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CSCL vs. SOXL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSCL vs. SOXL - Performance Comparison

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

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Returns By Period

In the year-to-date period, CSCL achieves a 118.33% return, which is significantly lower than SOXL's 446.21% return.


CSCL

1D
-2.38%
1M
-3.03%
YTD
118.33%
6M
112.00%
1Y
163.57%
3Y*
5Y*
10Y*

SOXL

1D
-0.80%
1M
20.47%
YTD
446.21%
6M
419.27%
1Y
858.82%
3Y*
120.25%
5Y*
42.22%
10Y*
64.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSCL vs. SOXL - Yearly Performance Comparison


Correlation

The correlation between CSCL and SOXL is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 25, 2025

0.36

CSCL vs. SOXL - Sectors Allocation Comparison


Sectors
CSCL
SOXL

Technology

100.0%
100.0%

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Energy

-

-

Financial Services

-

-

Healthcare

-

-

Industrials

-

-

Real Estate

-

-

Utilities

-

-

Technology

CSCL
100.0%
SOXL
100.0%

Basic Materials

CSCL

-

SOXL

-

Communication Services

CSCL

-

SOXL

-

Consumer Cyclical

CSCL

-

SOXL

-

Consumer Defensive

CSCL

-

SOXL

-

Energy

CSCL

-

SOXL

-

Financial Services

CSCL

-

SOXL

-

Healthcare

CSCL

-

SOXL

-

Industrials

CSCL

-

SOXL

-

Real Estate

CSCL

-

SOXL

-

Utilities

CSCL

-

SOXL

-

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Return for Risk

CSCL vs. SOXL — Risk / Return Rank

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

CSCL

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


SOXL
SOXL Risk / Return Rank: 9696
Overall Rank
SOXL Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
SOXL Sortino Ratio Rank: 9191
Sortino Ratio Rank
SOXL Omega Ratio Rank: 9292
Omega Ratio Rank
SOXL Calmar Ratio Rank: 9999
Calmar Ratio Rank
SOXL Martin Ratio Rank: 9898
Martin Ratio Rank
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.

CSCL vs. SOXL - Risk-Adjusted Trends Comparison

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


CSCLSOXLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.56

Calmar ratioReturn relative to maximum drawdown

19.95

Martin ratioReturn relative to average drawdown

63.67

CSCL vs. SOXL - Sharpe Ratio Comparison


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Drawdowns

CSCL vs. SOXL - Drawdown Comparison

The maximum CSCL drawdown since its inception was -27.15%, smaller than the maximum SOXL drawdown of -90.46%. Use the drawdown chart below to compare losses from any high point for CSCL and SOXL.


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Drawdown Indicators


CSCLSOXLDifference

Max Drawdown

Largest peak-to-trough decline

-27.15%

-90.46%

+63.31%

Max Drawdown (1Y)

Largest decline over 1 year

-27.15%

-43.47%

+16.32%

Max Drawdown (3Y)

Largest decline over 3 years

-87.88%

Max Drawdown (5Y)

Largest decline over 5 years

-90.46%

Max Drawdown (10Y)

Largest decline over 10 years

-90.46%

Current Drawdown

Current decline from peak

-16.20%

-23.67%

+7.47%

Average Drawdown

Average peak-to-trough decline

-8.79%

-34.95%

+26.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.60%

Volatility

CSCL vs. SOXL - Volatility Comparison


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Volatility by Period


CSCLSOXLDifference

Volatility (1M)

Calculated over the trailing 1-month period

68.18%

Volatility (6M)

Calculated over the trailing 6-month period

99.65%

Volatility (1Y)

Calculated over the trailing 1-year period

62.02%

116.81%

-54.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

62.02%

110.33%

-48.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

62.02%

100.60%

-38.58%

CSCL vs. SOXL - Expense Ratio Comparison

CSCL has a 1.07% expense ratio, which is higher than SOXL's 0.75% expense ratio.


Dividends

CSCL vs. SOXL - Dividend Comparison

CSCL's dividend yield for the trailing twelve months is around 1.17%, while SOXL has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
CSCL
Direxion Daily CSCO Bull 2X Shares
1.17%1.31%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
0.00%0.34%1.18%0.51%1.07%0.04%0.05%0.38%1.30%0.09%4.84%

Frequently Asked Questions


CSCL and SOXL have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On 1-year performance, SOXL leads with 858.82% vs 163.57% for CSCL. On fees, SOXL is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, SOXL has performed better with a 858.82% return vs 163.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SOXL is cheaper with a 0.75% expense ratio, compared with 1.07% for CSCL.

CSCL has the higher dividend yield at 1.17%, compared with 0.00% for SOXL.

Their fees differ too: 1.07% for CSCL and 0.75% for SOXL.

Portfolio Optimizer

Find the right allocation for CSCL and SOXL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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