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

Correlation

The correlation between XPEL and SOXL is 0.21, 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.


-0.50.00.51.0
Correlation: 0.2

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%NovemberDecember2025FebruaryMarchApril
78,328.57%
1,946.77%
XPEL
SOXL

Key characteristics

Sharpe Ratio

XPEL:

-0.64

SOXL:

-0.49

Sortino Ratio

XPEL:

-0.74

SOXL:

-0.20

Omega Ratio

XPEL:

0.88

SOXL:

0.97

Calmar Ratio

XPEL:

-0.66

SOXL:

-0.72

Martin Ratio

XPEL:

-1.54

SOXL:

-1.22

Ulcer Index

XPEL:

32.20%

SOXL:

51.86%

Daily Std Dev

XPEL:

77.40%

SOXL:

128.38%

Max Drawdown

XPEL:

-99.77%

SOXL:

-90.46%

Current Drawdown

XPEL:

-72.93%

SOXL:

-82.64%

Returns By Period

In the year-to-date period, XPEL achieves a -31.27% return, which is significantly higher than SOXL's -54.67% return. Over the past 10 years, XPEL has outperformed SOXL with an annualized return of 27.01%, while SOXL has yielded a comparatively lower 19.62% annualized return.


XPEL

YTD

-31.27%

1M

-17.84%

6M

-30.40%

1Y

-48.95%

5Y*

20.30%

10Y*

27.01%

SOXL

YTD

-54.67%

1M

-34.33%

6M

-64.81%

1Y

-66.67%

5Y*

8.79%

10Y*

19.62%

*Annualized

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Risk-Adjusted Performance

XPEL vs. SOXL — Risk-Adjusted Performance Rank

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

XPEL
The Risk-Adjusted Performance Rank of XPEL is 1414
Overall Rank
The Sharpe Ratio Rank of XPEL is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of XPEL is 1818
Sortino Ratio Rank
The Omega Ratio Rank of XPEL is 1515
Omega Ratio Rank
The Calmar Ratio Rank of XPEL is 1111
Calmar Ratio Rank
The Martin Ratio Rank of XPEL is 77
Martin Ratio Rank

SOXL
The Risk-Adjusted Performance Rank of SOXL is 55
Overall Rank
The Sharpe Ratio Rank of SOXL is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of SOXL is 99
Sortino Ratio Rank
The Omega Ratio Rank of SOXL is 99
Omega Ratio Rank
The Calmar Ratio Rank of SOXL is 11
Calmar Ratio Rank
The Martin Ratio Rank of SOXL is 33
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for XPEL, currently valued at -0.64, compared to the broader market-2.00-1.000.001.002.003.00
XPEL: -0.64
SOXL: -0.49
The chart of Sortino ratio for XPEL, currently valued at -0.74, compared to the broader market-6.00-4.00-2.000.002.004.00
XPEL: -0.74
SOXL: -0.20
The chart of Omega ratio for XPEL, currently valued at 0.88, compared to the broader market0.501.001.502.00
XPEL: 0.88
SOXL: 0.97
The chart of Calmar ratio for XPEL, currently valued at -0.66, compared to the broader market0.001.002.003.004.005.00
XPEL: -0.66
SOXL: -0.72
The chart of Martin ratio for XPEL, currently valued at -1.54, compared to the broader market-5.000.005.0010.0015.0020.00
XPEL: -1.54
SOXL: -1.22

The current XPEL Sharpe Ratio is -0.64, which is comparable to the SOXL Sharpe Ratio of -0.49. 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-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
-0.64
-0.49
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 2.84%.


TTM20242023202220212020201920182017201620152014
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%0.00%
SOXL
Direxion Daily Semiconductor Bull 3x Shares
2.84%1.18%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.


-90.00%-80.00%-70.00%-60.00%-50.00%NovemberDecember2025FebruaryMarchApril
-72.93%
-82.64%
XPEL
SOXL

Volatility

XPEL vs. SOXL - Volatility Comparison

The current volatility for XPEL, Inc. (XPEL) is 20.72%, while Direxion Daily Semiconductor Bull 3x Shares (SOXL) has a volatility of 76.00%. 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.


0.00%20.00%40.00%60.00%80.00%NovemberDecember2025FebruaryMarchApril
20.72%
76.00%
XPEL
SOXL