- -8.88%
- 10Y*
- 7.45%
SOXX
- 1D
- -4.77%
- 1M
- -7.11%
- 6M
- 67.77%
- YTD
- 84.03%
- 1Y
- 125.94%
- 3Y*
- 48.43%
- 5Y*
- 31.11%
- 10Y*
- 34.00%
SYPR vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SYPR Sypris Solutions, Inc. | -17.62% | 37.08% | -12.32% | -0.89% | -16.74% | 61.84% | 94.85% | 0.01% | -43.47% | 56.81% |
SOXX iShares Semiconductor ETF | 84.03% | 40.74% | 12.92% | 67.12% | -35.09% | 44.09% | 52.72% | 62.42% | -6.49% | 39.79% |
Correlation
The correlation between SYPR and SOXX is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2001 | 0.16 |
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Return for Risk
SYPR vs. SOXX — Risk / Return Rank
SYPR
SOXX
SYPR vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sypris Solutions, Inc. (SYPR) and iShares Semiconductor ETF (SOXX). 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.
| SYPR | SOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.05 | ||
| Sortino ratioReturn per unit of downside risk | -2.60 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.44 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.06 | 8.03 | -8.09 |
| Martin ratioReturn relative to average drawdown | -0.14 | 25.14 | -25.28 |
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Drawdowns
SYPR vs. SOXX - Drawdown Comparison
The maximum SYPR drawdown since its inception was -98.93%, which is greater than SOXX's maximum drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for SYPR and SOXX.
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Drawdown Indicators
| SYPR | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.93% | -70.21% | -28.72% |
Max Drawdown (1Y)Largest decline over 1 year | -51.91% | -15.77% | -36.14% |
Max Drawdown (3Y)Largest decline over 3 years | -51.91% | -41.36% | -10.55% |
Max Drawdown (5Y)Largest decline over 5 years | -69.72% | -45.75% | -23.97% |
Max Drawdown (10Y)Largest decline over 10 years | -74.51% | -45.75% | -28.76% |
Current DrawdownCurrent decline from peak | -94.14% | -15.48% | -78.66% |
Average DrawdownAverage peak-to-trough decline | -83.68% | -19.92% | -63.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.13% | 5.03% | +15.10% |
Volatility
SYPR vs. SOXX - Volatility Comparison
The current volatility for Sypris Solutions, Inc. (SYPR) is 17.49%, while iShares Semiconductor ETF (SOXX) has a volatility of 22.50%. This indicates that SYPR experiences smaller price fluctuations and is considered to be less risky than SOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SYPR | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.49% | 22.50% | -5.01% |
Volatility (6M)Calculated over the trailing 6-month period | 67.48% | 36.44% | +31.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 80.75% | 42.11% | +38.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 70.28% | 37.77% | +32.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 93.33% | 34.27% | +59.06% |
Dividends
SYPR vs. SOXX - Dividend Comparison
SYPR has not paid dividends to shareholders, while SOXX's dividend yield for the trailing twelve months is around 0.27%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SOXX iShares Semiconductor ETF | 0.27% | 0.57% | 0.67% | 0.78% | 1.26% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% |
SYPR Sypris Solutions, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SYPR and SOXX have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXX has higher volatility (22.50%) compared to SYPR (17.49%). In terms of maximum drawdown, SYPR dropped -98.93% vs SOXX's -70.21%.
SOXX currently has the higher Sharpe Ratio (3.01 vs -0.04), 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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