CZKUSD=X vs. SOXL
CZKUSD=X (Czech Koruna/US Dollar FX) is a currency, while SOXL (Direxion Daily Semiconductor Bull 3X ETF) is Leveraged Equities fund tracking the ICE Semiconductor Index. Over the past 10 years, CZKUSD=X returned 1.36%/yr vs 58.80%/yr for SOXL. At a 0.12 correlation, their price movements are largely independent.
Performance
CZKUSD=X vs. SOXL - Performance Comparison
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Returns By Period
In the year-to-date period, CZKUSD=X achieves a -3.28% return, which is significantly lower than SOXL's 357.44% return. Over the past 10 years, CZKUSD=X has underperformed SOXL with an annualized return of 1.36%, while SOXL has yielded a comparatively higher 58.80% annualized return.
CZKUSD=X
- 1D
- -0.29%
- 1M
- -1.86%
- 6M
- -2.24%
- YTD
- -3.28%
- 1Y
- -0.82%
- 3Y*
- -0.12%
- 5Y*
- 0.46%
- 10Y*
- 1.36%
SOXL
- 1D
- -0.10%
- 1M
- -18.08%
- 6M
- 256.37%
- YTD
- 357.44%
- 1Y
- 604.71%
- 3Y*
- 100.40%
- 5Y*
- 36.53%
- 10Y*
- 58.80%
CZKUSD=X vs. SOXL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CZKUSD=X Czech Koruna/US Dollar FX | -3.28% | 18.36% | -8.11% | 0.88% | -3.04% | -1.88% | 5.61% | -1.09% | -4.99% | 20.61% |
SOXL Direxion Daily Semiconductor Bull 3X ETF | 357.44% | 54.91% | -12.31% | 226.98% | -85.66% | 118.84% | 70.04% | 231.83% | -39.07% | 141.71% |
Correlation
The correlation between CZKUSD=X and SOXL is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Mar 11, 2010 | 0.12 |
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Return for Risk
CZKUSD=X vs. SOXL — Risk / Return Rank
CZKUSD=X
SOXL
CZKUSD=X vs. SOXL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Czech Koruna/US Dollar FX (CZKUSD=X) 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.
| CZKUSD=X | SOXL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -5.07 | ||
| Sortino ratioReturn per unit of downside risk | -3.40 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.46 | -0.47 |
| Calmar ratioReturn relative to maximum drawdown | -0.16 | 13.50 | -13.66 |
| Martin ratioReturn relative to average drawdown | -0.34 | 39.95 | -40.29 |
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Drawdowns
CZKUSD=X vs. SOXL - Drawdown Comparison
The maximum CZKUSD=X drawdown since its inception was -44.81%, smaller than the maximum SOXL drawdown of -90.46%. Use the drawdown chart below to compare losses from any high point for CZKUSD=X and SOXL.
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Drawdown Indicators
| CZKUSD=X | SOXL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.81% | -90.46% | +45.65% |
Max Drawdown (1Y)Largest decline over 1 year | -6.06% | -45.05% | +38.99% |
Max Drawdown (3Y)Largest decline over 3 years | -14.24% | -87.88% | +73.64% |
Max Drawdown (5Y)Largest decline over 5 years | -17.62% | -90.46% | +72.84% |
Max Drawdown (10Y)Largest decline over 10 years | -22.76% | -90.46% | +67.70% |
Current DrawdownCurrent decline from peak | -32.35% | -36.08% | +3.73% |
Average DrawdownAverage peak-to-trough decline | -30.88% | -34.94% | +4.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 15.19% | -12.08% |
Volatility
CZKUSD=X vs. SOXL - Volatility Comparison
The current volatility for Czech Koruna/US Dollar FX (CZKUSD=X) is 1.79%, while Direxion Daily Semiconductor Bull 3X ETF (SOXL) has a volatility of 64.81%. This indicates that CZKUSD=X 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
| CZKUSD=X | SOXL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.79% | 64.81% | -63.02% |
Volatility (6M)Calculated over the trailing 6-month period | 5.41% | 107.31% | -101.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.79% | 122.83% | -116.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.93% | 111.62% | -102.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.82% | 101.19% | -92.37% |
Frequently Asked Questions
CZKUSD=X and SOXL have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXL has higher volatility (64.81%) compared to CZKUSD=X (1.79%). In terms of maximum drawdown, CZKUSD=X dropped -44.81% vs SOXL's -90.46%.
SOXL currently has the higher Sharpe Ratio (4.95 vs -0.12), 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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