LULU vs. SOXL
Compare and contrast key facts about Lululemon Athletica Inc. (LULU) 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LULU or SOXL.
Performance
LULU vs. SOXL - Performance Comparison
Returns By Period
In the year-to-date period, LULU achieves a -38.63% return, which is significantly lower than SOXL's -14.64% return. Over the past 10 years, LULU has underperformed SOXL with an annualized return of 21.25%, while SOXL has yielded a comparatively higher 30.98% annualized return.
LULU
-38.63%
7.60%
-6.32%
-25.72%
7.69%
21.25%
SOXL
-14.64%
-22.63%
-41.01%
18.24%
12.05%
30.98%
Key characteristics
| LULU | SOXL | |
|---|---|---|
| Sharpe Ratio | -0.71 | 0.19 |
| Sortino Ratio | -0.82 | 0.96 |
| Omega Ratio | 0.89 | 1.12 |
| Calmar Ratio | -0.47 | 0.27 |
| Martin Ratio | -0.74 | 0.60 |
| Ulcer Index | 34.19% | 31.18% |
| Daily Std Dev | 35.51% | 100.74% |
| Max Drawdown | -92.24% | -90.46% |
| Current Drawdown | -38.63% | -62.71% |
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Correlation
The correlation between LULU and SOXL is 0.44, 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.
Risk-Adjusted Performance
LULU vs. SOXL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lululemon Athletica Inc. (LULU) 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.
Dividends
LULU vs. SOXL - Dividend Comparison
LULU has not paid dividends to shareholders, while SOXL's dividend yield for the trailing twelve months is around 1.15%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
LULU Lululemon Athletica Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SOXL Direxion Daily Semiconductor Bull 3x Shares | 1.15% | 0.51% | 1.08% | 0.04% | 0.05% | 0.38% | 1.30% | 0.09% | 4.84% | 0.00% | 0.00% |
Drawdowns
LULU vs. SOXL - Drawdown Comparison
The maximum LULU drawdown since its inception was -92.24%, roughly equal to the maximum SOXL drawdown of -90.46%. Use the drawdown chart below to compare losses from any high point for LULU and SOXL. For additional features, visit the drawdowns tool.
Volatility
LULU vs. SOXL - Volatility Comparison
The current volatility for Lululemon Athletica Inc. (LULU) is 10.99%, while Direxion Daily Semiconductor Bull 3x Shares (SOXL) has a volatility of 26.27%. This indicates that LULU 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.