TTD vs. SOXL

Last updated Apr 1, 2026

Compare and contrast key facts about The Trade Desk, Inc. (TTD) and Direxion Daily Semiconductor Bull 3x Shares (SOXL).

SOXL is a passively managed fund by Direxion that tracks the performance of the PHLX Semiconductor Index (300%). It was launched on Mar 11, 2010.

Performance

TTD vs. SOXL - Performance Comparison

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

TTD vs. SOXL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TTD The Trade Desk, Inc.	-40.23%	-67.70%	63.33%	60.52%	-51.08%	14.41%	208.34%	123.83%	153.79%	65.27%
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%	141.71%

Returns By Period

In the year-to-date period, TTD achieves a -40.23% return, which is significantly lower than SOXL's 13.99% return.

TTD

• 1D: 3.09%
• 1M: -4.74%
• YTD: -40.23%
• 6M: -53.70%
• 1Y: -58.53%
• 3Y*: -28.05%
• 5Y*: -19.20%
• 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)

Return for Risk

TTD vs. SOXL — Risk / Return Rank

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

TTD

TTD Risk / Return Rank: 11
TTD Sharpe Ratio Rank: 8
TTD Sortino Ratio Rank: 10
TTD Omega Ratio Rank: 8
TTD Calmar Ratio Rank: 14
TTD Martin Ratio Rank: 17

SOXL

SOXL Risk / Return Rank: 90
SOXL Sharpe Ratio Rank: 86
SOXL Sortino Ratio Rank: 88
SOXL Omega Ratio Rank: 87
SOXL Calmar Ratio Rank: 96
SOXL Martin Ratio Rank: 92

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.

TTD vs. SOXL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Trade Desk, Inc. (TTD) 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.

	TTD	SOXL	Difference
Sharpe ratio Return per unit of total volatility	-0.84	1.70	-2.54
Sortino ratio Return per unit of downside risk	-1.14	2.34	-3.48
Omega ratio Gain probability vs. loss probability	0.83	1.34	-0.51
Calmar ratio Return relative to maximum drawdown	-0.78	4.06	-4.84
Martin ratio Return relative to average drawdown	-1.30	12.39	-13.68
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TTD vs. SOXL - Sharpe Ratio Comparison

The current TTD Sharpe Ratio is -0.84, which is lower than the SOXL Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of TTD 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.

Sharpe Ratios by Period

	TTD	SOXL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.84	1.70	-2.54
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.28	0.03	-0.31
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.41	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.35	0.35	-0.01

Correlation

The correlation between TTD and SOXL is 0.50, 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

TTD vs. SOXL - Dividend Comparison

TTD has not paid dividends to shareholders, while SOXL's dividend yield for the trailing twelve months is around 0.16%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
TTD The Trade Desk, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	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

TTD vs. SOXL - Drawdown Comparison

The maximum TTD drawdown since its inception was -84.75%, smaller than the maximum SOXL drawdown of -90.46%. Use the drawdown chart below to compare losses from any high point for TTD and SOXL.

Drawdown Indicators

	TTD	SOXL	Difference
Max Drawdown Largest peak-to-trough decline	-84.75%	-90.46%	+5.71%
Max Drawdown (1Y) Largest decline over 1 year	-76.29%	-49.26%	-27.03%
Max Drawdown (5Y) Largest decline over 5 years	-84.75%	-90.46%	+5.71%
Max Drawdown (10Y) Largest decline over 10 years	—	-90.46%	—
Current Drawdown Current decline from peak	-83.74%	-33.33%	-50.41%
Average Drawdown Average peak-to-trough decline	-26.07%	-35.34%	+9.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	45.80%	16.14%	+29.66%

Volatility

TTD vs. SOXL - Volatility Comparison

The current volatility for The Trade Desk, Inc. (TTD) is 23.19%, while Direxion Daily Semiconductor Bull 3x Shares (SOXL) has a volatility of 40.35%. This indicates that TTD 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.

Volatility by Period

	TTD	SOXL	Difference
Volatility (1M) Calculated over the trailing 1-month period	23.19%	40.35%	-17.16%
Volatility (6M) Calculated over the trailing 6-month period	35.50%	79.51%	-44.01%
Volatility (1Y) Calculated over the trailing 1-year period	69.70%	119.21%	-49.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	67.88%	105.43%	-37.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	68.59%	97.70%	-29.11%