PortfoliosLab logoPortfoliosLab logo
XLM-USD vs. SOXL
Performance
Return for Risk
Drawdowns
Volatility

Performance

XLM-USD vs. SOXL - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, XLM-USD achieves a -6.87% return, which is significantly lower than SOXL's 458.36% return. Both investments have delivered pretty close results over the past 10 years, with XLM-USD having a 60.23% annualized return and SOXL not far ahead at 63.20%.


XLM-USD

1D
-1.52%
1M
15.17%
YTD
-6.87%
6M
-21.39%
1Y
-28.35%
3Y*
33.09%
5Y*
-11.45%
10Y*
60.23%

SOXL

1D
4.77%
1M
26.04%
YTD
458.36%
6M
462.65%
1Y
1,075.10%
3Y*
110.81%
5Y*
43.69%
10Y*
63.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLM-USD vs. SOXL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XLM-USD
Stellar
-6.87%-39.55%157.40%81.66%-73.35%108.68%184.76%-60.36%-68.37%14,396.90%
SOXL
Direxion Daily Semiconductor Bull 3X ETF
458.36%54.91%-12.31%226.98%-85.66%118.84%70.04%231.83%-39.07%141.71%

Correlation

The correlation between XLM-USD and SOXL is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

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

0.23

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

0.25

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

0.16

Correlation (All Time)
Calculated using the full available price history since Aug 4, 2014

0.14

The correlation between XLM-USD and SOXL shifts across timeframes, from 0.14 (all time) to 0.32 (1 year), reflecting how their relationship changes across market environments.

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

XLM-USD vs. SOXL — Risk / Return Rank

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

XLM-USD
XLM-USD Risk / Return Rank: 7777
Overall Rank
XLM-USD Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XLM-USD Sortino Ratio Rank: 7777
Sortino Ratio Rank
XLM-USD Omega Ratio Rank: 7777
Omega Ratio Rank
XLM-USD Calmar Ratio Rank: 7878
Calmar Ratio Rank
XLM-USD Martin Ratio Rank: 7878
Martin Ratio Rank

SOXL
SOXL Risk / Return Rank: 9797
Overall Rank
SOXL Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
SOXL Sortino Ratio Rank: 9494
Sortino Ratio Rank
SOXL Omega Ratio Rank: 9494
Omega Ratio Rank
SOXL Calmar Ratio Rank: 9999
Calmar Ratio Rank
SOXL Martin Ratio Rank: 9898
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.

XLM-USD vs. SOXL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Stellar (XLM-USD) 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.


XLM-USDSOXLDifference
Sharpe ratioReturn per unit of total volatility

-9.32

Sortino ratioReturn per unit of downside risk

-4.21

Omega ratioGain probability vs. loss probability

1.00

1.60

-0.60

Calmar ratioReturn relative to maximum drawdown

-0.40

22.91

-23.31

Martin ratioReturn relative to average drawdown

-0.57

74.51

-75.08

XLM-USD vs. SOXL - Sharpe Ratio Comparison

The current XLM-USD Sharpe Ratio is -0.33, which is lower than the SOXL Sharpe Ratio of 8.99. The chart below compares the historical Sharpe Ratios of XLM-USD and SOXL, 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...

Drawdowns

XLM-USD vs. SOXL - Drawdown Comparison

The maximum XLM-USD drawdown since its inception was -96.21%, which is greater than SOXL's maximum drawdown of -90.46%. Use the drawdown chart below to compare losses from any high point for XLM-USD and SOXL.


Loading charts...

Drawdown Indicators


XLM-USDSOXLDifference

Max Drawdown

Largest peak-to-trough decline

-96.21%

-90.46%

-5.75%

Max Drawdown (1Y)

Largest decline over 1 year

-71.19%

-43.47%

-27.72%

Max Drawdown (3Y)

Largest decline over 3 years

-74.37%

-87.88%

+13.51%

Max Drawdown (5Y)

Largest decline over 5 years

-83.25%

-90.46%

+7.21%

Max Drawdown (10Y)

Largest decline over 10 years

-96.21%

-90.46%

-5.75%

Current Drawdown

Current decline from peak

-78.80%

-16.35%

-62.45%

Average Drawdown

Average peak-to-trough decline

-72.14%

-34.99%

-37.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

50.48%

13.35%

+37.13%

Volatility

XLM-USD vs. SOXL - Volatility Comparison

The current volatility for Stellar (XLM-USD) is 43.48%, while Direxion Daily Semiconductor Bull 3X ETF (SOXL) has a volatility of 58.17%. This indicates that XLM-USD 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.


Loading charts...

Volatility by Period


XLM-USDSOXLDifference

Volatility (1M)

Calculated over the trailing 1-month period

43.48%

58.17%

-14.69%

Volatility (6M)

Calculated over the trailing 6-month period

59.28%

93.93%

-34.65%

Volatility (1Y)

Calculated over the trailing 1-year period

70.60%

110.81%

-40.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.72%

108.96%

-34.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

112.79%

99.99%

+12.80%

Frequently Asked Questions


XLM-USD and SOXL have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOXL has higher volatility (58.17%) compared to XLM-USD (43.48%). In terms of maximum drawdown, XLM-USD dropped -96.21% vs SOXL's -90.46%.

SOXL currently has the higher Sharpe Ratio (8.99 vs -0.33), 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 XLM-USD and SOXL

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