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MIDU vs. SOXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MIDU vs. SOXS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Mid Cap Bull 3X Shares (MIDU) and Direxion Daily Semiconductor Bear 3x Shares (SOXS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MIDU achieves a 39.05% return, which is significantly higher than SOXS's -91.63% return. Over the past 10 years, MIDU has outperformed SOXS with an annualized return of 11.79%, while SOXS has yielded a comparatively lower -78.82% annualized return.


MIDU

1D
1.03%
1M
7.52%
YTD
39.05%
6M
36.50%
1Y
68.28%
3Y*
28.14%
5Y*
2.80%
10Y*
11.79%

SOXS

1D
5.91%
1M
-54.82%
YTD
-91.63%
6M
-91.49%
1Y
-97.52%
3Y*
-86.60%
5Y*
-79.43%
10Y*
-78.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MIDU vs. SOXS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MIDU
Direxion Daily Mid Cap Bull 3X Shares
39.05%-2.75%20.32%27.79%-49.27%72.89%-18.31%77.38%-39.21%46.86%
SOXS
Direxion Daily Semiconductor Bear 3x Shares
-91.63%-85.53%-59.55%-84.56%15.76%-80.94%-92.90%-83.81%-19.39%-69.39%

Correlation

The correlation between MIDU and SOXS is -0.62, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.62

Correlation (3Y)
Calculated over the trailing 3-year period

-0.62

Correlation (5Y)
Calculated over the trailing 5-year period

-0.68

Correlation (10Y)
Calculated over the trailing 10-year period

-0.67

Correlation (All Time)
Calculated using the full available price history since Mar 12, 2010

-0.71

The correlation between MIDU and SOXS has been stable across timeframes, ranging from -0.71 to -0.62 - a consistent structural relationship.

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Return for Risk

MIDU vs. SOXS — Risk / Return Rank

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

MIDU
MIDU Risk / Return Rank: 4646
Overall Rank
MIDU Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
MIDU Sortino Ratio Rank: 4242
Sortino Ratio Rank
MIDU Omega Ratio Rank: 4040
Omega Ratio Rank
MIDU Calmar Ratio Rank: 5454
Calmar Ratio Rank
MIDU Martin Ratio Rank: 5252
Martin Ratio Rank

SOXS
SOXS Risk / Return Rank: 11
Overall Rank
SOXS Sharpe Ratio Rank: 22
Sharpe Ratio Rank
SOXS Sortino Ratio Rank: 00
Sortino Ratio Rank
SOXS Omega Ratio Rank: 00
Omega Ratio Rank
SOXS Calmar Ratio Rank: 00
Calmar Ratio Rank
SOXS Martin Ratio Rank: 22
Martin Ratio Rank
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.

MIDU vs. SOXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Mid Cap Bull 3X Shares (MIDU) and Direxion Daily Semiconductor Bear 3x Shares (SOXS). 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.


MIDUSOXSDifference
Sharpe ratioReturn per unit of total volatility

+2.44

Sortino ratioReturn per unit of downside risk

+5.92

Omega ratioGain probability vs. loss probability

1.25

0.59

+0.66

Calmar ratioReturn relative to maximum drawdown

2.66

-1.00

+3.66

Martin ratioReturn relative to average drawdown

8.83

-1.43

+10.26

MIDU vs. SOXS - Sharpe Ratio Comparison

The current MIDU Sharpe Ratio is 1.48, which is higher than the SOXS Sharpe Ratio of -0.96. The chart below compares the historical Sharpe Ratios of MIDU and SOXS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


MIDUSOXSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

-0.96

+2.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

-0.74

+0.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

-0.79

+0.97

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

-0.79

+1.14

Drawdowns

MIDU vs. SOXS - Drawdown Comparison

The maximum MIDU drawdown since its inception was -86.26%, smaller than the maximum SOXS drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for MIDU and SOXS.


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Drawdown Indicators


MIDUSOXSDifference

Max Drawdown

Largest peak-to-trough decline

-86.26%

-100.00%

+13.74%

Max Drawdown (1Y)

Largest decline over 1 year

-25.80%

-97.68%

+71.88%

Max Drawdown (3Y)

Largest decline over 3 years

-60.41%

-99.80%

+39.39%

Max Drawdown (5Y)

Largest decline over 5 years

-64.14%

-99.97%

+35.83%

Max Drawdown (10Y)

Largest decline over 10 years

-86.26%

-100.00%

+13.74%

Current Drawdown

Current decline from peak

-3.21%

-100.00%

+96.79%

Average Drawdown

Average peak-to-trough decline

-22.43%

-92.61%

+70.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.76%

68.11%

-60.35%

Volatility

MIDU vs. SOXS - Volatility Comparison

The current volatility for Direxion Daily Mid Cap Bull 3X Shares (MIDU) is 12.47%, while Direxion Daily Semiconductor Bear 3x Shares (SOXS) has a volatility of 44.24%. This indicates that MIDU experiences smaller price fluctuations and is considered to be less risky than SOXS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MIDUSOXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.47%

44.24%

-31.77%

Volatility (6M)

Calculated over the trailing 6-month period

33.69%

84.19%

-50.50%

Volatility (1Y)

Calculated over the trailing 1-year period

46.28%

102.19%

-55.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.44%

108.21%

-48.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

63.58%

100.48%

-36.90%

MIDU vs. SOXS - Expense Ratio Comparison

MIDU has a 1.06% expense ratio, which is lower than SOXS's 1.08% expense ratio.


Dividends

MIDU vs. SOXS - Dividend Comparison

MIDU's dividend yield for the trailing twelve months is around 0.64%, less than SOXS's 64.53% yield.


PositionTTM2025202420232022202120202019201820172016
MIDU
Direxion Daily Mid Cap Bull 3X Shares
0.64%1.04%1.10%1.43%0.11%0.00%0.06%0.71%0.70%2.67%1.89%
SOXS
Direxion Daily Semiconductor Bear 3x Shares
64.53%10.79%5.45%9.22%0.19%0.00%3.58%2.30%0.76%0.00%0.00%

Frequently Asked Questions


MIDU and SOXS have a correlation of -0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOXS has higher volatility (44.24%) compared to MIDU (12.47%). In terms of maximum drawdown, MIDU dropped -86.26% vs SOXS's -100.00%.

On 10-year performance, MIDU leads with 11.79% vs -78.82% for SOXS. On fees, MIDU is cheaper at 1.06% per year. On volatility, MIDU has been the lower-risk option at 12.47%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, MIDU has performed better with a 11.79% return vs -78.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MIDU is cheaper with a 1.06% expense ratio, compared with 1.08% for SOXS.

SOXS has the higher dividend yield at 64.53%, compared with 0.64% for MIDU.

MIDU is categorized as Leveraged Equities, while SOXS is Inverse Equities. MIDU tracks S&P MidCap 400 Index (300%), while SOXS tracks PHLX Semiconductor Index (-300%). Their fees differ too: 1.06% for MIDU and 1.08% for SOXS.

MIDU currently has the higher Sharpe Ratio (1.48 vs -0.95), 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.

Portfolio Optimizer

Find the right allocation for MIDU and SOXS

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