ARTY vs SOXX: returns, Sharpe ratio and drawdown

Over the past year, SOXX returned +50.04% against +34.22% for ARTY. Over five years, SOXX averaged +21.52% a year, compared with +7.70% for ARTY. SOXX had the higher Sharpe ratio over the past year (1.00 vs 0.83), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -27.71% for ARTY and -39.55% for SOXX. Dividends over the past year came to 0.28% of SOXX's price, against 0.07% for ARTY. Their daily returns had a correlation of 0.93 over the past year, which is very high.

ARTY charges 0.47% a year and SOXX 0.33%. Over five years, reinvested dividends added 0.92 points a year to ARTY's return and 0.91 to SOXX's.