ZBRA vs. SOXX
ZBRA (Zebra Technologies Corporation) is a stock, while SOXX (iShares Semiconductor ETF) is Semiconductors fund tracking the NYSE Semiconductor Index. Over the past 10 years, ZBRA returned 18.79%/yr vs 32.19%/yr for SOXX. Their 0.57 correlation means they have sometimes moved together and sometimes differently.
Performance
ZBRA vs. SOXX - Performance Comparison
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Returns By Period
In the year-to-date period, ZBRA achieves a 21.00% return, which is significantly lower than SOXX's 67.84% return. Over the past 10 years, ZBRA has underperformed SOXX with an annualized return of 18.79%, while SOXX has yielded a comparatively higher 32.19% annualized return.
ZBRA
- 1D
- 1.82%
- 1M
- 9.97%
- 6M
- 25.04%
- YTD
- 21.00%
- 1Y
- -12.36%
- 3Y*
- 4.87%
- 5Y*
- -11.86%
- 10Y*
- 18.79%
- ALL TIME*
- 13.17%
SOXX
- 1D
- 0.07%
- 1M
- -10.85%
- 6M
- 45.95%
- YTD
- 67.84%
- 1Y
- 113.81%
- 3Y*
- 42.35%
- 5Y*
- 28.10%
- 10Y*
- 32.19%
- ALL TIME*
- 13.83%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $6.04B | $5.84B | $5.80B | |
| $214.87M | $186.10M | $241.29M |
ZBRA vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ZBRA Zebra Technologies Corporation | 21.00% | -37.13% | 41.30% | 6.60% | -56.92% | 54.87% | 50.46% | 60.42% | 53.40% | 21.04% |
SOXX iShares Semiconductor ETF | 67.84% | 40.74% | 12.92% | 67.12% | -35.09% | 44.09% | 52.72% | 62.42% | -6.49% | 39.79% |
Correlation
The correlation between ZBRA and SOXX is 0.37, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.37 |
Correlation (3Y) Balances recent behavior with more history. | 0.49 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.59 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.58 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2001 | 0.57 |
Over the past year, the correlation between ZBRA and SOXX has dropped to 0.37 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.
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Return for Risk
ZBRA vs. SOXX — Risk / Return Rank
ZBRA
SOXX
ZBRA vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Zebra Technologies Corporation (ZBRA) 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.
| ZBRA | SOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.83 | ||
| Sortino ratioReturn per unit of downside risk | -2.98 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.38 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.32 | 3.86 | -4.18 |
| Martin ratioReturn relative to average drawdown | -0.52 | 16.24 | -16.76 |
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Drawdowns
ZBRA vs. SOXX - Drawdown Comparison
The maximum ZBRA drawdown since its inception was -73.42%, roughly equal to the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for ZBRA and SOXX.
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Drawdown Indicators
| ZBRA | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.42% | -70.21% | -3.21% |
Max Drawdown (1Y)Largest decline over 1 year | -41.62% | -29.01% | -12.61% |
Max Drawdown (3Y)Largest decline over 3 years | -52.67% | -41.36% | -11.31% |
Max Drawdown (5Y)Largest decline over 5 years | -67.78% | -45.75% | -22.03% |
Max Drawdown (10Y)Largest decline over 10 years | -67.78% | -45.75% | -22.03% |
Current DrawdownCurrent decline from peak | -52.19% | -22.92% | -29.27% |
Average DrawdownAverage peak-to-trough decline | -27.82% | -19.92% | -7.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.86% | 6.88% | +18.98% |
Volatility
ZBRA vs. SOXX - Volatility Comparison
The current volatility for Zebra Technologies Corporation (ZBRA) is 10.84%, while iShares Semiconductor ETF (SOXX) has a volatility of 17.83%. This indicates that ZBRA 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
| ZBRA | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.84% | 17.83% | -6.99% |
Volatility (6M)Calculated over the trailing 6-month period | 32.77% | 38.92% | -6.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.95% | 44.48% | -0.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.89% | 38.24% | +2.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.39% | 34.54% | +4.85% |
Dividends
ZBRA vs. SOXX - Dividend Comparison
ZBRA has not paid dividends to shareholders, while SOXX's dividend yield for the trailing twelve months is around 0.29%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SOXX iShares Semiconductor ETF | 0.29% | 0.57% | 0.67% | 0.78% | 1.26% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% |
ZBRA Zebra Technologies Corporation | 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
ZBRA and SOXX have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXX has higher volatility (17.83%) compared to ZBRA (10.84%). In terms of maximum drawdown, ZBRA dropped -73.42% vs SOXX's -70.21%.
SOXX currently has the higher Sharpe Ratio (2.53 vs -0.30), 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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