LITX vs SOXL: Returns, Risk & Full Comparison | Redstone

LITX vs SOXL: Returns, Risk & Full Comparison | Redstone

Performance

LITX+127.92%SOXL+121.76%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
LITX	-10.96%	—	—	—	—	—
SOXL	-12.74%	+98.29%	+121.76%	+14.58%	-69.42%	1.25

Current Drawdown

LITX-60.76%SOXL-68.86%

Rolling Volatility

LITX+9.01%SOXL+6.85%

METRICS

Correlation Matrix

	LITX	SOXL
LITX	1.00	0.61
SOXL	0.61	1.00

Metrics

Risk Indicators

LITXSOXL

Alpha

—

97.66%

Beta

—

7.75x

Sharpe

—

1.25

Sortino

—

1.80

Omega

—

1.23

Calmar

—

1.75

Martin

—

5.11

Comparisons

More LITX comparisons

More SOXL comparisons