SOS vs. TNA

Last updated Apr 1, 2026

Compare and contrast key facts about SOS Limited (SOS) and Direxion Daily Small Cap Bull 3X Shares (TNA).

TNA is a passively managed fund by Direxion that tracks the performance of the Russell 2000 Index (300%). It was launched on Nov 5, 2008.

Performance

SOS vs. TNA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SOS Limited (SOS) and Direxion Daily Small Cap Bull 3X Shares (TNA). The values are adjusted to include any dividend payments, if applicable.

SOS vs. TNA - Yearly Performance Comparison

	2026 (YTD)	2025
SOS SOS Limited	-28.76%	13.93%
TNA Direxion Daily Small Cap Bull 3X Shares	-3.05%	5.91%

Returns By Period

In the year-to-date period, SOS achieves a -28.76% return, which is significantly lower than TNA's -3.05% return.

SOS

• 1D: 4.23%
• 1M: -21.72%
• YTD: -28.76%
• 6M: -49.48%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

TNA

• 1D: 10.41%
• 1M: -16.38%
• YTD: -3.05%
• 6M: -2.35%
• 1Y: 51.93%
• 3Y*: 12.30%
• 5Y*: -13.20%
• 10Y*: 4.66%

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

Return for Risk

SOS vs. TNA — Risk / Return Rank

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

TNA

TNA Risk / Return Rank: 51
TNA Sharpe Ratio Rank: 43
TNA Sortino Ratio Rank: 58
TNA Omega Ratio Rank: 50
TNA Calmar Ratio Rank: 57
TNA Martin Ratio Rank: 47

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.

SOS vs. TNA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SOS Limited (SOS) and Direxion Daily Small Cap Bull 3X Shares (TNA). 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.

Sharpe Ratios by Period

	SOS	TNA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.75	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.20	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.07	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.19	0.19	-0.38

Correlation

The correlation between SOS and TNA is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

SOS vs. TNA - Dividend Comparison

SOS has not paid dividends to shareholders, while TNA's dividend yield for the trailing twelve months is around 0.62%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
SOS SOS Limited	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
TNA Direxion Daily Small Cap Bull 3X Shares	0.62%	0.78%	0.93%	1.27%	0.31%	0.06%	0.03%	0.44%	0.36%	0.15%

Drawdowns

SOS vs. TNA - Drawdown Comparison

The maximum SOS drawdown since its inception was -60.70%, smaller than the maximum TNA drawdown of -88.09%. Use the drawdown chart below to compare losses from any high point for SOS and TNA.

Drawdown Indicators

	SOS	TNA	Difference
Max Drawdown Largest peak-to-trough decline	-60.70%	-88.09%	+27.39%
Max Drawdown (1Y) Largest decline over 1 year	—	-37.58%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-82.36%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-88.09%	—
Current Drawdown Current decline from peak	-56.76%	-59.00%	+2.24%
Average Drawdown Average peak-to-trough decline	-31.62%	-33.80%	+2.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	11.80%	—

Volatility

Volatility by Period

	SOS	TNA	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	22.35%	—
Volatility (6M) Calculated over the trailing 6-month period	—	43.17%	—
Volatility (1Y) Calculated over the trailing 1-year period	161.82%	69.30%	+92.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	161.82%	67.38%	+94.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	161.82%	68.29%	+93.53%