XPEL vs. SOXL
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XPEL or SOXL.
Performance
XPEL vs. SOXL - Performance Comparison
Returns By Period
In the year-to-date period, XPEL achieves a -16.71% return, which is significantly lower than SOXL's -8.78% return. Both investments have delivered pretty close results over the past 10 years, with XPEL having a 31.58% annualized return and SOXL not far behind at 30.95%.
XPEL
-16.71%
11.12%
34.24%
-2.75%
23.00%
31.58%
SOXL
-8.78%
-17.87%
-41.36%
24.82%
15.68%
30.95%
Key characteristics
| XPEL | SOXL | |
|---|---|---|
| Sharpe Ratio | -0.04 | 0.26 |
| Sortino Ratio | 0.51 | 1.04 |
| Omega Ratio | 1.09 | 1.13 |
| Calmar Ratio | -0.04 | 0.37 |
| Martin Ratio | -0.10 | 0.80 |
| Ulcer Index | 25.74% | 32.04% |
| Daily Std Dev | 73.30% | 100.68% |
| Max Drawdown | -99.77% | -90.46% |
| Current Drawdown | -55.77% | -60.15% |
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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.
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.
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%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Volatility
XPEL vs. SOXL - Volatility Comparison
The current volatility for XPEL, Inc. (XPEL) is 11.12%, while Direxion Daily Semiconductor Bull 3x Shares (SOXL) has a volatility of 27.45%. 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.