SOXL vs. XLM-USD
SOXL (Direxion Daily Semiconductor Bull 3X ETF) is Leveraged Equities fund tracking the ICE Semiconductor Index, while XLM-USD (Stellar) is a cryptocurrency. Over the past 10 years, SOXL returned 63.20%/yr vs 60.23%/yr for XLM-USD. At a 0.14 correlation, their price movements are largely independent.
Performance
SOXL vs. XLM-USD - Performance Comparison
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Returns By Period
In the year-to-date period, SOXL achieves a 458.36% return, which is significantly higher than XLM-USD's -6.87% return. Both investments have delivered pretty close results over the past 10 years, with SOXL having a 63.20% annualized return and XLM-USD not far behind at 60.23%.
SOXL
- 1D
- 4.77%
- 1M
- 26.04%
- YTD
- 458.36%
- 6M
- 462.65%
- 1Y
- 1,075.10%
- 3Y*
- 110.81%
- 5Y*
- 43.69%
- 10Y*
- 63.20%
XLM-USD
- 1D
- -1.52%
- 1M
- 15.17%
- YTD
- -6.87%
- 6M
- -21.39%
- 1Y
- -28.35%
- 3Y*
- 33.09%
- 5Y*
- -11.45%
- 10Y*
- 60.23%
SOXL vs. XLM-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SOXL Direxion Daily Semiconductor Bull 3X ETF | 458.36% | 54.91% | -12.31% | 226.98% | -85.66% | 118.84% | 70.04% | 231.83% | -39.07% | 141.71% |
XLM-USD Stellar | -6.87% | -39.55% | 157.40% | 81.66% | -73.35% | 108.68% | 184.76% | -60.36% | -68.37% | 14,396.90% |
Correlation
The correlation between SOXL and XLM-USD is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Aug 4, 2014 | 0.14 |
The correlation between SOXL and XLM-USD shifts across timeframes, from 0.14 (all time) to 0.32 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SOXL vs. XLM-USD — Risk / Return Rank
SOXL
XLM-USD
SOXL vs. XLM-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Semiconductor Bull 3X ETF (SOXL) and Stellar (XLM-USD). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SOXL | XLM-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +9.32 | ||
| Sortino ratioReturn per unit of downside risk | +4.21 | ||
| Omega ratioGain probability vs. loss probability | 1.60 | 1.00 | +0.60 |
| Calmar ratioReturn relative to maximum drawdown | 22.91 | -0.40 | +23.31 |
| Martin ratioReturn relative to average drawdown | 74.51 | -0.57 | +75.08 |
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Drawdowns
SOXL vs. XLM-USD - Drawdown Comparison
The maximum SOXL drawdown since its inception was -90.46%, smaller than the maximum XLM-USD drawdown of -96.21%. Use the drawdown chart below to compare losses from any high point for SOXL and XLM-USD.
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Drawdown Indicators
| SOXL | XLM-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.46% | -96.21% | +5.75% |
Max Drawdown (1Y)Largest decline over 1 year | -43.47% | -71.19% | +27.72% |
Max Drawdown (3Y)Largest decline over 3 years | -87.88% | -74.37% | -13.51% |
Max Drawdown (5Y)Largest decline over 5 years | -90.46% | -83.25% | -7.21% |
Max Drawdown (10Y)Largest decline over 10 years | -90.46% | -96.21% | +5.75% |
Current DrawdownCurrent decline from peak | -16.35% | -78.80% | +62.45% |
Average DrawdownAverage peak-to-trough decline | -34.99% | -72.14% | +37.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.35% | 50.48% | -37.13% |
Volatility
SOXL vs. XLM-USD - Volatility Comparison
Direxion Daily Semiconductor Bull 3X ETF (SOXL) has a higher volatility of 58.17% compared to Stellar (XLM-USD) at 43.48%. This indicates that SOXL's price experiences larger fluctuations and is considered to be riskier than XLM-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SOXL | XLM-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 58.17% | 43.48% | +14.69% |
Volatility (6M)Calculated over the trailing 6-month period | 93.93% | 59.28% | +34.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 110.81% | 70.60% | +40.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 108.96% | 74.72% | +34.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 99.99% | 112.79% | -12.80% |
Frequently Asked Questions
SOXL and XLM-USD have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXL has higher volatility (58.17%) compared to XLM-USD (43.48%). In terms of maximum drawdown, SOXL dropped -90.46% vs XLM-USD's -96.21%.
SOXL currently has the higher Sharpe Ratio (8.99 vs -0.33), 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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