RBLX vs. SOXL

Last updated Jul 15, 2026

RBLX (Roblox Corporation) is a stock, while SOXL (Direxion Daily Semiconductor Bull 3X ETF) is Leveraged Equities fund tracking the ICE Semiconductor Index. Over the past 5 years, RBLX returned -6.76%/yr vs 35.80%/yr for SOXL. At a 0.40 correlation, their price movements are largely independent.

Performance

RBLX vs. SOXL - Performance Comparison

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

Returns By Period

In the year-to-date period, RBLX achieves a -32.78% return, which is significantly lower than SOXL's 320.32% return.

RBLX

• 1D: -1.02%
• 1M: 25.77%
• 6M: -35.77%
• YTD: -32.78%
• 1Y: -51.29%
• 3Y*: 8.20%
• 5Y*: -6.76%
• 10Y*: —

SOXL

• 1D: 6.83%
• 1M: -24.72%
• 6M: 215.07%
• YTD: 320.32%
• 1Y: 566.84%
• 3Y*: 90.03%
• 5Y*: 35.80%
• 10Y*: 57.12%

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

RBLX vs. SOXL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
RBLX Roblox Corporation	-32.78%	40.04%	26.55%	60.65%	-72.41%	59.94%
SOXL Direxion Daily Semiconductor Bull 3X ETF	320.32%	54.91%	-12.31%	226.98%	-85.66%	109.73%

Correlation

The correlation between RBLX and SOXL is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.15
Correlation (3Y) Calculated over the trailing 3-year period	0.29
Correlation (5Y) Calculated over the trailing 5-year period	0.40
Correlation (All Time) Calculated using the full available price history since Mar 10, 2021	0.40

Over the past year, the correlation between RBLX and SOXL has dropped to 0.15 - well below their long-term average of 0.40, suggesting their price drivers have been diverging.

Return for Risk

RBLX vs. SOXL — Risk / Return Rank

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

RBLX

RBLX Risk / Return Rank: 14
RBLX Sharpe Ratio Rank: 10
RBLX Sortino Ratio Rank: 11
RBLX Omega Ratio Rank: 12
RBLX Calmar Ratio Rank: 16
RBLX Martin Ratio Rank: 19

SOXL

SOXL Risk / Return Rank: 94
SOXL Sharpe Ratio Rank: 98
SOXL Sortino Ratio Rank: 88
SOXL Omega Ratio Rank: 90
SOXL Calmar Ratio Rank: 98
SOXL Martin Ratio Rank: 97

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.

RBLX vs. SOXL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roblox Corporation (RBLX) 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.

	RBLX	SOXL	Difference
Sharpe ratio: Return per unit of total volatility	-0.82	4.62	-5.44
Sortino ratio: Return per unit of downside risk	-1.11	3.20	-4.31
Omega ratio: Gain probability vs. loss probability	0.86	1.45	-0.58
Calmar ratio: Return relative to maximum drawdown	-0.73	12.70	-13.42
Martin ratio: Return relative to average drawdown	-1.13	36.42	-37.55

RBLX vs. SOXL - Sharpe Ratio Comparison

The current RBLX Sharpe Ratio is -0.82, which is lower than the SOXL Sharpe Ratio of 4.62. The chart below compares the historical Sharpe Ratios of RBLX and SOXL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

RBLX vs. SOXL - Drawdown Comparison

The maximum RBLX drawdown since its inception was -82.79%, smaller than the maximum SOXL drawdown of -90.46%. Use the drawdown chart below to compare losses from any high point for RBLX and SOXL.

Drawdown Indicators

	RBLX	SOXL	Difference
Max Drawdown Largest peak-to-trough decline	-82.79%	-90.46%	+7.67%
Max Drawdown (1Y) Largest decline over 1 year	-70.82%	-45.05%	-25.77%
Max Drawdown (3Y) Largest decline over 3 years	-70.82%	-87.88%	+17.06%
Max Drawdown (5Y) Largest decline over 5 years	-82.79%	-90.46%	+7.67%
Max Drawdown (10Y) Largest decline over 10 years	—	-90.46%	—
Current Drawdown Current decline from peak	-61.52%	-41.26%	-20.26%
Average Drawdown Average peak-to-trough decline	-53.16%	-34.94%	-18.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	45.40%	15.67%	+29.73%

Volatility

RBLX vs. SOXL - Volatility Comparison

The current volatility for Roblox Corporation (RBLX) is 22.48%, while Direxion Daily Semiconductor Bull 3X ETF (SOXL) has a volatility of 62.00%. This indicates that RBLX experiences smaller price fluctuations and is considered to be less risky than SOXL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RBLX	SOXL	Difference
Volatility (1M) Calculated over the trailing 1-month period	22.48%	62.00%	-39.52%
Volatility (6M) Calculated over the trailing 6-month period	52.18%	108.24%	-56.06%
Volatility (1Y) Calculated over the trailing 1-year period	63.21%	123.87%	-60.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	69.65%	111.87%	-42.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	70.25%	101.35%	-31.10%

Dividends

RBLX vs. SOXL - Dividend Comparison

RBLX has not paid dividends to shareholders, while SOXL's dividend yield for the trailing twelve months is around 0.01%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
RBLX Roblox Corporation	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	0.01%	0.34%	1.18%	0.51%	1.07%	0.04%	0.05%	0.38%	1.30%	0.09%	4.84%

Frequently Asked Questions

Can I hold both RBLX and SOXL in my portfolio?

RBLX and SOXL have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RBLX or SOXL?

SOXL has higher volatility (62.00%) compared to RBLX (22.48%). In terms of maximum drawdown, RBLX dropped -82.79% vs SOXL's -90.46%.

Which has better risk-adjusted returns?

SOXL currently has the higher Sharpe Ratio (4.62 vs -0.82), 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.