WRB vs. SOXX
WRB (W. R. Berkley Corporation) is a stock, while SOXX (iShares Semiconductor ETF) is Semiconductors fund tracking the NYSE Semiconductor Index. Over the past 10 years, WRB returned 17.21%/yr vs 35.79%/yr for SOXX. At a 0.30 correlation, their price movements are largely independent.
Performance
WRB vs. SOXX - Performance Comparison
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Returns By Period
In the year-to-date period, WRB achieves a -6.77% return, which is significantly lower than SOXX's 104.57% return. Over the past 10 years, WRB has underperformed SOXX with an annualized return of 17.21%, while SOXX has yielded a comparatively higher 35.79% annualized return.
WRB
- 1D
- 0.17%
- 1M
- -1.55%
- YTD
- -6.77%
- 6M
- -7.30%
- 1Y
- -10.33%
- 3Y*
- 22.22%
- 5Y*
- 16.44%
- 10Y*
- 17.21%
SOXX
- 1D
- 1.76%
- 1M
- 33.25%
- YTD
- 104.57%
- 6M
- 99.43%
- 1Y
- 190.05%
- 3Y*
- 57.39%
- 5Y*
- 34.50%
- 10Y*
- 35.79%
WRB vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WRB W. R. Berkley Corporation | -6.77% | 23.02% | 27.19% | 0.25% | 33.92% | 27.39% | -3.14% | 43.80% | 5.96% | 10.21% |
SOXX iShares Semiconductor ETF | 104.57% | 40.74% | 12.92% | 67.12% | -35.09% | 44.09% | 52.72% | 62.42% | -6.49% | 39.79% |
Correlation
The correlation between WRB and SOXX is -0.25, 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 | -0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2001 | 0.30 |
The correlation between WRB and SOXX shifts across timeframes, from -0.25 (1 year) to 0.30 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
WRB vs. SOXX — Risk / Return Rank
WRB
SOXX
WRB vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for W. R. Berkley Corporation (WRB) 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.
| WRB | SOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -6.10 | ||
| Sortino ratioReturn per unit of downside risk | -5.90 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.74 | -0.81 |
| Calmar ratioReturn relative to maximum drawdown | -0.59 | 12.13 | -12.72 |
| Martin ratioReturn relative to average drawdown | -1.14 | 46.43 | -47.58 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WRB | SOXX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.50 | 5.61 | -6.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.96 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 1.07 | -0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.45 | +0.14 |
Drawdowns
WRB vs. SOXX - Drawdown Comparison
The maximum WRB drawdown since its inception was -69.33%, roughly equal to the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for WRB and SOXX.
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Drawdown Indicators
| WRB | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.33% | -70.21% | +0.88% |
Max Drawdown (1Y)Largest decline over 1 year | -17.62% | -15.77% | -1.85% |
Max Drawdown (3Y)Largest decline over 3 years | -17.62% | -41.36% | +23.74% |
Max Drawdown (5Y)Largest decline over 5 years | -26.29% | -45.75% | +19.46% |
Max Drawdown (10Y)Largest decline over 10 years | -45.35% | -45.75% | +0.40% |
Current DrawdownCurrent decline from peak | -15.35% | 0.00% | -15.35% |
Average DrawdownAverage peak-to-trough decline | -14.58% | -19.97% | +5.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.11% | 4.11% | +5.00% |
Volatility
WRB vs. SOXX - Volatility Comparison
The current volatility for W. R. Berkley Corporation (WRB) is 6.28%, while iShares Semiconductor ETF (SOXX) has a volatility of 14.03%. This indicates that WRB 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
| WRB | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 14.03% | -7.75% |
Volatility (6M)Calculated over the trailing 6-month period | 15.59% | 27.35% | -11.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.95% | 34.18% | -13.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.75% | 36.11% | -13.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.51% | 33.43% | -8.92% |
Dividends
WRB vs. SOXX - Dividend Comparison
WRB's dividend yield for the trailing twelve months is around 2.85%, more than SOXX's 0.27% yield.
| 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% |
WRB W. R. Berkley Corporation | 2.85% | 2.64% | 2.39% | 2.73% | 1.22% | 2.44% | 0.71% | 2.43% | 2.83% | 2.16% | 2.27% | 0.86% |
Frequently Asked Questions
WRB and SOXX have a correlation of -0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXX has higher volatility (14.03%) compared to WRB (6.28%). In terms of maximum drawdown, WRB dropped -69.33% vs SOXX's -70.21%.
SOXX currently has the higher Sharpe Ratio (5.61 vs -0.50), 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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