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

Correlation

The correlation between CLDL and SOXL is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


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Performance

CLDL vs. SOXL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Cloud Computing Bull 2X Shares (CLDL) and Direxion Daily Semiconductor Bull 3x Shares (SOXL). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
37.30%
-31.18%
CLDL
SOXL

Key characteristics

Sharpe Ratio

CLDL:

0.36

SOXL:

-0.38

Sortino Ratio

CLDL:

0.78

SOXL:

0.07

Omega Ratio

CLDL:

1.10

SOXL:

1.01

Calmar Ratio

CLDL:

0.22

SOXL:

-0.60

Martin Ratio

CLDL:

1.01

SOXL:

-0.91

Ulcer Index

CLDL:

16.23%

SOXL:

42.79%

Daily Std Dev

CLDL:

46.24%

SOXL:

103.11%

Max Drawdown

CLDL:

-83.50%

SOXL:

-90.46%

Current Drawdown

CLDL:

-60.97%

SOXL:

-64.84%

Returns By Period

In the year-to-date period, CLDL achieves a -5.19% return, which is significantly higher than SOXL's -8.20% return.


CLDL

YTD

-5.19%

1M

-16.49%

6M

34.16%

1Y

12.11%

5Y*

N/A

10Y*

N/A

SOXL

YTD

-8.20%

1M

-23.22%

6M

-34.57%

1Y

-38.66%

5Y*

15.15%

10Y*

27.10%

*Annualized

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CLDL vs. SOXL - Expense Ratio Comparison

CLDL has a 0.95% expense ratio, which is lower than SOXL's 0.99% expense ratio.


Expense ratio chart for SOXL: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
Expense ratio chart for CLDL: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%

Risk-Adjusted Performance

CLDL vs. SOXL — Risk-Adjusted Performance Rank

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

CLDL
The Risk-Adjusted Performance Rank of CLDL is 1818
Overall Rank
The Sharpe Ratio Rank of CLDL is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of CLDL is 2020
Sortino Ratio Rank
The Omega Ratio Rank of CLDL is 2121
Omega Ratio Rank
The Calmar Ratio Rank of CLDL is 1515
Calmar Ratio Rank
The Martin Ratio Rank of CLDL is 1616
Martin Ratio Rank

SOXL
The Risk-Adjusted Performance Rank of SOXL is 44
Overall Rank
The Sharpe Ratio Rank of SOXL is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of SOXL is 77
Sortino Ratio Rank
The Omega Ratio Rank of SOXL is 77
Omega Ratio Rank
The Calmar Ratio Rank of SOXL is 11
Calmar Ratio Rank
The Martin Ratio Rank of SOXL is 33
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CLDL vs. SOXL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Cloud Computing Bull 2X Shares (CLDL) 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.


The chart of Sharpe ratio for CLDL, currently valued at 0.36, compared to the broader market0.002.004.000.36-0.38
The chart of Sortino ratio for CLDL, currently valued at 0.78, compared to the broader market-2.000.002.004.006.008.0010.0012.000.780.07
The chart of Omega ratio for CLDL, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.001.101.01
The chart of Calmar ratio for CLDL, currently valued at 0.22, compared to the broader market0.005.0010.0015.000.22-0.60
The chart of Martin ratio for CLDL, currently valued at 1.01, compared to the broader market0.0020.0040.0060.0080.00100.001.01-0.91
CLDL
SOXL

The current CLDL Sharpe Ratio is 0.36, which is higher than the SOXL Sharpe Ratio of -0.38. The chart below compares the historical Sharpe Ratios of CLDL and SOXL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.36
-0.38
CLDL
SOXL

Dividends

CLDL vs. SOXL - Dividend Comparison

CLDL has not paid dividends to shareholders, while SOXL's dividend yield for the trailing twelve months is around 1.28%.


TTM20242023202220212020201920182017201620152014
CLDL
Direxion Daily Cloud Computing Bull 2X Shares
0.00%0.00%0.00%0.00%4.78%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SOXL
Direxion Daily Semiconductor Bull 3x Shares
1.28%1.18%0.51%1.08%0.04%0.05%0.38%1.30%0.09%4.84%0.00%0.00%

Drawdowns

CLDL vs. SOXL - Drawdown Comparison

The maximum CLDL drawdown since its inception was -83.50%, smaller than the maximum SOXL drawdown of -90.46%. Use the drawdown chart below to compare losses from any high point for CLDL and SOXL. For additional features, visit the drawdowns tool.


-75.00%-70.00%-65.00%-60.00%-55.00%-50.00%-45.00%-40.00%SeptemberOctoberNovemberDecember2025February
-60.97%
-64.84%
CLDL
SOXL

Volatility

CLDL vs. SOXL - Volatility Comparison

The current volatility for Direxion Daily Cloud Computing Bull 2X Shares (CLDL) is 13.71%, while Direxion Daily Semiconductor Bull 3x Shares (SOXL) has a volatility of 33.24%. This indicates that CLDL 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%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
13.71%
33.24%
CLDL
SOXL

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