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OKLL vs. SOXL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OKLL vs. SOXL - Performance Comparison

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

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Returns By Period

In the year-to-date period, OKLL achieves a -64.46% return, which is significantly lower than SOXL's 450.61% return.


OKLL

1D
-4.03%
1M
-30.54%
YTD
-64.46%
6M
-73.01%
1Y
-73.38%
3Y*
5Y*
10Y*

SOXL

1D
-23.06%
1M
21.44%
YTD
450.61%
6M
429.57%
1Y
976.09%
3Y*
120.84%
5Y*
42.16%
10Y*
64.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OKLL vs. SOXL - Yearly Performance Comparison


Correlation

The correlation between OKLL and SOXL is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 24, 2025

0.47

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Return for Risk

OKLL vs. SOXL — Risk / Return Rank

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

OKLL

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


SOXL
SOXL Risk / Return Rank: 9696
Overall Rank
SOXL Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
SOXL Sortino Ratio Rank: 9090
Sortino Ratio Rank
SOXL Omega Ratio Rank: 9292
Omega Ratio Rank
SOXL Calmar Ratio Rank: 9999
Calmar Ratio Rank
SOXL Martin Ratio Rank: 9898
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.

OKLL vs. SOXL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Daily Target 2x Long OKLO ETF (OKLL) 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.


OKLLSOXLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.58

Calmar ratioReturn relative to maximum drawdown

22.69

Martin ratioReturn relative to average drawdown

72.83

OKLL vs. SOXL - Sharpe Ratio Comparison


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Drawdowns

OKLL vs. SOXL - Drawdown Comparison

The maximum OKLL drawdown since its inception was -96.29%, which is greater than SOXL's maximum drawdown of -90.46%. Use the drawdown chart below to compare losses from any high point for OKLL and SOXL.


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Drawdown Indicators


OKLLSOXLDifference

Max Drawdown

Largest peak-to-trough decline

-96.29%

-90.46%

-5.83%

Max Drawdown (1Y)

Largest decline over 1 year

-96.29%

-43.47%

-52.82%

Max Drawdown (3Y)

Largest decline over 3 years

-87.88%

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

-95.70%

-23.06%

-72.64%

Average Drawdown

Average peak-to-trough decline

-62.40%

-34.95%

-27.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.52%

Volatility

OKLL vs. SOXL - Volatility Comparison


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Volatility by Period


OKLLSOXLDifference

Volatility (1M)

Calculated over the trailing 1-month period

68.39%

Volatility (6M)

Calculated over the trailing 6-month period

99.84%

Volatility (1Y)

Calculated over the trailing 1-year period

202.78%

116.79%

+85.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

202.78%

110.35%

+92.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

202.78%

100.62%

+102.16%

OKLL vs. SOXL - Expense Ratio Comparison

OKLL has a 1.31% expense ratio, which is higher than SOXL's 0.75% expense ratio.


Dividends

OKLL vs. SOXL - Dividend Comparison

OKLL has not paid dividends to shareholders, while SOXL's dividend yield for the trailing twelve months is around 0.03%.


PositionTTM2025202420232022202120202019201820172016
OKLL
Defiance Daily Target 2x Long OKLO ETF
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 ETF
0.03%0.34%1.18%0.51%1.07%0.04%0.05%0.38%1.30%0.09%4.84%

Frequently Asked Questions


OKLL and SOXL have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On 1-year performance, SOXL leads with 976.09% vs -73.38% for OKLL. On fees, SOXL is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, SOXL has performed better with a 976.09% return vs -73.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SOXL is cheaper with a 0.75% expense ratio, compared with 1.31% for OKLL.

SOXL has the higher dividend yield at 0.03%, compared with 0.00% for OKLL.

They also come from different issuers: Defiance and Direxion. Their fees differ too: 1.31% for OKLL and 0.75% for SOXL.

Portfolio Optimizer

Find the right allocation for OKLL and SOXL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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