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CSCS vs. SOXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSCS vs. SOXS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily CSCO Bear 1X Shares (CSCS) and Direxion Daily Semiconductor Bear 3x Shares (SOXS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CSCS achieves a -42.32% return, which is significantly higher than SOXS's -91.63% return.


CSCS

1D
1.10%
1M
-28.69%
YTD
-42.32%
6M
-41.59%
1Y
3Y*
5Y*
10Y*

SOXS

1D
5.91%
1M
-54.82%
YTD
-91.63%
6M
-91.49%
1Y
-97.52%
3Y*
-86.60%
5Y*
-79.43%
10Y*
-78.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSCS vs. SOXS - Yearly Performance Comparison


Correlation

The correlation between CSCS and SOXS is 0.34, 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 26, 2025

0.34

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Return for Risk

CSCS vs. SOXS — Risk / Return Rank

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

CSCS

SOXS
SOXS Risk / Return Rank: 11
Overall Rank
SOXS Sharpe Ratio Rank: 22
Sharpe Ratio Rank
SOXS Sortino Ratio Rank: 00
Sortino Ratio Rank
SOXS Omega Ratio Rank: 00
Omega Ratio Rank
SOXS Calmar Ratio Rank: 00
Calmar Ratio Rank
SOXS Martin Ratio Rank: 22
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.

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.


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

CSCS vs. SOXS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CSCSSOXSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.67

-0.79

-0.88

Drawdowns

CSCS vs. SOXS - Drawdown Comparison

The maximum CSCS drawdown since its inception was -50.80%, 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


CSCSSOXSDifference

Max Drawdown

Largest peak-to-trough decline

-50.80%

-100.00%

+49.20%

Max Drawdown (1Y)

Largest decline over 1 year

-97.68%

Max Drawdown (3Y)

Largest decline over 3 years

-99.80%

Max Drawdown (5Y)

Largest decline over 5 years

-99.97%

Max Drawdown (10Y)

Largest decline over 10 years

-100.00%

Current Drawdown

Current decline from peak

-50.26%

-100.00%

+49.74%

Average Drawdown

Average peak-to-trough decline

-13.70%

-92.61%

+78.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

68.11%

Volatility

CSCS vs. SOXS - Volatility Comparison


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Volatility by Period


CSCSSOXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

44.24%

Volatility (6M)

Calculated over the trailing 6-month period

84.19%

Volatility (1Y)

Calculated over the trailing 1-year period

30.62%

102.19%

-71.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.62%

108.21%

-77.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.62%

100.48%

-69.86%

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 4.02%, less than SOXS's 64.53% yield.


PositionTTM20252024202320222021202020192018
CSCS
Direxion Daily CSCO Bear 1X Shares
4.02%1.72%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SOXS
Direxion Daily Semiconductor Bear 3x Shares
64.53%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 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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.

CSCS is cheaper with a 1.00% expense ratio, compared with 1.08% for SOXS.

SOXS has the higher dividend yield at 64.53%, compared with 4.02% for CSCS.

CSCS is categorized as Inverse Equities, while SOXS is Leveraged Equities. Their fees differ too: 1.00% for CSCS and 1.08% for SOXS.

Portfolio Optimizer

Find the right allocation for CSCS and SOXS

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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