TTEK vs. SOXL
TTEK (Tetra Tech, Inc.) is a stock, while SOXL (Direxion Daily Semiconductor Bull 3X ETF) is Leveraged Equities fund tracking the NYSE Semiconductor Index. Over the past 10 years, TTEK returned 18.54%/yr vs 49.69%/yr for SOXL. Their 0.45 correlation means their historical movements had little consistent relationship.
Performance
TTEK vs. SOXL - Performance Comparison
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Returns By Period
In the year-to-date period, TTEK achieves a 2.67% return, which is significantly lower than SOXL's 214.23% return. Over the past 10 years, TTEK has underperformed SOXL with an annualized return of 18.54%, while SOXL has yielded a comparatively higher 49.69% annualized return.
TTEK
- 1D
- -2.11%
- 1M
- 10.08%
- 6M
- -15.43%
- YTD
- 2.67%
- 1Y
- -7.51%
- 3Y*
- 1.16%
- 5Y*
- 5.41%
- 10Y*
- 18.54%
- ALL TIME*
- 15.12%
SOXL
- 1D
- -5.60%
- 1M
- -32.15%
- 6M
- 148.30%
- YTD
- 214.23%
- 1Y
- 438.78%
- 3Y*
- 75.53%
- 5Y*
- 23.89%
- 10Y*
- 49.69%
- ALL TIME*
- 39.16%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $11.18B | $10.48B | $11.81B | |
TTEK Tetra Tech, Inc. | $117.93M | $93.91M | $104.33M |
TTEK vs. SOXL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TTEK Tetra Tech, Inc. | 2.67% | -15.19% | 19.98% | 15.74% | -13.96% | 47.46% | 35.34% | 67.76% | 8.39% | 12.57% |
SOXL Direxion Daily Semiconductor Bull 3X ETF | 214.23% | 54.91% | -12.31% | 226.98% | -85.66% | 118.84% | 70.04% | 231.83% | -39.07% | 141.71% |
Correlation
The correlation between TTEK and SOXL is 0.03, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.03 |
Correlation (3Y) Balances recent behavior with more history. | 0.20 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.34 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.40 |
Correlation (All Time) Calculated using the full available price history since Mar 11, 2010 | 0.45 |
Over the past year, the correlation between TTEK and SOXL has dropped to 0.03 - well below their long-term average of 0.45, suggesting their price drivers have been diverging.
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Return for Risk
TTEK vs. SOXL — Risk / Return Rank
TTEK
SOXL
TTEK vs. SOXL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tetra Tech, Inc. (TTEK) and Direxion Daily Semiconductor Bull 3X ETF (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.
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.
| TTEK | SOXL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.56 | ||
| Sortino ratioReturn per unit of downside risk | -2.94 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.39 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.20 | 6.37 | -6.57 |
| Martin ratioReturn relative to average drawdown | -0.38 | 21.05 | -21.43 |
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Drawdowns
TTEK vs. SOXL - Drawdown Comparison
The maximum TTEK drawdown since its inception was -77.89%, smaller than the maximum SOXL drawdown of -90.46%. Use the drawdown chart below to compare losses from any high point for TTEK and SOXL.
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Drawdown Indicators
| TTEK | SOXL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.89% | -90.46% | +12.57% |
Max Drawdown (1Y)Largest decline over 1 year | -38.30% | -69.42% | +31.12% |
Max Drawdown (3Y)Largest decline over 3 years | -47.50% | -87.88% | +40.38% |
Max Drawdown (5Y)Largest decline over 5 years | -47.50% | -90.46% | +42.96% |
Max Drawdown (10Y)Largest decline over 10 years | -47.50% | -90.46% | +42.96% |
Current DrawdownCurrent decline from peak | -31.24% | -56.09% | +24.85% |
Average DrawdownAverage peak-to-trough decline | -20.74% | -35.02% | +14.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.92% | 20.98% | -1.06% |
Volatility
TTEK vs. SOXL - Volatility Comparison
The current volatility for Tetra Tech, Inc. (TTEK) is 9.97%, while Direxion Daily Semiconductor Bull 3X ETF (SOXL) has a volatility of 51.57%. This indicates that TTEK 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
| TTEK | SOXL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.97% | 51.57% | -41.60% |
Volatility (6M)Calculated over the trailing 6-month period | 28.12% | 115.92% | -87.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.93% | 131.99% | -95.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.27% | 113.61% | -81.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.20% | 102.32% | -70.12% |
Dividends
TTEK vs. SOXL - Dividend Comparison
TTEK's dividend yield for the trailing twelve months is around 0.78%, more than SOXL's 0.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SOXL Direxion Daily Semiconductor Bull 3X ETF | 0.01% | 0.34% | 1.18% | 0.51% | 1.07% | 0.04% | 0.05% | 0.38% | 1.30% | 0.09% | 4.84% | 0.00% |
TTEK Tetra Tech, Inc. | 0.78% | 0.75% | 0.57% | 0.61% | 0.61% | 0.45% | 0.57% | 0.66% | 0.89% | 0.81% | 0.81% | 1.19% |
Frequently Asked Questions
TTEK and SOXL have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXL has higher volatility (51.57%) compared to TTEK (9.97%). In terms of maximum drawdown, TTEK dropped -77.89% vs SOXL's -90.46%.
SOXL currently has the higher Sharpe Ratio (3.35 vs -0.20), 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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