MARUY vs. SOXL

Last updated Jun 25, 2026

MARUY (Marubeni Corp ADR) 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, MARUY returned 21.70%/yr vs 64.42%/yr for SOXL. At a 0.28 correlation, their price movements are largely independent.

Performance

MARUY vs. SOXL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Marubeni Corp ADR (MARUY) and Direxion Daily Semiconductor Bull 3X ETF (SOXL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MARUY achieves a 4.93% return, which is significantly lower than SOXL's 446.21% return. Over the past 10 years, MARUY has underperformed SOXL with an annualized return of 21.70%, while SOXL has yielded a comparatively higher 64.42% annualized return.

MARUY

• 1D: -1.36%
• 1M: -12.60%
• YTD: 4.93%
• 6M: 3.88%
• 1Y: 46.71%
• 3Y*: 19.41%
• 5Y*: 27.30%
• 10Y*: 21.70%

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%

*Multi-year figures are annualized to reflect compound growth (CAGR)

MARUY vs. SOXL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MARUY Marubeni Corp ADR	4.93%	87.40%	-2.29%	36.86%	17.84%	45.49%	-11.55%	5.25%	1.47%	27.78%
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 MARUY and SOXL is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.35
Correlation (3Y) Calculated over the trailing 3-year period	0.35
Correlation (5Y) Calculated over the trailing 5-year period	0.31
Correlation (10Y) Calculated over the trailing 10-year period	0.25
Correlation (All Time) Calculated using the full available price history since Mar 11, 2010	0.28

The correlation between MARUY and SOXL shifts across timeframes, from 0.25 (10 years) to 0.35 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

MARUY vs. SOXL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MARUY

MARUY Risk / Return Rank: 77
MARUY Sharpe Ratio Rank: 82
MARUY Sortino Ratio Rank: 78
MARUY Omega Ratio Rank: 75
MARUY Calmar Ratio Rank: 72
MARUY Martin Ratio Rank: 77

SOXL

SOXL Risk / Return Rank: 96
SOXL Sharpe Ratio Rank: 99
SOXL Sortino Ratio Rank: 91
SOXL Omega Ratio Rank: 92
SOXL Calmar Ratio Rank: 99
SOXL Martin Ratio Rank: 98

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MARUY vs. SOXL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Marubeni Corp ADR (MARUY) 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.

	MARUY	SOXL	Difference
Sharpe ratio: Return per unit of total volatility	1.46	7.45	-6.00
Sortino ratio: Return per unit of downside risk	2.04	3.87	-1.84
Omega ratio: Gain probability vs. loss probability	1.25	1.56	-0.31
Calmar ratio: Return relative to maximum drawdown	1.61	19.95	-18.35
Martin ratio: Return relative to average drawdown	4.86	63.67	-58.81

MARUY vs. SOXL - Sharpe Ratio Comparison

The current MARUY Sharpe Ratio is 1.46, which is lower than the SOXL Sharpe Ratio of 7.45. The chart below compares the historical Sharpe Ratios of MARUY and SOXL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

MARUY vs. SOXL - Drawdown Comparison

The maximum MARUY drawdown since its inception was -71.93%, smaller than the maximum SOXL drawdown of -90.46%. Use the drawdown chart below to compare losses from any high point for MARUY and SOXL.

Drawdown Indicators

	MARUY	SOXL	Difference
Max Drawdown Largest peak-to-trough decline	-71.93%	-90.46%	+18.53%
Max Drawdown (1Y) Largest decline over 1 year	-29.19%	-43.47%	+14.28%
Max Drawdown (3Y) Largest decline over 3 years	-29.19%	-87.88%	+58.69%
Max Drawdown (5Y) Largest decline over 5 years	-29.96%	-90.46%	+60.50%
Max Drawdown (10Y) Largest decline over 10 years	-53.87%	-90.46%	+36.59%
Current Drawdown Current decline from peak	-29.19%	-23.67%	-5.52%
Average Drawdown Average peak-to-trough decline	-27.48%	-34.95%	+7.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.64%	13.60%	-3.96%

Volatility

MARUY vs. SOXL - Volatility Comparison

The current volatility for Marubeni Corp ADR (MARUY) is 10.00%, while Direxion Daily Semiconductor Bull 3X ETF (SOXL) has a volatility of 68.18%. This indicates that MARUY 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.

Volatility by Period

	MARUY	SOXL	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.00%	68.18%	-58.18%
Volatility (6M) Calculated over the trailing 6-month period	27.42%	99.65%	-72.23%
Volatility (1Y) Calculated over the trailing 1-year period	32.23%	116.81%	-84.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.30%	110.33%	-80.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.59%	100.60%	-72.01%

Dividends

MARUY vs. SOXL - Dividend Comparison

Neither MARUY nor SOXL has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
MARUY Marubeni Corp ADR	0.00%	1.27%	1.99%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	1.72%	3.22%
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%

Frequently Asked Questions

Can I hold both MARUY and SOXL in my portfolio?

MARUY and SOXL have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MARUY or SOXL?

SOXL has higher volatility (68.18%) compared to MARUY (10.00%). In terms of maximum drawdown, MARUY dropped -71.93% vs SOXL's -90.46%.

Which has better risk-adjusted returns?

SOXL currently has the higher Sharpe Ratio (7.45 vs 1.46), 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.