SUI vs. SOXS
SUI (Sun Communities, Inc.) is a stock, while SOXS (Direxion Daily Semiconductor Bear 3x Shares) is Inverse Equities fund tracking the PHLX Semiconductor Index (-300%). Over the past 10 years, SUI returned 8.84%/yr vs -79.51%/yr for SOXS. At a correlation of -0.26, they often move in opposite directions.
Performance
SUI vs. SOXS - Performance Comparison
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Returns By Period
In the year-to-date period, SUI achieves a 1.30% return, which is significantly higher than SOXS's -93.64% return. Over the past 10 years, SUI has outperformed SOXS with an annualized return of 8.84%, while SOXS has yielded a comparatively lower -79.51% annualized return.
SUI
- 1D
- -2.00%
- 1M
- 3.32%
- YTD
- 1.30%
- 6M
- 2.17%
- 1Y
- 4.08%
- 3Y*
- 1.51%
- 5Y*
- -3.23%
- 10Y*
- 8.84%
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%
SUI vs. SOXS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SUI Sun Communities, Inc. | 1.30% | 7.49% | -5.19% | -3.81% | -30.32% | 40.79% | 3.58% | 50.91% | 12.89% | 24.94% |
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% |
Correlation
The correlation between SUI and SOXS is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.18 |
Correlation (All Time) Calculated using the full available price history since Mar 11, 2010 | -0.26 |
The correlation between SUI and SOXS shifts across timeframes, from -0.26 (all time) to 0.09 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SUI vs. SOXS — Risk / Return Rank
SUI
SOXS
SUI vs. SOXS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sun Communities, Inc. (SUI) and Direxion Daily Semiconductor Bear 3x Shares (SOXS). 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.
| SUI | SOXS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.09 | ||
| Sortino ratioReturn per unit of downside risk | +4.12 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 0.60 | +0.45 |
| Calmar ratioReturn relative to maximum drawdown | 0.36 | -1.00 | +1.36 |
| Martin ratioReturn relative to average drawdown | 0.87 | -1.47 | +2.34 |
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Drawdowns
SUI vs. SOXS - Drawdown Comparison
The maximum SUI drawdown since its inception was -74.04%, smaller than the maximum SOXS drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for SUI and SOXS.
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Drawdown Indicators
| SUI | SOXS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.04% | -100.00% | +25.96% |
Max Drawdown (1Y)Largest decline over 1 year | -11.48% | -97.85% | +86.37% |
Max Drawdown (3Y)Largest decline over 3 years | -26.48% | -99.84% | +73.36% |
Max Drawdown (5Y)Largest decline over 5 years | -48.72% | -99.97% | +51.25% |
Max Drawdown (10Y)Largest decline over 10 years | -48.72% | -100.00% | +51.28% |
Current DrawdownCurrent decline from peak | -30.80% | -100.00% | +69.20% |
Average DrawdownAverage peak-to-trough decline | -11.77% | -92.60% | +80.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.71% | 68.09% | -63.38% |
Volatility
SUI vs. SOXS - Volatility Comparison
The current volatility for Sun Communities, Inc. (SUI) is 6.72%, while Direxion Daily Semiconductor Bear 3x Shares (SOXS) has a volatility of 59.88%. This indicates that SUI experiences smaller price fluctuations and is considered to be less risky than SOXS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SUI | SOXS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.72% | 59.88% | -53.16% |
Volatility (6M)Calculated over the trailing 6-month period | 13.36% | 96.36% | -83.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.47% | 112.29% | -92.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.92% | 110.26% | -85.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.66% | 101.64% | -75.98% |
Dividends
SUI vs. SOXS - Dividend Comparison
SUI's dividend yield for the trailing twelve months is around 3.41%, less than SOXS's 84.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% |
SUI Sun Communities, Inc. | 3.41% | 6.50% | 3.06% | 2.78% | 2.46% | 1.58% | 2.08% | 2.00% | 2.79% | 2.89% | 3.39% | 3.79% |
Frequently Asked Questions
SUI and SOXS have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXS has higher volatility (59.88%) compared to SUI (6.72%). In terms of maximum drawdown, SUI dropped -74.04% vs SOXS's -100.00%.
SUI currently has the higher Sharpe Ratio (0.21 vs -0.87), 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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