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QCMD vs. SOXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QCMD vs. SOXS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily QCOM Bear 1X Shares (QCMD) 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, QCMD achieves a -38.50% return, which is significantly higher than SOXS's -91.63% return.


QCMD

1D
2.78%
1M
-28.50%
YTD
-38.50%
6M
-37.36%
1Y
3Y*
5Y*
10Y*

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)

QCMD vs. SOXS - Yearly Performance Comparison


Correlation

The correlation between QCMD and SOXS is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 26, 2025

0.57

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Return for Risk

QCMD vs. SOXS — Risk / Return Rank

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

QCMD

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.

QCMD vs. SOXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily QCOM Bear 1X Shares (QCMD) 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.


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

QCMD vs. SOXS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


QCMDSOXSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.01

-0.79

-0.23

Drawdowns

QCMD vs. SOXS - Drawdown Comparison

The maximum QCMD drawdown since its inception was -56.03%, smaller than the maximum SOXS drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for QCMD and SOXS.


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Drawdown Indicators


QCMDSOXSDifference

Max Drawdown

Largest peak-to-trough decline

-56.03%

-100.00%

+43.97%

Max Drawdown (1Y)

Largest decline over 1 year

-97.68%

Max Drawdown (3Y)

Largest decline over 3 years

-99.80%

Max Drawdown (5Y)

Largest decline over 5 years

-99.97%

Max Drawdown (10Y)

Largest decline over 10 years

-100.00%

Current Drawdown

Current decline from peak

-54.81%

-100.00%

+45.19%

Average Drawdown

Average peak-to-trough decline

-13.32%

-92.61%

+79.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

68.11%

Volatility

QCMD vs. SOXS - Volatility Comparison


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Volatility by Period


QCMDSOXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

44.24%

Volatility (6M)

Calculated over the trailing 6-month period

84.19%

Volatility (1Y)

Calculated over the trailing 1-year period

47.28%

102.19%

-54.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.28%

108.21%

-60.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.28%

100.48%

-53.20%

QCMD vs. SOXS - Expense Ratio Comparison

QCMD has a 1.00% expense ratio, which is lower than SOXS's 1.08% expense ratio.


Dividends

QCMD vs. SOXS - Dividend Comparison

QCMD's dividend yield for the trailing twelve months is around 3.86%, less than SOXS's 64.53% yield.


PositionTTM20252024202320222021202020192018
QCMD
Direxion Daily QCOM Bear 1X Shares
3.86%1.77%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%

Frequently Asked Questions


QCMD and SOXS have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QCMD is cheaper at 1.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QCMD is cheaper with a 1.00% expense ratio, compared with 1.08% for SOXS.

SOXS has the higher dividend yield at 64.53%, compared with 3.86% for QCMD.

Their fees differ too: 1.00% for QCMD and 1.08% for SOXS.

Portfolio Optimizer

Find the right allocation for QCMD and SOXS

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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