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SOXS vs. CGL-C.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SOXS vs. CGL-C.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Semiconductor Bear 3x Shares (SOXS) and iShares Gold Bullion ETF (CGL-C.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SOXS is traded in USD, while CGL-C.TO is traded in CAD. To make them comparable, the CGL-C.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SOXS achieves a -93.64% return, which is significantly lower than CGL-C.TO's -0.02% return. Over the past 10 years, SOXS has underperformed CGL-C.TO with an annualized return of -79.51%, while CGL-C.TO has yielded a comparatively higher 12.13% annualized return.


SOXS

1D
-16.31%
1M
-57.20%
YTD
-93.64%
6M
-93.96%
1Y
-97.98%
3Y*
-86.94%
5Y*
-80.55%
10Y*
-79.51%

CGL-C.TO

1D
2.63%
1M
-5.00%
YTD
-0.02%
6M
0.27%
1Y
25.26%
3Y*
29.60%
5Y*
17.95%
10Y*
12.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOXS vs. CGL-C.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SOXS
Direxion Daily Semiconductor Bear 3x Shares
-93.64%-85.53%-59.55%-84.56%15.76%-80.94%-92.90%-83.81%-19.39%-69.39%
CGL-C.TO
iShares Gold Bullion ETF
-0.02%62.99%26.68%12.82%-0.22%-4.80%24.71%16.80%-1.43%11.88%

Correlation

The correlation between SOXS and CGL-C.TO is -0.20, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.20

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

-0.09

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

0.01

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

0.07

Correlation (All Time)
Calculated using the full available price history since Jan 24, 2012

0.08

The correlation between SOXS and CGL-C.TO shifts across timeframes, from -0.20 (1 year) to 0.08 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SOXS vs. CGL-C.TO — Risk / Return Rank

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

SOXS
SOXS Risk / Return Rank: 11
Overall Rank
SOXS Sharpe Ratio Rank: 22
Sharpe Ratio Rank
SOXS Sortino Ratio Rank: 00
Sortino Ratio Rank
SOXS Omega Ratio Rank: 00
Omega Ratio Rank
SOXS Calmar Ratio Rank: 00
Calmar Ratio Rank
SOXS Martin Ratio Rank: 11
Martin Ratio Rank

CGL-C.TO
CGL-C.TO Risk / Return Rank: 3232
Overall Rank
CGL-C.TO Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
CGL-C.TO Sortino Ratio Rank: 3030
Sortino Ratio Rank
CGL-C.TO Omega Ratio Rank: 3636
Omega Ratio Rank
CGL-C.TO Calmar Ratio Rank: 2929
Calmar Ratio Rank
CGL-C.TO Martin Ratio Rank: 2929
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.

SOXS vs. CGL-C.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Semiconductor Bear 3x Shares (SOXS) and iShares Gold Bullion ETF (CGL-C.TO). 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.


SOXSCGL-C.TODifference
Sharpe ratioReturn per unit of total volatility

-1.82

Sortino ratioReturn per unit of downside risk

-5.00

Omega ratioGain probability vs. loss probability

0.60

1.20

-0.59

Calmar ratioReturn relative to maximum drawdown

-1.00

1.04

-2.04

Martin ratioReturn relative to average drawdown

-1.47

3.00

-4.47

SOXS vs. CGL-C.TO - Sharpe Ratio Comparison

The current SOXS Sharpe Ratio is -0.87, which is lower than the CGL-C.TO Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of SOXS and CGL-C.TO, 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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Drawdowns

SOXS vs. CGL-C.TO - Drawdown Comparison

The maximum SOXS drawdown since its inception was -100.00%, which is greater than CGL-C.TO's maximum drawdown of -42.11%. Use the drawdown chart below to compare losses from any high point for SOXS and CGL-C.TO.


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Drawdown Indicators


SOXSCGL-C.TODifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-42.11%

-57.89%

Max Drawdown (1Y)

Largest decline over 1 year

-97.85%

-24.32%

-73.53%

Max Drawdown (3Y)

Largest decline over 3 years

-99.84%

-24.32%

-75.52%

Max Drawdown (5Y)

Largest decline over 5 years

-99.97%

-24.32%

-75.65%

Max Drawdown (10Y)

Largest decline over 10 years

-100.00%

-24.32%

-75.68%

Current Drawdown

Current decline from peak

-100.00%

-19.73%

-80.27%

Average Drawdown

Average peak-to-trough decline

-92.60%

-18.51%

-74.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

68.09%

8.46%

+59.63%

Volatility

SOXS vs. CGL-C.TO - Volatility Comparison

Direxion Daily Semiconductor Bear 3x Shares (SOXS) has a higher volatility of 59.88% compared to iShares Gold Bullion ETF (CGL-C.TO) at 8.18%. This indicates that SOXS's price experiences larger fluctuations and is considered to be riskier than CGL-C.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SOXSCGL-C.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

59.88%

8.18%

+51.70%

Volatility (6M)

Calculated over the trailing 6-month period

96.36%

23.01%

+73.35%

Volatility (1Y)

Calculated over the trailing 1-year period

112.29%

26.82%

+85.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

110.26%

18.25%

+92.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

101.64%

16.75%

+84.89%

SOXS vs. CGL-C.TO - Expense Ratio Comparison

SOXS has a 1.08% expense ratio, which is higher than CGL-C.TO's 0.55% expense ratio.


Dividends

SOXS vs. CGL-C.TO - Dividend Comparison

SOXS's dividend yield for the trailing twelve months is around 84.95%, while CGL-C.TO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
CGL-C.TO
iShares Gold Bullion ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SOXS
Direxion Daily Semiconductor Bear 3x Shares
84.95%10.79%5.45%9.22%0.19%0.00%3.58%2.30%0.76%

Frequently Asked Questions


SOXS and CGL-C.TO have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CGL-C.TO is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CGL-C.TO is cheaper with a 0.55% expense ratio, compared with 1.08% for SOXS.

SOXS is categorized as Inverse Equities, while CGL-C.TO is Gold. SOXS tracks PHLX Semiconductor Index (-300%), while CGL-C.TO tracks LBMA Gold Price (CAD). They also come from different issuers: Direxion and iShares. Their fees differ too: 1.08% for SOXS and 0.55% for CGL-C.TO.

Portfolio Optimizer

Find the right allocation for SOXS and CGL-C.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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