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 1.44%/yr vs 68.93%/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 -2.72% return, which is significantly lower than SOXL's 615.61% return. Over the past 10 years, CZKUSD=X has underperformed SOXL with an annualized return of 1.44%, while SOXL has yielded a comparatively higher 68.93% annualized return.
CZKUSD=X
- 1D
- -0.34%
- 1M
- -1.06%
- YTD
- -2.72%
- 6M
- -2.23%
- 1Y
- 1.97%
- 3Y*
- 0.88%
- 5Y*
- 0.12%
- 10Y*
- 1.44%
SOXL
- 1D
- 7.69%
- 1M
- 57.83%
- YTD
- 615.61%
- 6M
- 595.26%
- 1Y
- 1,322.96%
- 3Y*
- 141.01%
- 5Y*
- 51.34%
- 10Y*
- 68.93%
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 | -2.72% | 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 | 615.61% | 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 | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
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 | -11.48 | ||
| Sortino ratioReturn per unit of downside risk | -4.20 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.65 | -0.61 |
| Calmar ratioReturn relative to maximum drawdown | 0.26 | 30.78 | -30.52 |
| Martin ratioReturn relative to average drawdown | 0.62 | 99.38 | -98.76 |
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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% | -43.47% | +37.41% |
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 | -31.96% | 0.00% | -31.96% |
Average DrawdownAverage peak-to-trough decline | -30.76% | -34.95% | +4.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 13.44% | -10.65% |
Volatility
CZKUSD=X vs. SOXL - Volatility Comparison
The current volatility for Czech Koruna/US Dollar FX (CZKUSD=X) is 1.63%, while Direxion Daily Semiconductor Bull 3X ETF (SOXL) has a volatility of 62.02%. 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 | 1.63% | 62.02% | -60.39% |
Volatility (6M)Calculated over the trailing 6-month period | 4.98% | 96.02% | -91.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.83% | 114.45% | -107.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.95% | 109.85% | -100.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.87% | 100.50% | -91.63% |
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 (62.02%) compared to CZKUSD=X (1.63%). In terms of maximum drawdown, CZKUSD=X dropped -44.81% vs SOXL's -90.46%.
SOXL currently has the higher Sharpe Ratio (11.72 vs 0.23), 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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