ZTS vs. SOXX
ZTS (Zoetis Inc.) is a stock, while SOXX (iShares Semiconductor ETF) is Semiconductors fund tracking the NYSE Semiconductor Index. Over the past 10 years, ZTS returned 5.12%/yr vs 31.96%/yr for SOXX. Their 0.37 correlation means their historical movements had little consistent relationship.
Performance
ZTS vs. SOXX - Performance Comparison
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Returns By Period
In the year-to-date period, ZTS achieves a -37.76% return, which is significantly lower than SOXX's 68.76% return. Over the past 10 years, ZTS has underperformed SOXX with an annualized return of 5.12%, while SOXX has yielded a comparatively higher 31.96% annualized return.
ZTS
- 1D
- -0.25%
- 1M
- 3.79%
- 6M
- -37.59%
- YTD
- -37.76%
- 1Y
- -46.68%
- 3Y*
- -23.39%
- 5Y*
- -16.82%
- 10Y*
- 5.12%
- ALL TIME*
- 7.78%
SOXX
- 1D
- 0.55%
- 1M
- -10.35%
- 6M
- 44.10%
- YTD
- 68.76%
- 1Y
- 114.99%
- 3Y*
- 44.68%
- 5Y*
- 27.63%
- 10Y*
- 31.96%
- ALL TIME*
- 13.85%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $6.22B | $5.65B | $5.89B | |
ZTS Zoetis Inc. | $387.99M | $418.24M | $600.61M |
ZTS vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ZTS Zoetis Inc. | -37.76% | -21.75% | -16.63% | 35.91% | -39.51% | 48.26% | 25.76% | 55.71% | 19.45% | 35.55% |
SOXX iShares Semiconductor ETF | 68.76% | 40.74% | 12.92% | 67.12% | -35.09% | 44.09% | 52.72% | 62.42% | -6.49% | 39.79% |
Correlation
The correlation between ZTS and SOXX is -0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.01 |
Correlation (3Y) Balances recent behavior with more history. | 0.10 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.29 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.36 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2013 | 0.37 |
The correlation between ZTS and SOXX shifts across timeframes, from -0.01 (1 year) to 0.37 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ZTS vs. SOXX — Risk / Return Rank
ZTS
SOXX
ZTS vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Zoetis Inc. (ZTS) 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.
| ZTS | SOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.90 | ||
| Sortino ratioReturn per unit of downside risk | -4.64 | ||
| Omega ratioGain probability vs. loss probability | 0.72 | 1.39 | -0.67 |
| Calmar ratioReturn relative to maximum drawdown | -0.87 | 3.99 | -4.86 |
| Martin ratioReturn relative to average drawdown | -1.61 | 16.43 | -18.04 |
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Drawdowns
ZTS vs. SOXX - Drawdown Comparison
The maximum ZTS drawdown since its inception was -69.48%, roughly equal to the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for ZTS and SOXX.
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Drawdown Indicators
| ZTS | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.48% | -70.21% | +0.73% |
Max Drawdown (1Y)Largest decline over 1 year | -53.60% | -29.01% | -24.59% |
Max Drawdown (3Y)Largest decline over 3 years | -62.99% | -41.36% | -21.63% |
Max Drawdown (5Y)Largest decline over 5 years | -69.48% | -45.75% | -23.73% |
Max Drawdown (10Y)Largest decline over 10 years | -69.48% | -45.75% | -23.73% |
Current DrawdownCurrent decline from peak | -67.02% | -22.49% | -44.53% |
Average DrawdownAverage peak-to-trough decline | -15.38% | -19.92% | +4.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.08% | 7.02% | +22.06% |
Volatility
ZTS vs. SOXX - Volatility Comparison
The current volatility for Zoetis Inc. (ZTS) is 6.22%, while iShares Semiconductor ETF (SOXX) has a volatility of 17.11%. This indicates that ZTS 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
| ZTS | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.22% | 17.11% | -10.89% |
Volatility (6M)Calculated over the trailing 6-month period | 32.16% | 38.66% | -6.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.31% | 44.40% | -8.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.03% | 38.25% | -9.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.19% | 34.55% | -7.36% |
Dividends
ZTS vs. SOXX - Dividend Comparison
ZTS's dividend yield for the trailing twelve months is around 2.71%, more than SOXX's 0.29% yield.
| 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% |
ZTS Zoetis Inc. | 2.71% | 1.59% | 1.06% | 0.76% | 0.89% | 0.41% | 0.48% | 0.50% | 0.59% | 0.58% | 0.71% | 0.69% |
Frequently Asked Questions
ZTS and SOXX have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXX has higher volatility (17.11%) compared to ZTS (6.22%). In terms of maximum drawdown, ZTS dropped -69.48% vs SOXX's -70.21%.
SOXX currently has the higher Sharpe Ratio (2.61 vs -1.29), 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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