CSCS vs. SOXS
CSCS (Direxion Daily CSCO Bear 1X Shares) and SOXS (Direxion Daily Semiconductor Bear 3x Shares) are both Inverse Equities funds from Direxion. Over the past year, CSCS returned -46.14% vs -97.42% for SOXS. At a 0.36 correlation, their price movements are largely independent. CSCS charges 1.00%/yr vs 1.08%/yr for SOXS.
Performance
CSCS vs. SOXS - Performance Comparison
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Returns By Period
In the year-to-date period, CSCS achieves a -39.33% return, which is significantly higher than SOXS's -93.36% return.
CSCS
- 1D
- 0.93%
- 1M
- 0.03%
- YTD
- -39.33%
- 6M
- -38.37%
- 1Y
- -46.14%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SOXS
- 1D
- 0.99%
- 1M
- -46.60%
- YTD
- -93.36%
- 6M
- -93.05%
- 1Y
- -97.42%
- 3Y*
- -87.32%
- 5Y*
- -80.20%
- 10Y*
- -79.49%
CSCS vs. SOXS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CSCS Direxion Daily CSCO Bear 1X Shares | -39.33% | -11.22% |
SOXS Direxion Daily Semiconductor Bear 3x Shares | -93.36% | -61.19% |
Correlation
The correlation between CSCS and SOXS 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 |
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Return for Risk
CSCS vs. SOXS — Risk / Return Rank
CSCS
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SOXS
CSCS vs. SOXS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Daily CSCO Bear 1X Shares (CSCS) and Direxion Daily Semiconductor Bear 3x Shares (SOXS). 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.
| CSCS | SOXS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 0.64 | — |
| Calmar ratioReturn relative to maximum drawdown | — | -1.00 | — |
| Martin ratioReturn relative to average drawdown | — | -1.52 | — |
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Drawdowns
CSCS vs. SOXS - Drawdown Comparison
The maximum CSCS drawdown since its inception was -51.58%, smaller than the maximum SOXS drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for CSCS and SOXS.
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Drawdown Indicators
| CSCS | SOXS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.58% | -100.00% | +48.42% |
Max Drawdown (1Y)Largest decline over 1 year | -51.58% | -97.88% | +46.30% |
Max Drawdown (3Y)Largest decline over 3 years | — | -99.87% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -99.98% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -100.00% | — |
Current DrawdownCurrent decline from peak | -47.68% | -100.00% | +52.32% |
Average DrawdownAverage peak-to-trough decline | -15.57% | -92.61% | +77.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 64.84% | — |
Volatility
CSCS vs. SOXS - Volatility Comparison
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Volatility by Period
| CSCS | SOXS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 67.13% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 100.53% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 31.11% | 117.64% | -86.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.11% | 111.43% | -80.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.11% | 102.11% | -71.00% |
CSCS vs. SOXS - Expense Ratio Comparison
CSCS has a 1.00% expense ratio, which is lower than SOXS's 1.08% expense ratio.
Dividends
CSCS vs. SOXS - Dividend Comparison
CSCS's dividend yield for the trailing twelve months is around 4.70%, less than SOXS's 55.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
CSCS Direxion Daily CSCO Bear 1X Shares | 4.70% | 1.72% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SOXS Direxion Daily Semiconductor Bear 3x Shares | 55.66% | 10.79% | 5.45% | 9.22% | 0.19% | 0.00% | 3.58% | 2.30% | 0.76% |
Frequently Asked Questions
CSCS and SOXS 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, CSCS leads with -46.14% vs -97.42% for SOXS. On fees, CSCS is cheaper at 1.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, CSCS has performed better with a -46.14% return vs -97.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
CSCS is cheaper with a 1.00% expense ratio, compared with 1.08% for SOXS.
SOXS has the higher dividend yield at 55.66%, compared with 4.70% for CSCS.
Their fees differ too: 1.00% for CSCS and 1.08% for SOXS.
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