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SOS vs. TNA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SOS and TNA is 0.23, 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.

SOS vs. TNA

Last updated Jun 1, 2025

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.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SOS or TNA.

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.

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Key characteristics

Sharpe Ratio

SOS:

-0.53

TNA:

-0.30

Sortino Ratio

SOS:

-0.54

TNA:

-0.00

Omega Ratio

SOS:

0.94

TNA:

1.00

Calmar Ratio

SOS:

-0.57

TNA:

-0.29

Martin Ratio

SOS:

-1.30

TNA:

-0.82

Ulcer Index

SOS:

43.80%

TNA:

28.68%

Daily Std Dev

SOS:

103.14%

TNA:

73.29%

Max Drawdown

SOS:

-100.00%

TNA:

-88.09%

Current Drawdown

SOS:

-99.99%

TNA:

-73.19%

Returns By Period

In the year-to-date period, SOS achieves a -9.50% return, which is significantly higher than TNA's -30.38% return.

SOS

YTD

-9.50%

1M

32.21%

6M

-50.08%

1Y

-54.76%

3Y*

-72.20%

5Y*

-63.36%

10Y*

N/A

TNA

YTD

-30.38%

1M

12.15%

6M

-47.61%

1Y

-23.85%

3Y*

-11.88%

5Y*

2.89%

10Y*

-3.79%

*Annualized

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SOS Limited

Direxion Daily Small Cap Bull 3X Shares

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

SOS vs. TNA — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SOS
The Risk-Adjusted Performance Rank of SOS is 1818
Overall Rank
The Sharpe Ratio Rank of SOS is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of SOS is 2121
Sortino Ratio Rank
The Omega Ratio Rank of SOS is 2222
Omega Ratio Rank
The Calmar Ratio Rank of SOS is 1414
Calmar Ratio Rank
The Martin Ratio Rank of SOS is 1212
Martin Ratio Rank
TNA
The Risk-Adjusted Performance Rank of TNA is 99
Overall Rank
The Sharpe Ratio Rank of TNA is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of TNA is 1212
Sortino Ratio Rank
The Omega Ratio Rank of TNA is 1212
Omega Ratio Rank
The Calmar Ratio Rank of TNA is 55
Calmar Ratio Rank
The Martin Ratio Rank of TNA is 66
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SOS vs. TNA - Risk-Adjusted Performance 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.

The current SOS Sharpe Ratio is -0.53, which is lower than the TNA Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of SOS and TNA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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 1.60%.

TTM20242023202220212020201920182017201620152014
SOS
SOS Limited		0.00%0.00%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		1.60%0.93%1.27%0.31%0.06%0.03%0.44%0.36%0.15%0.00%0.00%0.59%

Drawdowns

SOS vs. TNA - Drawdown Comparison

The maximum SOS drawdown since its inception was -100.00%, which is greater than TNA's maximum drawdown of -88.09%. Use the drawdown chart below to compare losses from any high point for SOS and TNA.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

SOS vs. TNA - Volatility Comparison

SOS Limited (SOS) has a higher volatility of 34.22% compared to Direxion Daily Small Cap Bull 3X Shares (TNA) at 19.21%. This indicates that SOS's price experiences larger fluctuations and is considered to be riskier than TNA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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