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SOXS vs. NVDU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SOXS vs. NVDU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Semiconductor Bear 3x Shares (SOXS) and Direxion Daily NVDA Bull 2X Shares ETF (NVDU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SOXS achieves a -94.69% return, which is significantly lower than NVDU's 11.81% return.


SOXS

1D
-8.08%
1M
-57.31%
YTD
-94.69%
6M
-94.57%
1Y
-98.20%
3Y*
-88.23%
5Y*
-81.24%
10Y*
-79.95%

NVDU

1D
-1.73%
1M
-8.04%
YTD
11.81%
6M
14.78%
1Y
67.40%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOXS vs. NVDU - Yearly Performance Comparison


2026 (YTD)202520242023
SOXS
Direxion Daily Semiconductor Bear 3x Shares
-94.69%-85.53%-59.55%-42.93%
NVDU
Direxion Daily NVDA Bull 2X Shares ETF
11.81%33.65%289.29%12.08%

Correlation

The correlation between SOXS and NVDU is -0.53, 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

-0.53

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2023

-0.66

The correlation between SOXS and NVDU shifts across timeframes, from -0.66 (all time) to -0.53 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SOXS vs. NVDU — 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

NVDU
NVDU Risk / Return Rank: 3030
Overall Rank
NVDU Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
NVDU Sortino Ratio Rank: 3131
Sortino Ratio Rank
NVDU Omega Ratio Rank: 2929
Omega Ratio Rank
NVDU Calmar Ratio Rank: 3333
Calmar Ratio Rank
NVDU Martin Ratio Rank: 2727
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. NVDU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Semiconductor Bear 3x Shares (SOXS) and Direxion Daily NVDA Bull 2X Shares ETF (NVDU). 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.


SOXSNVDUDifference
Sharpe ratioReturn per unit of total volatility

-1.82

Sortino ratioReturn per unit of downside risk

-5.29

Omega ratioGain probability vs. loss probability

0.61

1.19

-0.59

Calmar ratioReturn relative to maximum drawdown

-1.00

1.60

-2.60

Martin ratioReturn relative to average drawdown

-1.46

3.52

-4.98

SOXS vs. NVDU - Sharpe Ratio Comparison

The current SOXS Sharpe Ratio is -0.86, which is lower than the NVDU Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of SOXS and NVDU, 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. NVDU - Drawdown Comparison

The maximum SOXS drawdown since its inception was -100.00%, which is greater than NVDU's maximum drawdown of -67.27%. Use the drawdown chart below to compare losses from any high point for SOXS and NVDU.


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Drawdown Indicators


SOXSNVDUDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-67.27%

-32.73%

Max Drawdown (1Y)

Largest decline over 1 year

-98.17%

-42.27%

-55.90%

Max Drawdown (3Y)

Largest decline over 3 years

-99.87%

Max Drawdown (5Y)

Largest decline over 5 years

-99.98%

Max Drawdown (10Y)

Largest decline over 10 years

-100.00%

Current Drawdown

Current decline from peak

-100.00%

-23.85%

-76.15%

Average Drawdown

Average peak-to-trough decline

-92.60%

-18.90%

-73.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

67.64%

19.21%

+48.43%

Volatility

SOXS vs. NVDU - Volatility Comparison

Direxion Daily Semiconductor Bear 3x Shares (SOXS) has a higher volatility of 61.89% compared to Direxion Daily NVDA Bull 2X Shares ETF (NVDU) at 25.10%. This indicates that SOXS's price experiences larger fluctuations and is considered to be riskier than NVDU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SOXSNVDUDifference

Volatility (1M)

Calculated over the trailing 1-month period

61.89%

25.10%

+36.79%

Volatility (6M)

Calculated over the trailing 6-month period

97.94%

52.56%

+45.38%

Volatility (1Y)

Calculated over the trailing 1-year period

115.12%

70.05%

+45.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

110.92%

90.93%

+19.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

101.99%

90.93%

+11.06%

SOXS vs. NVDU - Expense Ratio Comparison

SOXS has a 1.08% expense ratio, which is higher than NVDU's 1.04% expense ratio.


Dividends

SOXS vs. NVDU - Dividend Comparison

SOXS's dividend yield for the trailing twelve months is around 101.68%, more than NVDU's 5.18% yield.


PositionTTM20252024202320222021202020192018
NVDU
Direxion Daily NVDA Bull 2X Shares ETF
5.18%5.68%16.85%0.63%0.00%0.00%0.00%0.00%0.00%
SOXS
Direxion Daily Semiconductor Bear 3x Shares
101.68%10.79%5.45%9.22%0.19%0.00%3.58%2.30%0.76%

Frequently Asked Questions


SOXS and NVDU have a correlation of -0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOXS has higher volatility (61.89%) compared to NVDU (25.10%). In terms of maximum drawdown, SOXS dropped -100.00% vs NVDU's -67.27%.

On 1-year performance, NVDU leads with 67.40% vs -98.20% for SOXS. On fees, NVDU is cheaper at 1.04% per year. On volatility, NVDU has been the lower-risk option at 25.10%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, NVDU has performed better with a 67.40% return vs -98.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

NVDU is cheaper with a 1.04% expense ratio, compared with 1.08% for SOXS.

SOXS has the higher dividend yield at 101.68%, compared with 5.18% for NVDU.

SOXS is categorized as Inverse Equities, while NVDU is Leveraged Equities. Their fees differ too: 1.08% for SOXS and 1.04% for NVDU.

NVDU currently has the higher Sharpe Ratio (0.97 vs -0.85), 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.

Portfolio Optimizer

Find the right allocation for SOXS and NVDU

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