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TECL vs. SOXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TECL vs. SOXS - Performance Comparison

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

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Returns By Period

In the year-to-date period, TECL achieves a 125.87% return, which is significantly higher than SOXS's -92.10% return. Over the past 10 years, TECL has outperformed SOXS with an annualized return of 54.49%, while SOXS has yielded a comparatively lower -78.92% annualized return.


TECL

1D
-2.99%
1M
73.10%
YTD
125.87%
6M
118.69%
1Y
267.85%
3Y*
80.64%
5Y*
43.44%
10Y*
54.49%

SOXS

1D
-5.03%
1M
-62.97%
YTD
-92.10%
6M
-91.70%
1Y
-97.75%
3Y*
-86.64%
5Y*
-79.66%
10Y*
-78.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TECL vs. SOXS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TECL
Direxion Daily Technology Bull 3X Shares
125.87%38.60%36.15%203.14%-74.32%112.80%69.46%185.58%-24.03%124.82%
SOXS
Direxion Daily Semiconductor Bear 3x Shares
-92.10%-85.53%-59.55%-84.56%15.76%-80.94%-92.90%-83.81%-19.39%-69.39%

Correlation

The correlation between TECL and SOXS is -0.81, 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

-0.81

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

-0.85

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

-0.87

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

-0.86

Correlation (All Time)
Calculated using the full available price history since Mar 12, 2010

-0.85

The correlation between TECL and SOXS has been stable across timeframes, ranging from -0.87 to -0.81 - a consistent structural relationship.

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Return for Risk

TECL vs. SOXS — Risk / Return Rank

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

TECL
TECL Risk / Return Rank: 8585
Overall Rank
TECL Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
TECL Sortino Ratio Rank: 8080
Sortino Ratio Rank
TECL Omega Ratio Rank: 7979
Omega Ratio Rank
TECL Calmar Ratio Rank: 9090
Calmar Ratio Rank
TECL Martin Ratio Rank: 8181
Martin Ratio Rank

SOXS
SOXS Risk / Return Rank: 11
Overall Rank
SOXS Sharpe Ratio Rank: 11
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
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.

TECL vs. SOXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Technology Bull 3X Shares (TECL) 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.


TECLSOXSDifference
Sharpe ratioReturn per unit of total volatility

+5.31

Sortino ratioReturn per unit of downside risk

+7.61

Omega ratioGain probability vs. loss probability

1.48

0.58

+0.90

Calmar ratioReturn relative to maximum drawdown

5.79

-1.00

+6.79

Martin ratioReturn relative to average drawdown

16.63

-1.44

+18.07

TECL vs. SOXS - Sharpe Ratio Comparison

The current TECL Sharpe Ratio is 4.35, which is higher than the SOXS Sharpe Ratio of -0.96. The chart below compares the historical Sharpe Ratios of TECL and SOXS, 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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Sharpe Ratios by Period


TECLSOXSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.35

-0.96

+5.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

-0.74

+1.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

-0.79

+1.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

-0.79

+1.55

Drawdowns

TECL vs. SOXS - Drawdown Comparison

The maximum TECL drawdown since its inception was -77.96%, smaller than the maximum SOXS drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for TECL and SOXS.


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Drawdown Indicators


TECLSOXSDifference

Max Drawdown

Largest peak-to-trough decline

-77.96%

-100.00%

+22.04%

Max Drawdown (1Y)

Largest decline over 1 year

-46.58%

-97.68%

+51.10%

Max Drawdown (3Y)

Largest decline over 3 years

-66.58%

-99.80%

+33.22%

Max Drawdown (5Y)

Largest decline over 5 years

-77.96%

-99.97%

+22.01%

Max Drawdown (10Y)

Largest decline over 10 years

-77.96%

-100.00%

+22.04%

Current Drawdown

Current decline from peak

-2.99%

-100.00%

+97.01%

Average Drawdown

Average peak-to-trough decline

-18.38%

-92.60%

+74.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.19%

68.64%

-52.45%

Volatility

TECL vs. SOXS - Volatility Comparison

The current volatility for Direxion Daily Technology Bull 3X Shares (TECL) is 20.70%, while Direxion Daily Semiconductor Bear 3x Shares (SOXS) has a volatility of 44.22%. This indicates that TECL 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


TECLSOXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.70%

44.22%

-23.52%

Volatility (6M)

Calculated over the trailing 6-month period

49.83%

83.94%

-34.11%

Volatility (1Y)

Calculated over the trailing 1-year period

62.17%

102.18%

-40.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.09%

108.21%

-34.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

72.35%

100.48%

-28.13%

TECL vs. SOXS - Expense Ratio Comparison

TECL has a 0.91% expense ratio, which is lower than SOXS's 1.08% expense ratio.


Dividends

TECL vs. SOXS - Dividend Comparison

TECL's dividend yield for the trailing twelve months is around 3.15%, less than SOXS's 68.34% yield.


PositionTTM202520242023202220212020201920182017
SOXS
Direxion Daily Semiconductor Bear 3x Shares
68.34%10.79%5.45%9.22%0.19%0.00%3.58%2.30%0.76%0.00%
TECL
Direxion Daily Technology Bull 3X Shares
3.15%7.19%0.29%0.28%0.22%0.32%0.52%0.25%0.47%0.10%

Frequently Asked Questions


TECL and SOXS have a correlation of -0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOXS has higher volatility (44.22%) compared to TECL (20.70%). In terms of maximum drawdown, TECL dropped -77.96% vs SOXS's -100.00%.

On 10-year performance, TECL leads with 54.49% vs -78.92% for SOXS. On fees, TECL is cheaper at 0.91% per year. On volatility, TECL has been the lower-risk option at 20.70%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, TECL has performed better with a 54.49% return vs -78.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TECL is cheaper with a 0.91% expense ratio, compared with 1.08% for SOXS.

SOXS has the higher dividend yield at 68.34%, compared with 3.15% for TECL.

TECL tracks Technology Select Sector Index (300%), while SOXS tracks PHLX Semiconductor Index (-300%). Their fees differ too: 0.91% for TECL and 1.08% for SOXS.

TECL currently has the higher Sharpe Ratio (4.35 vs -0.96), 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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