INDV vs. SOXL
INDV (Indivior PLC Ordinary Shares) is a stock, while SOXL (Direxion Daily Semiconductor Bull 3X ETF) is Leveraged Equities fund tracking the ICE Semiconductor Index. Over the past 10 years, INDV returned 28.72%/yr vs 64.42%/yr for SOXL. At a 0.06 correlation, their price movements are largely independent.
Performance
INDV vs. SOXL - Performance Comparison
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Returns By Period
In the year-to-date period, INDV achieves a 15.58% return, which is significantly lower than SOXL's 446.21% return. Over the past 10 years, INDV has underperformed SOXL with an annualized return of 28.72%, while SOXL has yielded a comparatively higher 64.42% annualized return.
INDV
- 1D
- 3.78%
- 1M
- 10.50%
- YTD
- 15.58%
- 6M
- 14.68%
- 1Y
- 197.92%
- 3Y*
- 22.07%
- 5Y*
- 83.28%
- 10Y*
- 28.72%
SOXL
- 1D
- -0.80%
- 1M
- 20.47%
- YTD
- 446.21%
- 6M
- 419.27%
- 1Y
- 858.82%
- 3Y*
- 120.25%
- 5Y*
- 42.22%
- 10Y*
- 64.42%
INDV vs. SOXL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
INDV Indivior PLC Ordinary Shares | 15.58% | 188.66% | -18.60% | -29.79% | 530.43% | 135.49% | 181.73% | -61.48% | -75.45% | 54.91% |
SOXL Direxion Daily Semiconductor Bull 3X ETF | 446.21% | 54.91% | -12.31% | 226.98% | -85.66% | 118.84% | 70.04% | 231.83% | -39.07% | 141.71% |
Correlation
The correlation between INDV and SOXL is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Dec 29, 2014 | 0.06 |
The correlation between INDV and SOXL shifts across timeframes, from 0.06 (1 year) to 0.19 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
INDV vs. SOXL — Risk / Return Rank
INDV
SOXL
INDV vs. SOXL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Indivior PLC Ordinary Shares (INDV) 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.
| INDV | SOXL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.47 | ||
| Sortino ratioReturn per unit of downside risk | +2.38 | ||
| Omega ratioGain probability vs. loss probability | 1.74 | 1.56 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 9.32 | 19.95 | -10.63 |
| Martin ratioReturn relative to average drawdown | 26.61 | 63.67 | -37.06 |
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Drawdowns
INDV vs. SOXL - Drawdown Comparison
The maximum INDV drawdown since its inception was -93.82%, roughly equal to the maximum SOXL drawdown of -90.46%. Use the drawdown chart below to compare losses from any high point for INDV and SOXL.
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Drawdown Indicators
| INDV | SOXL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.82% | -90.46% | -3.36% |
Max Drawdown (1Y)Largest decline over 1 year | -21.37% | -43.47% | +22.10% |
Max Drawdown (3Y)Largest decline over 3 years | -69.89% | -87.88% | +17.99% |
Max Drawdown (5Y)Largest decline over 5 years | -69.89% | -90.46% | +20.57% |
Max Drawdown (10Y)Largest decline over 10 years | -93.82% | -90.46% | -3.36% |
Current DrawdownCurrent decline from peak | 0.00% | -23.67% | +23.67% |
Average DrawdownAverage peak-to-trough decline | -38.02% | -34.95% | -3.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.47% | 13.60% | -6.13% |
Volatility
INDV vs. SOXL - Volatility Comparison
The current volatility for Indivior PLC Ordinary Shares (INDV) is 11.30%, while Direxion Daily Semiconductor Bull 3X ETF (SOXL) has a volatility of 68.18%. This indicates that INDV 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
| INDV | SOXL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.30% | 68.18% | -56.88% |
Volatility (6M)Calculated over the trailing 6-month period | 25.86% | 99.65% | -73.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.00% | 116.81% | -76.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 186.86% | 110.33% | +76.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 149.37% | 100.60% | +48.77% |
Dividends
INDV vs. SOXL - Dividend Comparison
Neither INDV nor SOXL has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
INDV Indivior PLC Ordinary Shares | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2.68% | 1.18% |
SOXL Direxion Daily Semiconductor Bull 3X ETF | 0.00% | 0.34% | 1.18% | 0.51% | 1.07% | 0.04% | 0.05% | 0.38% | 1.30% | 0.09% | 4.84% | 0.00% |
Frequently Asked Questions
INDV and SOXL have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXL has higher volatility (68.18%) compared to INDV (11.30%). In terms of maximum drawdown, INDV dropped -93.82% vs SOXL's -90.46%.
SOXL currently has the higher Sharpe Ratio (7.45 vs 4.98), 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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