ADBE vs. SOXL

Last updated Jun 13, 2026

ADBE (Adobe Inc) 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, ADBE returned 7.72%/yr vs 63.20%/yr for SOXL. A 0.56 correlation means they provide meaningful diversification when combined.

Performance

ADBE vs. SOXL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Adobe Inc (ADBE) 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, ADBE achieves a -41.71% return, which is significantly lower than SOXL's 458.36% return. Over the past 10 years, ADBE has underperformed SOXL with an annualized return of 7.72%, while SOXL has yielded a comparatively higher 63.20% annualized return.

ADBE

• 1D: -6.76%
• 1M: -13.92%
• YTD: -41.71%
• 6M: -42.76%
• 1Y: -47.91%
• 3Y*: -24.76%
• 5Y*: -17.73%
• 10Y*: 7.72%

SOXL

• 1D: 4.77%
• 1M: 26.04%
• YTD: 458.36%
• 6M: 462.65%
• 1Y: 1,075.10%
• 3Y*: 110.81%
• 5Y*: 43.69%
• 10Y*: 63.20%

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

ADBE vs. SOXL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ADBE Adobe Inc	-41.71%	-21.29%	-25.46%	77.28%	-40.65%	13.38%	51.64%	45.78%	29.10%	70.22%
SOXL Direxion Daily Semiconductor Bull 3X ETF	458.36%	54.91%	-12.31%	226.98%	-85.66%	118.84%	70.04%	231.83%	-39.07%	141.71%

Correlation

The correlation between ADBE and SOXL is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.05
Correlation (3Y) Calculated over the trailing 3-year period	0.28
Correlation (5Y) Calculated over the trailing 5-year period	0.48
Correlation (10Y) Calculated over the trailing 10-year period	0.54
Correlation (All Time) Calculated using the full available price history since Mar 11, 2010	0.56

The correlation between ADBE and SOXL shifts across timeframes, from -0.05 (1 year) to 0.56 (all time), reflecting how their relationship changes across market environments.

Return for Risk

ADBE vs. SOXL — Risk / Return Rank

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

ADBE

ADBE Risk / Return Rank: 1
ADBE Sharpe Ratio Rank: 1
ADBE Sortino Ratio Rank: 1
ADBE Omega Ratio Rank: 2
ADBE Calmar Ratio Rank: 0
ADBE Martin Ratio Rank: 1

SOXL

SOXL Risk / Return Rank: 97
SOXL Sharpe Ratio Rank: 99
SOXL Sortino Ratio Rank: 94
SOXL Omega Ratio Rank: 94
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.

ADBE vs. SOXL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Adobe Inc (ADBE) 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.

	ADBE	SOXL	Difference
Sharpe ratio: Return per unit of total volatility	-1.45	8.99	-10.44
Sortino ratio: Return per unit of downside risk	-2.33	4.23	-6.56
Omega ratio: Gain probability vs. loss probability	0.73	1.60	-0.87
Calmar ratio: Return relative to maximum drawdown	-1.03	22.91	-23.94
Martin ratio: Return relative to average drawdown	-1.99	74.51	-76.50

ADBE vs. SOXL - Sharpe Ratio Comparison

The current ADBE Sharpe Ratio is -1.45, which is lower than the SOXL Sharpe Ratio of 8.99. The chart below compares the historical Sharpe Ratios of ADBE 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

ADBE vs. SOXL - Drawdown Comparison

The maximum ADBE drawdown since its inception was -79.89%, smaller than the maximum SOXL drawdown of -90.46%. Use the drawdown chart below to compare losses from any high point for ADBE and SOXL.

Drawdown Indicators

	ADBE	SOXL	Difference
Max Drawdown Largest peak-to-trough decline	-79.89%	-90.46%	+10.57%
Max Drawdown (1Y) Largest decline over 1 year	-49.21%	-43.47%	-5.74%
Max Drawdown (3Y) Largest decline over 3 years	-67.86%	-87.88%	+20.02%
Max Drawdown (5Y) Largest decline over 5 years	-70.36%	-90.46%	+20.10%
Max Drawdown (10Y) Largest decline over 10 years	-70.36%	-90.46%	+20.10%
Current Drawdown Current decline from peak	-70.36%	-16.35%	-54.01%
Average Drawdown Average peak-to-trough decline	-25.99%	-34.99%	+9.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	27.31%	13.35%	+13.96%

Volatility

ADBE vs. SOXL - Volatility Comparison

The current volatility for Adobe Inc (ADBE) is 16.64%, while Direxion Daily Semiconductor Bull 3X ETF (SOXL) has a volatility of 58.17%. This indicates that ADBE 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

	ADBE	SOXL	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.64%	58.17%	-41.53%
Volatility (6M) Calculated over the trailing 6-month period	29.17%	93.93%	-64.76%
Volatility (1Y) Calculated over the trailing 1-year period	35.08%	110.81%	-75.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	36.54%	108.96%	-72.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.48%	99.99%	-65.51%

Dividends

ADBE vs. SOXL - Dividend Comparison

ADBE 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
ADBE Adobe Inc	0.00%	0.00%	0.00%	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 ADBE and SOXL in my portfolio?

ADBE and SOXL have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ADBE or SOXL?

SOXL has higher volatility (58.17%) compared to ADBE (16.64%). In terms of maximum drawdown, ADBE dropped -79.89% vs SOXL's -90.46%.

Which has better risk-adjusted returns?

SOXL currently has the higher Sharpe Ratio (8.99 vs -1.45), 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.