CELH vs. SOXL
Compare and contrast key facts about Celsius Holdings, Inc. (CELH) and Direxion Daily Semiconductor Bull 3x Shares (SOXL).
SOXL is a passively managed fund by Direxion that tracks the performance of the PHLX Semiconductor Index (300%). It was launched on Mar 11, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CELH or SOXL.
Performance
CELH vs. SOXL - Performance Comparison
Returns By Period
In the year-to-date period, CELH achieves a -52.93% return, which is significantly lower than SOXL's -14.64% return. Over the past 10 years, CELH has outperformed SOXL with an annualized return of 65.06%, while SOXL has yielded a comparatively lower 30.98% annualized return.
CELH
-52.93%
-24.19%
-72.41%
-48.65%
80.91%
65.06%
SOXL
-14.64%
-22.63%
-41.01%
18.24%
12.05%
30.98%
Key characteristics
| CELH | SOXL | |
|---|---|---|
| Sharpe Ratio | -0.83 | 0.19 |
| Sortino Ratio | -1.21 | 0.96 |
| Omega Ratio | 0.86 | 1.12 |
| Calmar Ratio | -0.69 | 0.27 |
| Martin Ratio | -1.25 | 0.60 |
| Ulcer Index | 40.14% | 31.18% |
| Daily Std Dev | 60.87% | 100.74% |
| Max Drawdown | -99.79% | -90.46% |
| Current Drawdown | -73.30% | -62.71% |
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Correlation
The correlation between CELH and SOXL is 0.20, 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.
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.
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 1.15%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 1.15% | 0.51% | 1.08% | 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.
Volatility
CELH vs. SOXL - Volatility Comparison
The current volatility for Celsius Holdings, Inc. (CELH) is 14.30%, while Direxion Daily Semiconductor Bull 3x Shares (SOXL) has a volatility of 26.28%. 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.