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XYZ vs. SOXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XYZ vs. SOXX

Last updated Jun 25, 2026

XYZ (Block, Inc) is a stock, while SOXX (iShares Semiconductor ETF) is Semiconductors fund tracking the NYSE Semiconductor Index. Over the past 10 years, XYZ returned 24.05%/yr vs 36.04%/yr for SOXX. A 0.51 correlation means they provide meaningful diversification when combined.

Performance

XYZ vs. SOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Block, Inc (XYZ) and iShares Semiconductor ETF (SOXX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XYZ achieves a 16.27% return, which is significantly lower than SOXX's 99.95% return. Over the past 10 years, XYZ has underperformed SOXX with an annualized return of 24.05%, while SOXX has yielded a comparatively higher 36.04% annualized return.

XYZ

1D
4.57%
1M
11.16%
YTD
16.27%
6M
14.58%
1Y
15.82%
3Y*
6.38%
5Y*
-20.61%
10Y*
24.05%

SOXX

1D
-0.31%
1M
12.00%
YTD
99.95%
6M
96.69%
1Y
157.04%
3Y*
56.02%
5Y*
33.68%
10Y*
36.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XYZ vs. SOXX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
XYZ
Block, Inc		16.27%-23.41%9.88%23.09%-61.09%-25.79%247.89%11.54%61.78%154.37%
SOXX
iShares Semiconductor ETF		99.95%40.74%12.92%67.12%-35.09%44.09%52.72%62.42%-6.49%39.79%

Correlation

The correlation between XYZ and SOXX is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.31

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

0.42

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

0.52

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

0.52

Correlation (All Time)
Calculated using the full available price history since Nov 19, 2015

0.51

Over the past year, the correlation between XYZ and SOXX has dropped to 0.31 - well below their long-term average of 0.51, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Block, Inc

iShares Semiconductor ETF

Often compared with XYZ:
XYZ vs. PYPLXYZ vs. SPYXYZ vs. SOFIXYZ vs. UBERXYZ vs. VOOXYZ vs. CTASXYZ vs. XYZY
Often compared with SOXX:
SOXX vs. SMHSOXX vs. QQQSOXX vs. SOXLSOXX vs. SOXQSOXX vs. FSELXSOXX vs. VGTSOXX vs. VOO

Return for Risk

XYZ vs. SOXX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XYZ
XYZ Risk / Return Rank: 5353
Overall Rank
XYZ Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
XYZ Sortino Ratio Rank: 5252
Sortino Ratio Rank
XYZ Omega Ratio Rank: 5151
Omega Ratio Rank
XYZ Calmar Ratio Rank: 5353
Calmar Ratio Rank
XYZ Martin Ratio Rank: 5353
Martin Ratio Rank
SOXX
SOXX Risk / Return Rank: 9595
Overall Rank
SOXX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SOXX Sortino Ratio Rank: 9292
Sortino Ratio Rank
SOXX Omega Ratio Rank: 9393
Omega Ratio Rank
SOXX Calmar Ratio Rank: 9797
Calmar Ratio Rank
SOXX Martin Ratio Rank: 9797
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.

XYZ vs. SOXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Block, Inc (XYZ) 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.

XYZSOXXDifference
Sharpe ratioReturn per unit of total volatility
0.34
4.02

-3.69

Sortino ratioReturn per unit of downside risk
0.80
3.99

-3.18

Omega ratioGain probability vs. loss probability

1.10

1.57

-0.47

Calmar ratioReturn relative to maximum drawdown

0.40

10.02

-9.62

Martin ratioReturn relative to average drawdown

0.92

35.78

-34.86

XYZ vs. SOXX - Sharpe Ratio Comparison

The current XYZ Sharpe Ratio is 0.34, which is lower than the SOXX Sharpe Ratio of 4.02. The chart below compares the historical Sharpe Ratios of XYZ and SOXX, 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

XYZ vs. SOXX - Drawdown Comparison

The maximum XYZ drawdown since its inception was -86.08%, which is greater than SOXX's maximum drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for XYZ and SOXX.

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Drawdown Indicators

XYZSOXXDifference

Max Drawdown

Largest peak-to-trough decline

-86.08%

-70.21%

-15.87%

Max Drawdown (1Y)

Largest decline over 1 year

-39.48%

-15.77%

-23.71%

Max Drawdown (3Y)

Largest decline over 3 years

-52.96%

-41.36%

-11.60%

Max Drawdown (5Y)

Largest decline over 5 years

-86.08%

-45.75%

-40.33%

Max Drawdown (10Y)

Largest decline over 10 years

-86.08%

-45.75%

-40.33%

Current Drawdown

Current decline from peak

-73.15%

-8.17%

-64.98%

Average Drawdown

Average peak-to-trough decline

-41.14%

-19.94%

-21.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.21%

4.41%

+12.80%

Volatility

XYZ vs. SOXX - Volatility Comparison

The current volatility for Block, Inc (XYZ) is 14.67%, while iShares Semiconductor ETF (SOXX) has a volatility of 22.70%. This indicates that XYZ 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

XYZSOXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.67%

22.70%

-8.03%

Volatility (6M)

Calculated over the trailing 6-month period

36.52%

33.39%

+3.13%

Volatility (1Y)

Calculated over the trailing 1-year period

47.34%

39.43%

+7.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.08%

37.20%

+22.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.73%

33.99%

+22.74%

Dividends

XYZ vs. SOXX - Dividend Comparison

XYZ has not paid dividends to shareholders, while SOXX's dividend yield for the trailing twelve months is around 0.24%.

PositionTTM20252024202320222021202020192018201720162015
SOXX
iShares Semiconductor ETF		0.24%0.57%0.67%0.78%1.26%0.64%0.81%1.23%1.37%0.90%1.08%1.29%
XYZ
Block, 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

XYZ and SOXX have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOXX has higher volatility (22.70%) compared to XYZ (14.67%). In terms of maximum drawdown, XYZ dropped -86.08% vs SOXX's -70.21%.

SOXX currently has the higher Sharpe Ratio (4.02 vs 0.34), 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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