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

Performance

YINN vs. SOXL - Performance Comparison

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

0.00%2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%JuneJulyAugustSeptemberOctoberNovember
-95.80%
4,294.99%
YINN
SOXL

Returns By Period

In the year-to-date period, YINN achieves a 33.28% return, which is significantly higher than SOXL's -14.64% return. Over the past 10 years, YINN has underperformed SOXL with an annualized return of -25.48%, while SOXL has yielded a comparatively higher 30.98% annualized return.


YINN

YTD

33.28%

1M

-18.40%

6M

-15.67%

1Y

7.85%

5Y (annualized)

-39.22%

10Y (annualized)

-25.48%

SOXL

YTD

-14.64%

1M

-22.63%

6M

-41.01%

1Y

18.24%

5Y (annualized)

12.05%

10Y (annualized)

30.98%

Key characteristics


YINNSOXL
Sharpe Ratio-0.050.19
Sortino Ratio0.650.96
Omega Ratio1.081.12
Calmar Ratio-0.050.27
Martin Ratio-0.160.60
Ulcer Index31.44%31.18%
Daily Std Dev97.55%100.74%
Max Drawdown-98.87%-90.46%
Current Drawdown-97.75%-62.71%

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YINN vs. SOXL - Expense Ratio Comparison

YINN has a 1.52% expense ratio, which is higher than SOXL's 0.99% expense ratio.


YINN
Direxion Daily China 3x Bull Shares
Expense ratio chart for YINN: current value at 1.52% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.52%
Expense ratio chart for SOXL: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%

Correlation

-0.50.00.51.00.5

The correlation between YINN and SOXL is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

YINN vs. SOXL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily China 3x Bull Shares (YINN) 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 YINN, currently valued at -0.05, compared to the broader market0.002.004.006.00-0.050.19
The chart of Sortino ratio for YINN, currently valued at 0.65, compared to the broader market-2.000.002.004.006.008.0010.0012.000.650.96
The chart of Omega ratio for YINN, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.001.081.12
The chart of Calmar ratio for YINN, currently valued at -0.05, compared to the broader market0.005.0010.0015.00-0.050.27
The chart of Martin ratio for YINN, currently valued at -0.16, compared to the broader market0.0020.0040.0060.0080.00100.00120.00-0.160.60
YINN
SOXL

The current YINN Sharpe Ratio is -0.05, which is lower than the SOXL Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of YINN 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.05
0.19
YINN
SOXL

Dividends

YINN vs. SOXL - Dividend Comparison

YINN's dividend yield for the trailing twelve months is around 2.14%, more than SOXL's 1.15% yield.


TTM2023202220212020201920182017201620152014
YINN
Direxion Daily China 3x Bull Shares
2.14%4.17%1.16%0.73%0.76%1.38%1.02%1.11%0.00%0.00%0.19%
SOXL
Direxion Daily Semiconductor Bull 3x Shares
1.15%0.51%1.08%0.04%0.05%0.38%1.30%0.09%4.84%0.00%0.00%

Drawdowns

YINN vs. SOXL - Drawdown Comparison

The maximum YINN drawdown since its inception was -98.87%, which is greater than SOXL's maximum drawdown of -90.46%. Use the drawdown chart below to compare losses from any high point for YINN and SOXL. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-97.75%
-62.71%
YINN
SOXL

Volatility

YINN vs. SOXL - Volatility Comparison

Direxion Daily China 3x Bull Shares (YINN) has a higher volatility of 33.08% compared to Direxion Daily Semiconductor Bull 3x Shares (SOXL) at 26.28%. This indicates that YINN's price experiences larger fluctuations and is considered to be riskier 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%JuneJulyAugustSeptemberOctoberNovember
33.08%
26.28%
YINN
SOXL