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TPOR vs. SOXL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TPOR vs. SOXL - Performance Comparison

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

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TPOR vs. SOXL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TPOR
Direxion Daily Transportation Bull 3X Shares
-6.16%3.26%-9.12%54.60%-58.70%105.18%-7.30%47.92%-44.95%52.32%
SOXL
Direxion Daily Semiconductor Bull 3x Shares
13.99%54.91%-12.31%226.98%-85.66%118.84%70.04%231.83%-39.07%79.29%

Returns By Period

In the year-to-date period, TPOR achieves a -6.16% return, which is significantly lower than SOXL's 13.99% return.


TPOR

1D
8.50%
1M
-26.23%
YTD
-6.16%
6M
1.10%
1Y
19.21%
3Y*
5.54%
5Y*
-6.22%
10Y*

SOXL

1D
17.95%
1M
-23.67%
YTD
13.99%
6M
37.51%
1Y
201.41%
3Y*
38.75%
5Y*
3.09%
10Y*
39.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TPOR vs. SOXL - Expense Ratio Comparison

TPOR has a 1.01% expense ratio, which is higher than SOXL's 0.99% expense ratio.


Return for Risk

TPOR vs. SOXL — Risk / Return Rank

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

TPOR
TPOR Risk / Return Rank: 2525
Overall Rank
TPOR Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
TPOR Sortino Ratio Rank: 3232
Sortino Ratio Rank
TPOR Omega Ratio Rank: 3030
Omega Ratio Rank
TPOR Calmar Ratio Rank: 2424
Calmar Ratio Rank
TPOR Martin Ratio Rank: 2222
Martin Ratio Rank

SOXL
SOXL Risk / Return Rank: 9090
Overall Rank
SOXL Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
SOXL Sortino Ratio Rank: 8888
Sortino Ratio Rank
SOXL Omega Ratio Rank: 8787
Omega Ratio Rank
SOXL Calmar Ratio Rank: 9696
Calmar Ratio Rank
SOXL Martin Ratio Rank: 9292
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.

TPOR vs. SOXL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Transportation Bull 3X Shares (TPOR) and Direxion Daily Semiconductor Bull 3x Shares (SOXL). 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.


TPORSOXLDifference

Sharpe ratio

Return per unit of total volatility

0.25

1.70

-1.45

Sortino ratio

Return per unit of downside risk

0.92

2.34

-1.42

Omega ratio

Gain probability vs. loss probability

1.12

1.34

-0.21

Calmar ratio

Return relative to maximum drawdown

0.53

4.06

-3.53

Martin ratio

Return relative to average drawdown

1.52

12.39

-10.87

TPOR vs. SOXL - Sharpe Ratio Comparison

The current TPOR Sharpe Ratio is 0.25, which is lower than the SOXL Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of TPOR and SOXL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TPORSOXLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.25

1.70

-1.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.09

0.03

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.35

-0.31

Correlation

The correlation between TPOR and SOXL is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TPOR vs. SOXL - Dividend Comparison

TPOR's dividend yield for the trailing twelve months is around 0.97%, more than SOXL's 0.16% yield.


TTM2025202420232022202120202019201820172016
TPOR
Direxion Daily Transportation Bull 3X Shares
0.97%0.91%1.43%1.51%0.00%0.00%0.10%0.96%1.22%8.70%0.00%
SOXL
Direxion Daily Semiconductor Bull 3x Shares
0.16%0.34%1.18%0.51%1.07%0.04%0.05%0.38%1.30%0.09%4.84%

Drawdowns

TPOR vs. SOXL - Drawdown Comparison

The maximum TPOR drawdown since its inception was -87.59%, roughly equal to the maximum SOXL drawdown of -90.46%. Use the drawdown chart below to compare losses from any high point for TPOR and SOXL.


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Drawdown Indicators


TPORSOXLDifference

Max Drawdown

Largest peak-to-trough decline

-87.59%

-90.46%

+2.87%

Max Drawdown (1Y)

Largest decline over 1 year

-40.54%

-49.26%

+8.72%

Max Drawdown (5Y)

Largest decline over 5 years

-74.08%

-90.46%

+16.38%

Max Drawdown (10Y)

Largest decline over 10 years

-90.46%

Current Drawdown

Current decline from peak

-49.98%

-33.33%

-16.65%

Average Drawdown

Average peak-to-trough decline

-38.72%

-35.34%

-3.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.12%

16.14%

-2.02%

Volatility

TPOR vs. SOXL - Volatility Comparison

The current volatility for Direxion Daily Transportation Bull 3X Shares (TPOR) is 22.55%, while Direxion Daily Semiconductor Bull 3x Shares (SOXL) has a volatility of 40.35%. This indicates that TPOR experiences smaller price fluctuations and is considered to be less risky than SOXL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TPORSOXLDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.55%

40.35%

-17.80%

Volatility (6M)

Calculated over the trailing 6-month period

43.22%

79.51%

-36.29%

Volatility (1Y)

Calculated over the trailing 1-year period

77.10%

119.21%

-42.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

67.20%

105.43%

-38.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.08%

97.70%

-26.62%