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^XII vs. INDL
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^XII and INDL 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.


-0.50.00.51.00.5

Performance

^XII vs. INDL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NYSE Arca Institutional Index (^XII) and Direxion Daily India Bull 3x Shares (INDL). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%SeptemberOctoberNovemberDecember2025February
10.99%
-24.96%
^XII
INDL

Key characteristics

Sharpe Ratio

^XII:

1.87

INDL:

-0.31

Sortino Ratio

^XII:

2.49

INDL:

-0.24

Omega Ratio

^XII:

1.33

INDL:

0.97

Calmar Ratio

^XII:

2.56

INDL:

-0.12

Martin Ratio

^XII:

10.45

INDL:

-0.71

Ulcer Index

^XII:

2.74%

INDL:

12.25%

Daily Std Dev

^XII:

15.33%

INDL:

27.99%

Max Drawdown

^XII:

-64.23%

INDL:

-95.67%

Current Drawdown

^XII:

0.00%

INDL:

-74.46%

Returns By Period

In the year-to-date period, ^XII achieves a 4.05% return, which is significantly higher than INDL's -12.17% return. Over the past 10 years, ^XII has outperformed INDL with an annualized return of 13.22%, while INDL has yielded a comparatively lower -5.82% annualized return.


^XII

YTD

4.05%

1M

2.56%

6M

10.99%

1Y

27.54%

5Y*

14.61%

10Y*

13.22%

INDL

YTD

-12.17%

1M

-6.57%

6M

-24.95%

1Y

-13.05%

5Y*

-3.80%

10Y*

-5.82%

*Annualized

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Risk-Adjusted Performance

^XII vs. INDL — Risk-Adjusted Performance Rank

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

^XII
The Risk-Adjusted Performance Rank of ^XII is 8383
Overall Rank
The Sharpe Ratio Rank of ^XII is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of ^XII is 8282
Sortino Ratio Rank
The Omega Ratio Rank of ^XII is 8383
Omega Ratio Rank
The Calmar Ratio Rank of ^XII is 8181
Calmar Ratio Rank
The Martin Ratio Rank of ^XII is 8585
Martin Ratio Rank

INDL
The Risk-Adjusted Performance Rank of INDL is 44
Overall Rank
The Sharpe Ratio Rank of INDL is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of INDL is 44
Sortino Ratio Rank
The Omega Ratio Rank of INDL is 44
Omega Ratio Rank
The Calmar Ratio Rank of INDL is 55
Calmar Ratio Rank
The Martin Ratio Rank of INDL is 44
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.

^XII vs. INDL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NYSE Arca Institutional Index (^XII) and Direxion Daily India Bull 3x Shares (INDL). 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 ^XII, currently valued at 1.87, compared to the broader market0.000.501.001.502.002.501.87-0.31
The chart of Sortino ratio for ^XII, currently valued at 2.49, compared to the broader market0.001.002.003.002.49-0.24
The chart of Omega ratio for ^XII, currently valued at 1.33, compared to the broader market1.001.201.401.601.330.97
The chart of Calmar ratio for ^XII, currently valued at 2.56, compared to the broader market0.001.002.003.004.002.56-0.12
The chart of Martin ratio for ^XII, currently valued at 10.45, compared to the broader market00.005.0010.0015.0020.0010.45
^XII
INDL

The current ^XII Sharpe Ratio is 1.87, which is higher than the INDL Sharpe Ratio of -0.31. The chart below compares the historical Sharpe Ratios of ^XII and INDL, 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 Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
1.87
-0.31
^XII
INDL

Drawdowns

^XII vs. INDL - Drawdown Comparison

The maximum ^XII drawdown since its inception was -64.23%, smaller than the maximum INDL drawdown of -95.67%. Use the drawdown chart below to compare losses from any high point for ^XII and INDL. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February0
-74.46%
^XII
INDL

Volatility

^XII vs. INDL - Volatility Comparison

The current volatility for NYSE Arca Institutional Index (^XII) is 4.28%, while Direxion Daily India Bull 3x Shares (INDL) has a volatility of 7.35%. This indicates that ^XII experiences smaller price fluctuations and is considered to be less risky than INDL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
4.28%
7.35%
^XII
INDL
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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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