HIMX vs. SOXL
Compare and contrast key facts about Himax Technologies, Inc. (HIMX) and Direxion Daily Semiconductor Bull 3x Shares (SOXL).
SOXL is a passively managed fund by Direxion that tracks the performance of the PHLX Semiconductor Index (300%). It was launched on Mar 11, 2010.
Performance
HIMX vs. SOXL - Performance Comparison
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HIMX vs. SOXL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HIMX Himax Technologies, Inc. | -2.32% | 6.02% | 37.24% | 4.73% | -54.85% | 120.20% | 177.82% | -22.45% | -66.70% | 77.20% |
SOXL Direxion Daily Semiconductor Bull 3x Shares | 24.34% | 54.91% | -12.31% | 226.98% | -85.66% | 118.84% | 70.04% | 231.83% | -39.07% | 141.71% |
Returns By Period
In the year-to-date period, HIMX achieves a -2.32% return, which is significantly lower than SOXL's 24.34% return. Over the past 10 years, HIMX has underperformed SOXL with an annualized return of 0.27%, while SOXL has yielded a comparatively higher 41.10% annualized return.
HIMX
- 1D
- 1.65%
- 1M
- 9.44%
- YTD
- -2.32%
- 6M
- -7.41%
- 1Y
- 11.91%
- 3Y*
- 4.37%
- 5Y*
- -4.50%
- 10Y*
- 0.27%
SOXL
- 1D
- 9.08%
- 1M
- -16.73%
- YTD
- 24.34%
- 6M
- 41.78%
- 1Y
- 228.78%
- 3Y*
- 42.83%
- 5Y*
- 4.90%
- 10Y*
- 41.10%
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Return for Risk
HIMX vs. SOXL — Risk / Return Rank
HIMX
SOXL
HIMX vs. SOXL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Himax Technologies, Inc. (HIMX) and Direxion Daily Semiconductor Bull 3x Shares (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.
| HIMX | SOXL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.22 | 1.93 | -1.71 |
Sortino ratioReturn per unit of downside risk | 0.68 | 2.46 | -1.78 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.35 | -0.26 |
Calmar ratioReturn relative to maximum drawdown | 0.46 | 4.64 | -4.19 |
Martin ratioReturn relative to average drawdown | 0.94 | 14.09 | -13.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HIMX | SOXL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.22 | 1.93 | -1.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.08 | 0.05 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.00 | 0.42 | -0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.06 | 0.36 | -0.30 |
Correlation
The correlation between HIMX and SOXL is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
HIMX vs. SOXL - Dividend Comparison
HIMX's dividend yield for the trailing twelve months is around 4.62%, more than SOXL's 0.15% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HIMX Himax Technologies, Inc. | 4.62% | 4.52% | 3.61% | 7.91% | 20.13% | 1.64% | 0.00% | 0.00% | 2.62% | 2.21% | 1.99% | 3.54% |
SOXL Direxion Daily Semiconductor Bull 3x Shares | 0.15% | 0.34% | 1.18% | 0.51% | 1.07% | 0.04% | 0.05% | 0.38% | 1.30% | 0.09% | 4.84% | 0.00% |
Drawdowns
HIMX vs. SOXL - Drawdown Comparison
The maximum HIMX drawdown since its inception was -87.60%, roughly equal to the maximum SOXL drawdown of -90.46%. Use the drawdown chart below to compare losses from any high point for HIMX and SOXL.
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Drawdown Indicators
| HIMX | SOXL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.60% | -90.46% | +2.86% |
Max Drawdown (1Y)Largest decline over 1 year | -29.00% | -49.26% | +20.26% |
Max Drawdown (5Y)Largest decline over 5 years | -66.23% | -90.46% | +24.23% |
Max Drawdown (10Y)Largest decline over 10 years | -86.74% | -90.46% | +3.72% |
Current DrawdownCurrent decline from peak | -35.50% | -27.28% | -8.22% |
Average DrawdownAverage peak-to-trough decline | -50.06% | -35.34% | -14.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.17% | 16.23% | -2.06% |
Volatility
HIMX vs. SOXL - Volatility Comparison
The current volatility for Himax Technologies, Inc. (HIMX) is 25.00%, while Direxion Daily Semiconductor Bull 3x Shares (SOXL) has a volatility of 38.35%. This indicates that HIMX 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
| HIMX | SOXL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 25.00% | 38.35% | -13.35% |
Volatility (6M)Calculated over the trailing 6-month period | 41.09% | 79.93% | -38.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 55.13% | 119.50% | -64.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.20% | 105.40% | -46.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 62.30% | 97.72% | -35.42% |