SOXL vs. XRP-USD
SOXL (Direxion Daily Semiconductor Bull 3X ETF) is Leveraged Equities fund tracking the ICE Semiconductor Index, while XRP-USD (XRP) is a cryptocurrency. Over the past 5 years, SOXL returned 43.69%/yr vs 5.19%/yr for XRP-USD. At a 0.18 correlation, their price movements are largely independent.
Performance
SOXL vs. XRP-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 XRP-USD's -37.47% return.
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%
XRP-USD
- 1D
- 1.46%
- 1M
- -22.57%
- YTD
- -37.47%
- 6M
- -43.16%
- 1Y
- -46.47%
- 3Y*
- 33.79%
- 5Y*
- 5.19%
- 10Y*
- —
SOXL vs. XRP-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% |
XRP-USD XRP | -37.47% | -11.56% | 237.88% | 81.04% | -59.10% | 278.06% | 13.98% | -45.31% | -84.67% | 38,242.83% |
Correlation
The correlation between SOXL and XRP-USD is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2017 | 0.18 |
The correlation between SOXL and XRP-USD shifts across timeframes, from 0.18 (all time) to 0.38 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SOXL vs. XRP-USD — Risk / Return Rank
SOXL
XRP-USD
SOXL vs. XRP-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Semiconductor Bull 3X ETF (SOXL) and XRP (XRP-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 | XRP-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +9.68 | ||
| Sortino ratioReturn per unit of downside risk | +5.08 | ||
| Omega ratioGain probability vs. loss probability | 1.60 | 0.91 | +0.69 |
| Calmar ratioReturn relative to maximum drawdown | 22.91 | -0.67 | +23.58 |
| Martin ratioReturn relative to average drawdown | 74.51 | -1.06 | +75.56 |
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Drawdowns
SOXL vs. XRP-USD - Drawdown Comparison
The maximum SOXL drawdown since its inception was -90.46%, smaller than the maximum XRP-USD drawdown of -95.87%. Use the drawdown chart below to compare losses from any high point for SOXL and XRP-USD.
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Drawdown Indicators
| SOXL | XRP-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.46% | -95.87% | +5.41% |
Max Drawdown (1Y)Largest decline over 1 year | -43.47% | -69.23% | +25.76% |
Max Drawdown (3Y)Largest decline over 3 years | -87.88% | -69.23% | -18.65% |
Max Drawdown (5Y)Largest decline over 5 years | -90.46% | -77.83% | -12.63% |
Max Drawdown (10Y)Largest decline over 10 years | -90.46% | — | — |
Current DrawdownCurrent decline from peak | -16.35% | -67.62% | +51.27% |
Average DrawdownAverage peak-to-trough decline | -34.99% | -70.99% | +36.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.35% | 43.98% | -30.63% |
Volatility
SOXL vs. XRP-USD - Volatility Comparison
Direxion Daily Semiconductor Bull 3X ETF (SOXL) has a higher volatility of 58.17% compared to XRP (XRP-USD) at 14.05%. This indicates that SOXL's price experiences larger fluctuations and is considered to be riskier than XRP-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 | XRP-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 58.17% | 14.05% | +44.12% |
Volatility (6M)Calculated over the trailing 6-month period | 93.93% | 46.30% | +47.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 110.81% | 56.19% | +54.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 108.96% | 72.34% | +36.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 99.99% | 111.77% | -11.78% |
Frequently Asked Questions
SOXL and XRP-USD have a correlation of 0.38, 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 XRP-USD (14.05%). In terms of maximum drawdown, SOXL dropped -90.46% vs XRP-USD's -95.87%.
SOXL currently has the higher Sharpe Ratio (8.99 vs -0.69), 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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