ACGL vs. SOXL

Last updated Jun 24, 2026

ACGL (Arch Capital Group Ltd.) is a stock, while SOXL (Direxion Daily Semiconductor Bull 3X ETF) is Leveraged Equities fund tracking the ICE Semiconductor Index. Over the past 10 years, ACGL returned 15.66%/yr vs 64.56%/yr for SOXL. At a 0.26 correlation, their price movements are largely independent.

Performance

ACGL vs. SOXL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Arch Capital Group Ltd. (ACGL) and Direxion Daily Semiconductor Bull 3X ETF (SOXL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ACGL achieves a -2.30% return, which is significantly lower than SOXL's 450.61% return. Over the past 10 years, ACGL has underperformed SOXL with an annualized return of 15.66%, while SOXL has yielded a comparatively higher 64.56% annualized return.

ACGL

• 1D: 1.81%
• 1M: -2.69%
• YTD: -2.30%
• 6M: -3.35%
• 1Y: 2.85%
• 3Y*: 10.82%
• 5Y*: 20.47%
• 10Y*: 15.66%

SOXL

• 1D: -23.06%
• 1M: 21.44%
• YTD: 450.61%
• 6M: 429.57%
• 1Y: 976.09%
• 3Y*: 120.84%
• 5Y*: 42.16%
• 10Y*: 64.56%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ACGL vs. SOXL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ACGL Arch Capital Group Ltd.	-2.30%	3.87%	30.76%	18.30%	41.24%	23.23%	-15.90%	60.52%	-11.69%	5.19%
SOXL Direxion Daily Semiconductor Bull 3X ETF	450.61%	54.91%	-12.31%	226.98%	-85.66%	118.84%	70.04%	231.83%	-39.07%	141.71%

Correlation

The correlation between ACGL and SOXL is -0.32, 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	-0.32
Correlation (3Y) Calculated over the trailing 3-year period	-0.10
Correlation (5Y) Calculated over the trailing 5-year period	0.07
Correlation (10Y) Calculated over the trailing 10-year period	0.19
Correlation (All Time) Calculated using the full available price history since Mar 11, 2010	0.26

The correlation between ACGL and SOXL shifts across timeframes, from -0.32 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.

Return for Risk

ACGL vs. SOXL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ACGL

ACGL Risk / Return Rank: 44
ACGL Sharpe Ratio Rank: 48
ACGL Sortino Ratio Rank: 39
ACGL Omega Ratio Rank: 39
ACGL Calmar Ratio Rank: 48
ACGL Martin Ratio Rank: 48

SOXL

SOXL Risk / Return Rank: 96
SOXL Sharpe Ratio Rank: 99
SOXL Sortino Ratio Rank: 90
SOXL Omega Ratio Rank: 92
SOXL Calmar Ratio Rank: 99
SOXL Martin Ratio Rank: 98

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.

ACGL vs. SOXL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Arch Capital Group Ltd. (ACGL) and Direxion Daily Semiconductor Bull 3X ETF (SOXL). 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.

	ACGL	SOXL	Difference
Sharpe ratio: Return per unit of total volatility	0.14	8.45	-8.31
Sortino ratio: Return per unit of downside risk	0.32	4.03	-3.71
Omega ratio: Gain probability vs. loss probability	1.04	1.58	-0.54
Calmar ratio: Return relative to maximum drawdown	0.20	22.69	-22.48
Martin ratio: Return relative to average drawdown	0.53	72.83	-72.31

ACGL vs. SOXL - Sharpe Ratio Comparison

The current ACGL Sharpe Ratio is 0.14, which is lower than the SOXL Sharpe Ratio of 8.45. The chart below compares the historical Sharpe Ratios of ACGL and SOXL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ACGL vs. SOXL - Drawdown Comparison

The maximum ACGL drawdown since its inception was -54.70%, smaller than the maximum SOXL drawdown of -90.46%. Use the drawdown chart below to compare losses from any high point for ACGL and SOXL.

Drawdown Indicators

	ACGL	SOXL	Difference
Max Drawdown Largest peak-to-trough decline	-54.70%	-90.46%	+35.76%
Max Drawdown (1Y) Largest decline over 1 year	-14.08%	-43.47%	+29.39%
Max Drawdown (3Y) Largest decline over 3 years	-22.43%	-87.88%	+65.45%
Max Drawdown (5Y) Largest decline over 5 years	-22.43%	-90.46%	+68.03%
Max Drawdown (10Y) Largest decline over 10 years	-53.84%	-90.46%	+36.62%
Current Drawdown Current decline from peak	-14.20%	-23.06%	+8.86%
Average Drawdown Average peak-to-trough decline	-11.72%	-34.95%	+23.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.44%	13.52%	-8.08%

Volatility

ACGL vs. SOXL - Volatility Comparison

The current volatility for Arch Capital Group Ltd. (ACGL) is 6.99%, while Direxion Daily Semiconductor Bull 3X ETF (SOXL) has a volatility of 68.39%. This indicates that ACGL experiences smaller price fluctuations and is considered to be less risky than SOXL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ACGL	SOXL	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.99%	68.39%	-61.40%
Volatility (6M) Calculated over the trailing 6-month period	14.83%	99.84%	-85.01%
Volatility (1Y) Calculated over the trailing 1-year period	20.70%	116.79%	-96.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.53%	110.35%	-85.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.55%	100.62%	-73.07%

Dividends

ACGL vs. SOXL - Dividend Comparison

ACGL has not paid dividends to shareholders, while SOXL's dividend yield for the trailing twelve months is around 0.03%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
ACGL Arch Capital Group Ltd.	0.00%	0.00%	5.41%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SOXL Direxion Daily Semiconductor Bull 3X ETF	0.03%	0.34%	1.18%	0.51%	1.07%	0.04%	0.05%	0.38%	1.30%	0.09%	4.84%

Frequently Asked Questions

Can I hold both ACGL and SOXL in my portfolio?

ACGL and SOXL have a correlation of -0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ACGL or SOXL?

SOXL has higher volatility (68.39%) compared to ACGL (6.99%). In terms of maximum drawdown, ACGL dropped -54.70% vs SOXL's -90.46%.

Which has better risk-adjusted returns?

SOXL currently has the higher Sharpe Ratio (8.45 vs 0.14), 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.