PortfoliosLab logoPortfoliosLab logo
URAA vs. SOXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

URAA vs. SOXS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Uranium Industry Bull 2X Shares (URAA) and Direxion Daily Semiconductor Bear 3x Shares (SOXS). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, URAA achieves a 10.16% return, which is significantly higher than SOXS's -91.63% return.


URAA

1D
-1.33%
1M
-16.02%
YTD
10.16%
6M
-9.50%
1Y
69.53%
3Y*
5Y*
10Y*

SOXS

1D
5.91%
1M
-54.82%
YTD
-91.63%
6M
-91.49%
1Y
-97.52%
3Y*
-86.60%
5Y*
-79.43%
10Y*
-78.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

URAA vs. SOXS - Yearly Performance Comparison


2026 (YTD)20252024
URAA
Direxion Daily Uranium Industry Bull 2X Shares
10.16%88.33%-26.53%
SOXS
Direxion Daily Semiconductor Bear 3x Shares
-91.63%-85.53%0.29%

Correlation

The correlation between URAA and SOXS is -0.46, 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

-0.46

Correlation (All Time)
Calculated using the full available price history since Jun 27, 2024

-0.49

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

URAA vs. SOXS — Risk / Return Rank

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

URAA
URAA Risk / Return Rank: 2626
Overall Rank
URAA Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
URAA Sortino Ratio Rank: 2929
Sortino Ratio Rank
URAA Omega Ratio Rank: 2727
Omega Ratio Rank
URAA Calmar Ratio Rank: 2929
Calmar Ratio Rank
URAA Martin Ratio Rank: 2222
Martin Ratio Rank

SOXS
SOXS Risk / Return Rank: 11
Overall Rank
SOXS Sharpe Ratio Rank: 22
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: 22
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.

URAA vs. SOXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Uranium Industry Bull 2X Shares (URAA) 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.


URAASOXSDifference
Sharpe ratioReturn per unit of total volatility

+1.70

Sortino ratioReturn per unit of downside risk

+5.40

Omega ratioGain probability vs. loss probability

1.18

0.59

+0.59

Calmar ratioReturn relative to maximum drawdown

1.40

-1.00

+2.40

Martin ratioReturn relative to average drawdown

2.57

-1.43

+3.99

URAA vs. SOXS - Sharpe Ratio Comparison

The current URAA Sharpe Ratio is 0.74, which is higher than the SOXS Sharpe Ratio of -0.96. The chart below compares the historical Sharpe Ratios of URAA 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.


Loading charts...

Sharpe Ratios by Period


URAASOXSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

-0.96

+1.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

-0.79

+1.06

Drawdowns

URAA vs. SOXS - Drawdown Comparison

The maximum URAA drawdown since its inception was -67.45%, smaller than the maximum SOXS drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for URAA and SOXS.


Loading charts...

Drawdown Indicators


URAASOXSDifference

Max Drawdown

Largest peak-to-trough decline

-67.45%

-100.00%

+32.55%

Max Drawdown (1Y)

Largest decline over 1 year

-49.91%

-97.68%

+47.77%

Max Drawdown (3Y)

Largest decline over 3 years

-99.80%

Max Drawdown (5Y)

Largest decline over 5 years

-99.97%

Max Drawdown (10Y)

Largest decline over 10 years

-100.00%

Current Drawdown

Current decline from peak

-44.53%

-100.00%

+55.47%

Average Drawdown

Average peak-to-trough decline

-27.30%

-92.61%

+65.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.19%

68.11%

-40.92%

Volatility

URAA vs. SOXS - Volatility Comparison

The current volatility for Direxion Daily Uranium Industry Bull 2X Shares (URAA) is 28.36%, while Direxion Daily Semiconductor Bear 3x Shares (SOXS) has a volatility of 44.24%. This indicates that URAA 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.


Loading charts...

Volatility by Period


URAASOXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

28.36%

44.24%

-15.88%

Volatility (6M)

Calculated over the trailing 6-month period

72.56%

84.19%

-11.63%

Volatility (1Y)

Calculated over the trailing 1-year period

94.12%

102.19%

-8.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

88.87%

108.21%

-19.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

88.87%

100.48%

-11.61%

URAA vs. SOXS - Expense Ratio Comparison

URAA has a 1.28% expense ratio, which is higher than SOXS's 1.08% expense ratio.


Dividends

URAA vs. SOXS - Dividend Comparison

URAA's dividend yield for the trailing twelve months is around 9.24%, less than SOXS's 64.53% yield.


PositionTTM20252024202320222021202020192018
SOXS
Direxion Daily Semiconductor Bear 3x Shares
64.53%10.79%5.45%9.22%0.19%0.00%3.58%2.30%0.76%
URAA
Direxion Daily Uranium Industry Bull 2X Shares
9.24%9.14%4.36%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


URAA and SOXS have a correlation of -0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOXS has higher volatility (44.24%) compared to URAA (28.36%). In terms of maximum drawdown, URAA dropped -67.45% vs SOXS's -100.00%.

On 1-year performance, URAA leads with 69.53% vs -97.52% for SOXS. On fees, SOXS is cheaper at 1.08% per year. On volatility, URAA has been the lower-risk option at 28.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, URAA has performed better with a 69.53% return vs -97.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SOXS is cheaper with a 1.08% expense ratio, compared with 1.28% for URAA.

SOXS has the higher dividend yield at 64.53%, compared with 9.24% for URAA.

URAA is categorized as Leveraged Equities, while SOXS is Inverse Equities. URAA tracks Solactive United States Uranium and Nuclear Energy ETF Select Index (200%), while SOXS tracks PHLX Semiconductor Index (-300%). Their fees differ too: 1.28% for URAA and 1.08% for SOXS.

URAA currently has the higher Sharpe Ratio (0.74 vs -0.95), 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.

Portfolio Optimizer

Find the right allocation for URAA and SOXS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer