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NAIL vs. SOXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NAIL vs. SOXS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Homebuilders & Supplies Bull 3X Shares (NAIL) 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, NAIL achieves a -23.44% return, which is significantly higher than SOXS's -92.10% return. Over the past 10 years, NAIL has outperformed SOXS with an annualized return of 3.96%, while SOXS has yielded a comparatively lower -78.92% annualized return.


NAIL

1D
-2.39%
1M
1.50%
YTD
-23.44%
6M
-42.68%
1Y
-20.27%
3Y*
-11.78%
5Y*
-14.07%
10Y*
3.96%

SOXS

1D
-5.03%
1M
-62.97%
YTD
-92.10%
6M
-91.70%
1Y
-97.75%
3Y*
-86.64%
5Y*
-79.66%
10Y*
-78.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NAIL vs. SOXS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NAIL
Direxion Daily Homebuilders & Supplies Bull 3X Shares
-23.44%-40.43%-22.83%259.61%-75.23%168.20%-32.08%184.63%-73.96%268.71%
SOXS
Direxion Daily Semiconductor Bear 3x Shares
-92.10%-85.53%-59.55%-84.56%15.76%-80.94%-92.90%-83.81%-19.39%-69.39%

Correlation

The correlation between NAIL and SOXS is -0.32, 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

-0.32

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

-0.39

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

-0.49

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

-0.48

Correlation (All Time)
Calculated using the full available price history since Aug 20, 2015

-0.47

The correlation between NAIL and SOXS shifts across timeframes, from -0.49 (5 years) to -0.32 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

NAIL vs. SOXS — Risk / Return Rank

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

NAIL
NAIL Risk / Return Rank: 77
Overall Rank
NAIL Sharpe Ratio Rank: 66
Sharpe Ratio Rank
NAIL Sortino Ratio Rank: 99
Sortino Ratio Rank
NAIL Omega Ratio Rank: 99
Omega Ratio Rank
NAIL Calmar Ratio Rank: 66
Calmar Ratio Rank
NAIL Martin Ratio Rank: 66
Martin Ratio Rank

SOXS
SOXS Risk / Return Rank: 11
Overall Rank
SOXS Sharpe Ratio Rank: 11
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: 11
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.

NAIL vs. SOXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Homebuilders & Supplies Bull 3X Shares (NAIL) 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.


NAILSOXSDifference
Sharpe ratioReturn per unit of total volatility

+0.73

Sortino ratioReturn per unit of downside risk

+4.21

Omega ratioGain probability vs. loss probability

1.03

0.58

+0.45

Calmar ratioReturn relative to maximum drawdown

-0.30

-1.00

+0.70

Martin ratioReturn relative to average drawdown

-0.53

-1.44

+0.91

NAIL vs. SOXS - Sharpe Ratio Comparison

The current NAIL Sharpe Ratio is -0.23, which is higher than the SOXS Sharpe Ratio of -0.96. The chart below compares the historical Sharpe Ratios of NAIL 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


NAILSOXSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.23

-0.96

+0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.16

-0.74

+0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.04

-0.79

+0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.00

-0.79

+0.79

Drawdowns

NAIL vs. SOXS - Drawdown Comparison

The maximum NAIL drawdown since its inception was -93.75%, smaller than the maximum SOXS drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for NAIL and SOXS.


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Drawdown Indicators


NAILSOXSDifference

Max Drawdown

Largest peak-to-trough decline

-93.75%

-100.00%

+6.25%

Max Drawdown (1Y)

Largest decline over 1 year

-67.85%

-97.68%

+29.83%

Max Drawdown (3Y)

Largest decline over 3 years

-82.09%

-99.80%

+17.71%

Max Drawdown (5Y)

Largest decline over 5 years

-84.40%

-99.97%

+15.57%

Max Drawdown (10Y)

Largest decline over 10 years

-93.75%

-100.00%

+6.25%

Current Drawdown

Current decline from peak

-78.12%

-100.00%

+21.88%

Average Drawdown

Average peak-to-trough decline

-43.80%

-92.60%

+48.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

38.18%

68.64%

-30.46%

Volatility

NAIL vs. SOXS - Volatility Comparison

The current volatility for Direxion Daily Homebuilders & Supplies Bull 3X Shares (NAIL) is 24.23%, while Direxion Daily Semiconductor Bear 3x Shares (SOXS) has a volatility of 44.22%. This indicates that NAIL 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


NAILSOXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.23%

44.22%

-19.99%

Volatility (6M)

Calculated over the trailing 6-month period

60.86%

83.94%

-23.08%

Volatility (1Y)

Calculated over the trailing 1-year period

87.63%

102.18%

-14.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

86.99%

108.21%

-21.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

89.20%

100.48%

-11.28%

NAIL vs. SOXS - Expense Ratio Comparison

NAIL has a 0.99% expense ratio, which is lower than SOXS's 1.08% expense ratio.


Dividends

NAIL vs. SOXS - Dividend Comparison

NAIL's dividend yield for the trailing twelve months is around 1.04%, less than SOXS's 68.34% yield.


PositionTTM202520242023202220212020201920182017
NAIL
Direxion Daily Homebuilders & Supplies Bull 3X Shares
1.04%1.55%0.63%0.22%0.00%0.00%0.01%0.17%0.35%1.25%
SOXS
Direxion Daily Semiconductor Bear 3x Shares
68.34%10.79%5.45%9.22%0.19%0.00%3.58%2.30%0.76%0.00%

Frequently Asked Questions


NAIL and SOXS have a correlation of -0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOXS has higher volatility (44.22%) compared to NAIL (24.23%). In terms of maximum drawdown, NAIL dropped -93.75% vs SOXS's -100.00%.

On 10-year performance, NAIL leads with 3.96% vs -78.92% for SOXS. On fees, NAIL is cheaper at 0.99% per year. On volatility, NAIL has been the lower-risk option at 24.23%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, NAIL has performed better with a 3.96% return vs -78.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

NAIL is cheaper with a 0.99% expense ratio, compared with 1.08% for SOXS.

SOXS has the higher dividend yield at 68.34%, compared with 1.04% for NAIL.

NAIL tracks Dow Jones U.S. Select Home Construction Index (300%), while SOXS tracks PHLX Semiconductor Index (-300%). Their fees differ too: 0.99% for NAIL and 1.08% for SOXS.

NAIL currently has the higher Sharpe Ratio (-0.23 vs -0.96), 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 NAIL and SOXS

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