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SOXL vs. ^SOX
Performance
Return for Risk
Drawdowns
Volatility

Performance

SOXL vs. ^SOX - Performance Comparison

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

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Returns By Period

In the year-to-date period, SOXL achieves a 525.03% return, which is significantly higher than ^SOX's 92.25% return. Over the past 10 years, SOXL has outperformed ^SOX with an annualized return of 64.43%, while ^SOX has yielded a comparatively lower 34.48% annualized return.


SOXL

1D
-6.36%
1M
82.23%
YTD
525.03%
6M
481.71%
1Y
1,280.87%
3Y*
133.82%
5Y*
46.78%
10Y*
64.43%

^SOX

1D
-2.15%
1M
24.01%
YTD
92.25%
6M
88.71%
1Y
170.55%
3Y*
58.13%
5Y*
33.48%
10Y*
34.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOXL vs. ^SOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SOXL
Direxion Daily Semiconductor Bull 3X ETF
525.03%54.91%-12.31%226.98%-85.66%118.84%70.04%231.83%-39.07%141.71%
^SOX
PHLX Semiconductor Index
92.25%42.23%19.27%64.90%-35.83%41.16%51.14%60.12%-7.81%38.23%

Correlation

The correlation between SOXL and ^SOX is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.99

Correlation (3Y)
Calculated over the trailing 3-year period

0.99

Correlation (5Y)
Calculated over the trailing 5-year period

1.00

Correlation (10Y)
Calculated over the trailing 10-year period

1.00

Correlation (All Time)
Calculated using the full available price history since Mar 12, 2010

1.00

The correlation between SOXL and ^SOX has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.

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Return for Risk

SOXL vs. ^SOX — Risk / Return Rank

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

SOXL
SOXL Risk / Return Rank: 9797
Overall Rank
SOXL Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
SOXL Sortino Ratio Rank: 9595
Sortino Ratio Rank
SOXL Omega Ratio Rank: 9494
Omega Ratio Rank
SOXL Calmar Ratio Rank: 9999
Calmar Ratio Rank
SOXL Martin Ratio Rank: 9999
Martin Ratio Rank

^SOX
^SOX Risk / Return Rank: 9898
Overall Rank
^SOX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
^SOX Sortino Ratio Rank: 9898
Sortino Ratio Rank
^SOX Omega Ratio Rank: 9797
Omega Ratio Rank
^SOX Calmar Ratio Rank: 9999
Calmar Ratio Rank
^SOX Martin Ratio Rank: 9999
Martin Ratio Rank
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.

SOXL vs. ^SOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Semiconductor Bull 3X ETF (SOXL) and PHLX Semiconductor Index (^SOX). 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.


SOXL^SOXDifference
Sharpe ratioReturn per unit of total volatility

+7.63

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.69

1.68

0.00

Calmar ratioReturn relative to maximum drawdown

29.80

10.97

+18.83

Martin ratioReturn relative to average drawdown

102.14

42.03

+60.11

SOXL vs. ^SOX - Sharpe Ratio Comparison

The current SOXL Sharpe Ratio is 12.69, which is higher than the ^SOX Sharpe Ratio of 5.06. The chart below compares the historical Sharpe Ratios of SOXL and ^SOX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SOXL^SOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

12.69

5.06

+7.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.92

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

1.02

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.42

+0.09

Drawdowns

SOXL vs. ^SOX - Drawdown Comparison

The maximum SOXL drawdown since its inception was -90.46%, roughly equal to the maximum ^SOX drawdown of -87.15%. Use the drawdown chart below to compare losses from any high point for SOXL and ^SOX.


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Drawdown Indicators


SOXL^SOXDifference

Max Drawdown

Largest peak-to-trough decline

-90.46%

-87.15%

-3.31%

Max Drawdown (1Y)

Largest decline over 1 year

-43.47%

-15.65%

-27.82%

Max Drawdown (3Y)

Largest decline over 3 years

-87.88%

-39.66%

-48.22%

Max Drawdown (5Y)

Largest decline over 5 years

-90.46%

-46.47%

-43.99%

Max Drawdown (10Y)

Largest decline over 10 years

-90.46%

-46.47%

-43.99%

Current Drawdown

Current decline from peak

-6.36%

-2.15%

-4.21%

Average Drawdown

Average peak-to-trough decline

-35.01%

-39.47%

+4.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.66%

4.08%

+8.58%

Volatility

SOXL vs. ^SOX - Volatility Comparison

Direxion Daily Semiconductor Bull 3X ETF (SOXL) has a higher volatility of 41.05% compared to PHLX Semiconductor Index (^SOX) at 13.59%. This indicates that SOXL's price experiences larger fluctuations and is considered to be riskier than ^SOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SOXL^SOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

41.05%

13.59%

+27.46%

Volatility (6M)

Calculated over the trailing 6-month period

81.57%

26.95%

+54.62%

Volatility (1Y)

Calculated over the trailing 1-year period

102.16%

33.94%

+68.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

107.25%

36.42%

+70.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

99.05%

33.88%

+65.17%

Frequently Asked Questions


With a correlation of 0.99, SOXL and ^SOX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

SOXL has higher volatility (41.05%) compared to ^SOX (13.59%). In terms of maximum drawdown, SOXL dropped -90.46% vs ^SOX's -87.15%.

SOXL currently has the higher Sharpe Ratio (12.69 vs 5.06), 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.

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