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MUU vs. SOXL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MUU vs. SOXL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily MU Bull 2X Shares (MUU) and Direxion Daily Semiconductor Bull 3x Shares (SOXL). The values are adjusted to include any dividend payments, if applicable.

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MUU vs. SOXL - Yearly Performance Comparison


2026 (YTD)20252024
MUU
Direxion Daily MU Bull 2X Shares
41.27%599.03%-43.09%
SOXL
Direxion Daily Semiconductor Bull 3x Shares
24.34%54.91%-27.60%

Returns By Period

In the year-to-date period, MUU achieves a 41.27% return, which is significantly higher than SOXL's 24.34% return.


MUU

1D
17.77%
1M
-25.73%
YTD
41.27%
6M
205.92%
1Y
904.96%
3Y*
5Y*
10Y*

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

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MUU vs. SOXL - Expense Ratio Comparison

MUU has a 1.06% expense ratio, which is higher than SOXL's 0.99% expense ratio.


Return for Risk

MUU vs. SOXL — Risk / Return Rank

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

MUU
MUU Risk / Return Rank: 9898
Overall Rank
MUU Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
MUU Sortino Ratio Rank: 9797
Sortino Ratio Rank
MUU Omega Ratio Rank: 9696
Omega Ratio Rank
MUU Calmar Ratio Rank: 9999
Calmar Ratio Rank
MUU Martin Ratio Rank: 9999
Martin Ratio Rank

SOXL
SOXL Risk / Return Rank: 9090
Overall Rank
SOXL Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
SOXL Sortino Ratio Rank: 8888
Sortino Ratio Rank
SOXL Omega Ratio Rank: 8686
Omega Ratio Rank
SOXL Calmar Ratio Rank: 9696
Calmar Ratio Rank
SOXL Martin Ratio Rank: 9393
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.

MUU vs. SOXL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily MU Bull 2X Shares (MUU) 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.


MUUSOXLDifference

Sharpe ratio

Return per unit of total volatility

7.00

1.93

+5.07

Sortino ratio

Return per unit of downside risk

3.86

2.46

+1.40

Omega ratio

Gain probability vs. loss probability

1.52

1.35

+0.16

Calmar ratio

Return relative to maximum drawdown

17.99

4.64

+13.35

Martin ratio

Return relative to average drawdown

50.69

14.09

+36.59

MUU vs. SOXL - Sharpe Ratio Comparison

The current MUU Sharpe Ratio is 7.00, which is higher than the SOXL Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of MUU and SOXL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MUUSOXLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

7.00

1.93

+5.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

1.77

0.36

+1.41

Correlation

The correlation between MUU and SOXL is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

MUU vs. SOXL - Dividend Comparison

MUU's dividend yield for the trailing twelve months is around 3.42%, more than SOXL's 0.15% yield.


TTM2025202420232022202120202019201820172016
MUU
Direxion Daily MU Bull 2X Shares
3.42%4.27%0.31%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%

Drawdowns

MUU vs. SOXL - Drawdown Comparison

The maximum MUU drawdown since its inception was -75.07%, smaller than the maximum SOXL drawdown of -90.46%. Use the drawdown chart below to compare losses from any high point for MUU and SOXL.


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Drawdown Indicators


MUUSOXLDifference

Max Drawdown

Largest peak-to-trough decline

-75.07%

-90.46%

+15.39%

Max Drawdown (1Y)

Largest decline over 1 year

-52.72%

-49.26%

-3.46%

Max Drawdown (5Y)

Largest decline over 5 years

-90.46%

Max Drawdown (10Y)

Largest decline over 10 years

-90.46%

Current Drawdown

Current decline from peak

-38.92%

-27.28%

-11.64%

Average Drawdown

Average peak-to-trough decline

-25.08%

-35.34%

+10.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.71%

16.23%

+2.48%

Volatility

MUU vs. SOXL - Volatility Comparison

Direxion Daily MU Bull 2X Shares (MUU) has a higher volatility of 47.51% compared to Direxion Daily Semiconductor Bull 3x Shares (SOXL) at 38.35%. This indicates that MUU's price experiences larger fluctuations and is considered to be riskier 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


MUUSOXLDifference

Volatility (1M)

Calculated over the trailing 1-month period

47.51%

38.35%

+9.16%

Volatility (6M)

Calculated over the trailing 6-month period

99.28%

79.93%

+19.35%

Volatility (1Y)

Calculated over the trailing 1-year period

130.64%

119.50%

+11.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

127.68%

105.40%

+22.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

127.68%

97.72%

+29.96%