SOS vs. TNA

Last updated Jun 4, 2026

SOS (SOS Limited) is a stock, while TNA (Direxion Daily Small Cap Bull 3X Shares) is Leveraged Equities fund tracking the Russell 2000 Index (300%). At a 0.28 correlation, their price movements are largely independent.

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.

Returns By Period

In the year-to-date period, SOS achieves a -23.74% return, which is significantly lower than TNA's 46.53% return.

SOS

• 1D: 0.95%
• 1M: -8.62%
• YTD: -23.74%
• 6M: -15.40%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

TNA

• 1D: -4.11%
• 1M: 9.08%
• YTD: 46.53%
• 6M: 40.42%
• 1Y: 118.36%
• 3Y*: 28.02%
• 5Y*: -6.21%
• 10Y*: 7.85%

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

SOS vs. TNA - Yearly Performance Comparison

	2026 (YTD)	2025
SOS SOS Limited	-23.74%	13.93%
TNA Direxion Daily Small Cap Bull 3X Shares	46.53%	5.91%

Correlation

The correlation between SOS and TNA is 0.28, 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 Sep 8, 2025	0.28

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: 59
TNA Sharpe Ratio Rank: 61
TNA Sortino Ratio Rank: 52
TNA Omega Ratio Rank: 47
TNA Calmar Ratio Rank: 72
TNA Martin Ratio Rank: 65

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	—	2.09	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.09	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.12	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.12	0.23	-0.35

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	—	-32.53%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-65.78%	—
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	-53.71%	-38.03%	-15.68%
Average Drawdown Average peak-to-trough decline	-36.44%	-33.90%	-2.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	9.86%	—

Volatility

Volatility by Period

	SOS	TNA	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	17.14%	—
Volatility (6M) Calculated over the trailing 6-month period	—	40.25%	—
Volatility (1Y) Calculated over the trailing 1-year period	145.27%	57.08%	+88.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	145.27%	67.31%	+77.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	145.27%	68.42%	+76.85%

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 0.41%.

Position	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	0.41%	0.78%	0.93%	1.27%	0.31%	0.06%	0.03%	0.44%	0.36%	0.15%

Frequently Asked Questions

Can I hold both SOS and TNA in my portfolio?

SOS and TNA have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.