CRM vs. SOXL
CRM (Salesforce, Inc.) is a stock, while SOXL (Direxion Daily Semiconductor Bull 3X ETF) is Leveraged Equities fund tracking the NYSE Semiconductor Index. Over the past 10 years, CRM returned 9.10%/yr vs 50.55%/yr for SOXL. Their 0.51 correlation means they have sometimes moved together and sometimes differently.
Performance
CRM vs. SOXL - Performance Comparison
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Returns By Period
In the year-to-date period, CRM achieves a -27.54% return, which is significantly lower than SOXL's 232.86% return. Over the past 10 years, CRM has underperformed SOXL with an annualized return of 9.10%, while SOXL has yielded a comparatively higher 50.55% annualized return.
CRM
- 1D
- 2.71%
- 1M
- 14.98%
- 6M
- -2.25%
- YTD
- -27.54%
- 1Y
- -23.67%
- 3Y*
- -3.26%
- 5Y*
- -4.96%
- 10Y*
- 9.10%
- ALL TIME*
- 19.54%
SOXL
- 1D
- 19.87%
- 1M
- -22.91%
- 6M
- 128.59%
- YTD
- 232.86%
- 1Y
- 459.76%
- 3Y*
- 78.93%
- 5Y*
- 25.04%
- 10Y*
- 50.55%
- ALL TIME*
- 39.66%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.35B | $2.18B | $2.59B | |
| $11.04B | $10.45B | $11.85B |
CRM vs. SOXL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CRM Salesforce, Inc. | -27.54% | -20.25% | 27.76% | 98.46% | -47.83% | 14.20% | 36.82% | 18.74% | 33.98% | 49.33% |
SOXL Direxion Daily Semiconductor Bull 3X ETF | 232.86% | 54.91% | -12.31% | 226.98% | -85.66% | 118.84% | 70.04% | 231.83% | -39.07% | 141.71% |
Correlation
The correlation between CRM and SOXL is -0.17, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.17 |
Correlation (3Y) Balances recent behavior with more history. | 0.22 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.40 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.47 |
Correlation (All Time) Calculated using the full available price history since Mar 11, 2010 | 0.51 |
The correlation between CRM and SOXL shifts across timeframes, from -0.17 (1 year) to 0.51 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CRM vs. SOXL — Risk / Return Rank
CRM
SOXL
CRM vs. SOXL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Salesforce, Inc. (CRM) 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.
| CRM | SOXL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.10 | ||
| Sortino ratioReturn per unit of downside risk | -3.58 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.40 | -0.47 |
| Calmar ratioReturn relative to maximum drawdown | -0.55 | 6.68 | -7.23 |
| Martin ratioReturn relative to average drawdown | -1.00 | 22.38 | -23.38 |
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Drawdowns
CRM vs. SOXL - Drawdown Comparison
The maximum CRM drawdown since its inception was -70.50%, smaller than the maximum SOXL drawdown of -90.46%. Use the drawdown chart below to compare losses from any high point for CRM and SOXL.
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Drawdown Indicators
| CRM | SOXL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.50% | -90.46% | +19.96% |
Max Drawdown (1Y)Largest decline over 1 year | -43.33% | -69.42% | +26.09% |
Max Drawdown (3Y)Largest decline over 3 years | -58.67% | -87.88% | +29.21% |
Max Drawdown (5Y)Largest decline over 5 years | -58.67% | -90.46% | +31.79% |
Max Drawdown (10Y)Largest decline over 10 years | -58.67% | -90.46% | +31.79% |
Current DrawdownCurrent decline from peak | -47.42% | -53.49% | +6.07% |
Average DrawdownAverage peak-to-trough decline | -16.38% | -35.02% | +18.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.64% | 20.68% | +2.96% |
Volatility
CRM vs. SOXL - Volatility Comparison
The current volatility for Salesforce, Inc. (CRM) is 14.48%, while Direxion Daily Semiconductor Bull 3X ETF (SOXL) has a volatility of 53.63%. This indicates that CRM 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.
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Volatility by Period
| CRM | SOXL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.48% | 53.63% | -39.15% |
Volatility (6M)Calculated over the trailing 6-month period | 33.63% | 115.96% | -82.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.06% | 131.85% | -90.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.80% | 113.58% | -75.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.73% | 102.32% | -66.59% |
Dividends
CRM vs. SOXL - Dividend Comparison
CRM's dividend yield for the trailing twelve months is around 0.90%, more than SOXL's 0.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
CRM Salesforce, Inc. | 0.90% | 0.63% | 0.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SOXL Direxion Daily Semiconductor Bull 3X ETF | 0.01% | 0.34% | 1.18% | 0.51% | 1.07% | 0.04% | 0.05% | 0.38% | 1.30% | 0.09% | 4.84% |
Frequently Asked Questions
CRM and SOXL have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXL has higher volatility (53.63%) compared to CRM (14.48%). In terms of maximum drawdown, CRM dropped -70.50% vs SOXL's -90.46%.
SOXL currently has the higher Sharpe Ratio (3.52 vs -0.58), 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.
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