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XPEL vs. SOXL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XPEL and SOXL is 0.16, 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.


-0.50.00.51.00.2

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.

0.00%20,000.00%40,000.00%60,000.00%80,000.00%100,000.00%120,000.00%140,000.00%JulyAugustSeptemberOctoberNovemberDecember
114,185.71%
4,792.53%
XPEL
SOXL

Key characteristics

Sharpe Ratio

XPEL:

-0.40

SOXL:

-0.01

Sortino Ratio

XPEL:

-0.16

SOXL:

0.70

Omega Ratio

XPEL:

0.97

SOXL:

1.09

Calmar Ratio

XPEL:

-0.43

SOXL:

-0.02

Martin Ratio

XPEL:

-1.10

SOXL:

-0.04

Ulcer Index

XPEL:

26.75%

SOXL:

36.09%

Daily Std Dev

XPEL:

73.68%

SOXL:

101.90%

Max Drawdown

XPEL:

-99.77%

SOXL:

-90.46%

Current Drawdown

XPEL:

-60.55%

SOXL:

-58.50%

Returns By Period

In the year-to-date period, XPEL achieves a -25.72% return, which is significantly lower than SOXL's -4.99% return. Over the past 10 years, XPEL has outperformed SOXL with an annualized return of 32.41%, while SOXL has yielded a comparatively lower 30.03% annualized return.


XPEL

YTD

-25.72%

1M

-12.53%

6M

11.73%

1Y

-28.77%

5Y*

22.14%

10Y*

32.41%

SOXL

YTD

-4.99%

1M

4.15%

6M

-43.99%

1Y

-2.21%

5Y*

10.17%

10Y*

30.03%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

XPEL vs. SOXL - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for XPEL, currently valued at -0.40, compared to the broader market-4.00-2.000.002.00-0.40-0.01
The chart of Sortino ratio for XPEL, currently valued at -0.16, compared to the broader market-4.00-2.000.002.004.00-0.160.70
The chart of Omega ratio for XPEL, currently valued at 0.97, compared to the broader market0.501.001.502.000.971.09
The chart of Calmar ratio for XPEL, currently valued at -0.43, compared to the broader market0.002.004.006.00-0.43-0.02
The chart of Martin ratio for XPEL, currently valued at -1.10, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.10-0.04
XPEL
SOXL

The current XPEL Sharpe Ratio is -0.40, which is lower than the SOXL Sharpe Ratio of -0.01. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.00JulyAugustSeptemberOctoberNovemberDecember
-0.40
-0.01
XPEL
SOXL

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 1.08%.


TTM2023202220212020201920182017201620152014
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
1.08%0.51%1.08%0.04%0.05%0.38%1.30%0.09%4.84%0.00%0.00%

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. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-60.55%
-58.50%
XPEL
SOXL

Volatility

XPEL vs. SOXL - Volatility Comparison

The current volatility for XPEL, Inc. (XPEL) is 11.04%, while Direxion Daily Semiconductor Bull 3x Shares (SOXL) has a volatility of 25.85%. 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.


10.00%20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
11.04%
25.85%
XPEL
SOXL
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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