VOXX vs. SOXQ
Compare and contrast key facts about VOXX International Corporation (VOXX) and Invesco PHLX Semiconductor ETF (SOXQ).
SOXQ is a passively managed fund by Invesco that tracks the performance of the PHLX / Semiconductor. It was launched on Jun 11, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VOXX or SOXQ.
Performance
VOXX vs. SOXQ - Performance Comparison
Returns By Period
In the year-to-date period, VOXX achieves a -39.23% return, which is significantly lower than SOXQ's 16.37% return.
VOXX
-39.23%
-17.01%
62.25%
-36.50%
5.36%
-2.62%
SOXQ
16.37%
-6.26%
-2.73%
30.68%
N/A
N/A
Key characteristics
| VOXX | SOXQ | |
|---|---|---|
| Sharpe Ratio | -0.36 | 0.89 |
| Sortino Ratio | -0.04 | 1.35 |
| Omega Ratio | 0.99 | 1.17 |
| Calmar Ratio | -0.37 | 1.24 |
| Martin Ratio | -0.74 | 3.26 |
| Ulcer Index | 47.82% | 9.53% |
| Daily Std Dev | 98.28% | 34.78% |
| Max Drawdown | -97.39% | -46.01% |
| Current Drawdown | -90.73% | -18.10% |
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Correlation
The correlation between VOXX and SOXQ is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
VOXX vs. SOXQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VOXX International Corporation (VOXX) 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.
Dividends
VOXX vs. SOXQ - Dividend Comparison
VOXX has not paid dividends to shareholders, while SOXQ's dividend yield for the trailing twelve months is around 0.72%.
| TTM | 2023 | 2022 | 2021 | |
|---|---|---|---|---|
VOXX VOXX International Corporation | 0.00% | 0.00% | 0.00% | 0.00% |
SOXQ Invesco PHLX Semiconductor ETF | 0.72% | 0.87% | 1.36% | 0.73% |
Drawdowns
VOXX vs. SOXQ - Drawdown Comparison
The maximum VOXX drawdown since its inception was -97.39%, which is greater than SOXQ's maximum drawdown of -46.01%. Use the drawdown chart below to compare losses from any high point for VOXX and SOXQ. For additional features, visit the drawdowns tool.
Volatility
VOXX vs. SOXQ - Volatility Comparison
VOXX International Corporation (VOXX) has a higher volatility of 13.51% compared to Invesco PHLX Semiconductor ETF (SOXQ) at 9.12%. This indicates that VOXX's price experiences larger fluctuations and is considered to be riskier than SOXQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.