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CELH vs. SOXL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


CELHSOXL
YTD Return46.39%62.49%
1Y Return92.22%124.31%
3Y Return (Ann)54.19%10.17%
5Y Return (Ann)127.13%49.29%
10Y Return (Ann)81.20%42.74%
Sharpe Ratio1.541.55
Daily Std Dev58.13%80.30%
Max Drawdown-99.79%-90.46%
Current Drawdown-16.96%-29.03%

Correlation

-0.50.00.51.00.2

The correlation between CELH and SOXL is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

CELH vs. SOXL - Performance Comparison

In the year-to-date period, CELH achieves a 46.39% return, which is significantly lower than SOXL's 62.49% return. Over the past 10 years, CELH has outperformed SOXL with an annualized return of 81.20%, while SOXL has yielded a comparatively lower 42.74% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


3,000.00%4,000.00%5,000.00%6,000.00%7,000.00%8,000.00%9,000.00%December2024FebruaryMarchAprilMay
7,068.78%
8,266.98%
CELH
SOXL

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Celsius Holdings, Inc.

Direxion Daily Semiconductor Bull 3x Shares

Risk-Adjusted Performance

CELH vs. SOXL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Celsius Holdings, Inc. (CELH) and Direxion Daily Semiconductor Bull 3x Shares (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.


CELH
Sharpe ratio
The chart of Sharpe ratio for CELH, currently valued at 1.54, compared to the broader market-2.00-1.000.001.002.003.004.001.54
Sortino ratio
The chart of Sortino ratio for CELH, currently valued at 2.27, compared to the broader market-4.00-2.000.002.004.006.002.27
Omega ratio
The chart of Omega ratio for CELH, currently valued at 1.29, compared to the broader market0.501.001.502.001.29
Calmar ratio
The chart of Calmar ratio for CELH, currently valued at 3.15, compared to the broader market0.002.004.006.003.15
Martin ratio
The chart of Martin ratio for CELH, currently valued at 5.78, compared to the broader market0.0010.0020.0030.005.78
SOXL
Sharpe ratio
The chart of Sharpe ratio for SOXL, currently valued at 1.55, compared to the broader market-2.00-1.000.001.002.003.004.001.55
Sortino ratio
The chart of Sortino ratio for SOXL, currently valued at 2.12, compared to the broader market-4.00-2.000.002.004.006.002.12
Omega ratio
The chart of Omega ratio for SOXL, currently valued at 1.25, compared to the broader market0.501.001.502.001.25
Calmar ratio
The chart of Calmar ratio for SOXL, currently valued at 1.56, compared to the broader market0.002.004.006.001.56
Martin ratio
The chart of Martin ratio for SOXL, currently valued at 5.74, compared to the broader market0.0010.0020.0030.005.74

CELH vs. SOXL - Sharpe Ratio Comparison

The current CELH Sharpe Ratio is 1.54, which roughly equals the SOXL Sharpe Ratio of 1.55. The chart below compares the 12-month rolling Sharpe Ratio of CELH and SOXL.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00December2024FebruaryMarchAprilMay
1.54
1.55
CELH
SOXL

Dividends

CELH vs. SOXL - Dividend Comparison

CELH has not paid dividends to shareholders, while SOXL's dividend yield for the trailing twelve months is around 0.33%.


TTM2023202220212020201920182017201620152014
CELH
Celsius Holdings, 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 Shares
0.33%0.51%1.07%0.04%0.05%0.38%1.30%0.09%4.84%0.00%0.00%

Drawdowns

CELH vs. SOXL - Drawdown Comparison

The maximum CELH drawdown since its inception was -99.79%, which is greater than SOXL's maximum drawdown of -90.46%. Use the drawdown chart below to compare losses from any high point for CELH and SOXL. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%December2024FebruaryMarchAprilMay
-16.96%
-29.03%
CELH
SOXL

Volatility

CELH vs. SOXL - Volatility Comparison

The current volatility for Celsius Holdings, Inc. (CELH) is 19.78%, while Direxion Daily Semiconductor Bull 3x Shares (SOXL) has a volatility of 22.48%. This indicates that CELH 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.


10.00%15.00%20.00%25.00%30.00%December2024FebruaryMarchAprilMay
19.78%
22.48%
CELH
SOXL