XPEL vs. SOXL

Last updated Apr 2, 2026

Compare and contrast key facts about XPEL, Inc. (XPEL) 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

XPEL vs. SOXL - Performance Comparison

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

XPEL vs. SOXL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
XPEL XPEL, Inc.	-10.42%	24.96%	-25.83%	-10.34%	-12.04%	32.43%	251.95%	140.10%	335.82%	0.00%
SOXL Direxion Daily Semiconductor Bull 3x Shares	24.34%	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, XPEL achieves a -10.42% return, which is significantly lower than SOXL's 24.34% return. Over the past 10 years, XPEL has outperformed SOXL with an annualized return of 49.44%, while SOXL has yielded a comparatively lower 41.10% annualized return.

XPEL

• 1D: 1.02%
• 1M: 4.03%
• YTD: -10.42%
• 6M: 34.47%
• 1Y: 53.75%
• 3Y*: -13.02%
• 5Y*: -3.97%
• 10Y*: 49.44%

SOXL

• 1D: 9.08%
• 1M: -16.73%
• YTD: 24.34%
• 6M: 41.78%
• 1Y: 228.78%
• 3Y*: 42.83%
• 5Y*: 4.90%
• 10Y*: 41.10%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

XPEL vs. SOXL — Risk / Return Rank

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

XPEL

XPEL Risk / Return Rank: 74
XPEL Sharpe Ratio Rank: 78
XPEL Sortino Ratio Rank: 77
XPEL Omega Ratio Rank: 71
XPEL Calmar Ratio Rank: 72
XPEL Martin Ratio Rank: 74

SOXL

SOXL Risk / Return Rank: 90
SOXL Sharpe Ratio Rank: 89
SOXL Sortino Ratio Rank: 88
SOXL Omega Ratio Rank: 86
SOXL Calmar Ratio Rank: 96
SOXL Martin Ratio Rank: 93

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.

XPEL vs. SOXL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for XPEL, Inc. (XPEL) 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.

	XPEL	SOXL	Difference
Sharpe ratio Return per unit of total volatility	1.17	1.93	-0.75
Sortino ratio Return per unit of downside risk	1.99	2.46	-0.47
Omega ratio Gain probability vs. loss probability	1.23	1.35	-0.12
Calmar ratio Return relative to maximum drawdown	1.64	4.64	-3.00
Martin ratio Return relative to average drawdown	4.47	14.09	-9.62
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XPEL vs. SOXL - Sharpe Ratio Comparison

The current XPEL Sharpe Ratio is 1.17, which is lower than the SOXL Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of XPEL 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

	XPEL	SOXL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.17	1.93	-0.75
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.07	0.05	-0.12
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.78	0.42	+0.35
Sharpe Ratio (All Time) Calculated using the full available price history	0.08	0.36	-0.28

Correlation

The correlation between XPEL and SOXL is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

XPEL vs. SOXL - Dividend Comparison

XPEL has not paid dividends to shareholders, while SOXL's dividend yield for the trailing twelve months is around 0.15%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
XPEL XPEL, 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	0.15%	0.34%	1.18%	0.51%	1.07%	0.04%	0.05%	0.38%	1.30%	0.09%	4.84%

Drawdowns

XPEL vs. SOXL - Drawdown Comparison

The maximum XPEL drawdown since its inception was -99.77%, which is greater than SOXL's maximum drawdown of -90.46%. Use the drawdown chart below to compare losses from any high point for XPEL and SOXL.

Drawdown Indicators

	XPEL	SOXL	Difference
Max Drawdown Largest peak-to-trough decline	-99.77%	-90.46%	-9.31%
Max Drawdown (1Y) Largest decline over 1 year	-31.79%	-49.26%	+17.47%
Max Drawdown (5Y) Largest decline over 5 years	-75.62%	-90.46%	+14.84%
Max Drawdown (10Y) Largest decline over 10 years	-75.62%	-90.46%	+14.84%
Current Drawdown Current decline from peak	-55.91%	-27.28%	-28.63%
Average Drawdown Average peak-to-trough decline	-52.38%	-35.34%	-17.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.66%	16.23%	-4.57%

Volatility

XPEL vs. SOXL - Volatility Comparison

The current volatility for XPEL, Inc. (XPEL) is 14.11%, while Direxion Daily Semiconductor Bull 3x Shares (SOXL) has a volatility of 38.35%. This indicates that XPEL 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

	XPEL	SOXL	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.11%	38.35%	-24.24%
Volatility (6M) Calculated over the trailing 6-month period	27.26%	79.93%	-52.67%
Volatility (1Y) Calculated over the trailing 1-year period	46.04%	119.50%	-73.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	55.05%	105.40%	-50.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	63.86%	97.72%	-33.86%