SE vs. SOXL

Last updated Apr 2, 2026

Compare and contrast key facts about Sea Limited (SE) and Direxion Daily Semiconductor Bull 3x Shares (SOXL).

SOXL is a passively managed fund by Direxion that tracks the performance of the PHLX Semiconductor Index (300%). It was launched on Mar 11, 2010.

Performance

SE vs. SOXL - Performance Comparison

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

SE vs. SOXL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SE Sea Limited	-35.60%	20.24%	161.98%	-22.16%	-76.74%	12.39%	394.90%	255.30%	-15.08%	-18.02%
SOXL Direxion Daily Semiconductor Bull 3x Shares	24.34%	54.91%	-12.31%	226.98%	-85.66%	118.84%	70.04%	231.83%	-39.07%	3.62%

Returns By Period

In the year-to-date period, SE achieves a -35.60% return, which is significantly lower than SOXL's 24.34% return.

SE

• 1D: -0.78%
• 1M: -21.91%
• YTD: -35.60%
• 6M: -54.86%
• 1Y: -37.97%
• 3Y*: -1.72%
• 5Y*: -19.06%
• 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)

Return for Risk

SE vs. SOXL — Risk / Return Rank

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

SE

SE Risk / Return Rank: 13
SE Sharpe Ratio Rank: 10
SE Sortino Ratio Rank: 12
SE Omega Ratio Rank: 12
SE Calmar Ratio Rank: 20
SE Martin Ratio Rank: 13

SOXL

SOXL Risk / Return Rank: 90
SOXL Sharpe Ratio Rank: 89
SOXL Sortino Ratio Rank: 88
SOXL Omega Ratio Rank: 86
SOXL Calmar Ratio Rank: 96
SOXL Martin Ratio Rank: 93

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.

SE vs. SOXL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sea Limited (SE) 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.

	SE	SOXL	Difference
Sharpe ratio Return per unit of total volatility	-0.73	1.93	-2.66
Sortino ratio Return per unit of downside risk	-0.89	2.46	-3.35
Omega ratio Gain probability vs. loss probability	0.88	1.35	-0.47
Calmar ratio Return relative to maximum drawdown	-0.62	4.64	-5.26
Martin ratio Return relative to average drawdown	-1.36	14.09	-15.45
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SE vs. SOXL - Sharpe Ratio Comparison

The current SE Sharpe Ratio is -0.73, which is lower than the SOXL Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of SE 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.

Sharpe Ratios by Period

	SE	SOXL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.73	1.93	-2.66
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.30	0.05	-0.34
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.42	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.34	0.36	-0.02

Correlation

The correlation between SE and SOXL is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

SE vs. SOXL - Dividend Comparison

SE has not paid dividends to shareholders, while SOXL's dividend yield for the trailing twelve months is around 0.15%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
SE Sea Limited	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 Shares	0.15%	0.34%	1.18%	0.51%	1.07%	0.04%	0.05%	0.38%	1.30%	0.09%	4.84%

Drawdowns

SE vs. SOXL - Drawdown Comparison

The maximum SE drawdown since its inception was -90.51%, roughly equal to the maximum SOXL drawdown of -90.46%. Use the drawdown chart below to compare losses from any high point for SE and SOXL.

Drawdown Indicators

	SE	SOXL	Difference
Max Drawdown Largest peak-to-trough decline	-90.51%	-90.46%	-0.05%
Max Drawdown (1Y) Largest decline over 1 year	-60.22%	-49.26%	-10.96%
Max Drawdown (5Y) Largest decline over 5 years	-90.51%	-90.46%	-0.05%
Max Drawdown (10Y) Largest decline over 10 years	—	-90.46%	—
Current Drawdown Current decline from peak	-77.61%	-27.28%	-50.33%
Average Drawdown Average peak-to-trough decline	-43.36%	-35.34%	-8.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	27.31%	16.23%	+11.08%

Volatility

SE vs. SOXL - Volatility Comparison

The current volatility for Sea Limited (SE) is 14.95%, while Direxion Daily Semiconductor Bull 3x Shares (SOXL) has a volatility of 38.35%. This indicates that SE 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

	SE	SOXL	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.95%	38.35%	-23.40%
Volatility (6M) Calculated over the trailing 6-month period	36.91%	79.93%	-43.02%
Volatility (1Y) Calculated over the trailing 1-year period	52.29%	119.50%	-67.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	64.17%	105.40%	-41.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	62.82%	97.72%	-34.90%