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AAPX vs. GUSH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AAPX vs. GUSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T-Rex 2X Long Apple Daily Target ETF (AAPX) and Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares (GUSH). The values are adjusted to include any dividend payments, if applicable.

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AAPX vs. GUSH - Yearly Performance Comparison


Returns By Period

In the year-to-date period, AAPX achieves a -15.26% return, which is significantly lower than GUSH's 87.03% return.


AAPX

1D
1.37%
1M
-7.82%
YTD
-15.26%
6M
-7.83%
1Y
6.48%
3Y*
5Y*
10Y*

GUSH

1D
-7.69%
1M
19.66%
YTD
87.03%
6M
61.77%
1Y
53.22%
3Y*
12.65%
5Y*
17.99%
10Y*
-32.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AAPX vs. GUSH - Expense Ratio Comparison

AAPX has a 1.05% expense ratio, which is lower than GUSH's 1.17% expense ratio.


Return for Risk

AAPX vs. GUSH — Risk / Return Rank

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

AAPX
AAPX Risk / Return Rank: 1717
Overall Rank
AAPX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
AAPX Sortino Ratio Rank: 2121
Sortino Ratio Rank
AAPX Omega Ratio Rank: 2222
Omega Ratio Rank
AAPX Calmar Ratio Rank: 1515
Calmar Ratio Rank
AAPX Martin Ratio Rank: 1515
Martin Ratio Rank

GUSH
GUSH Risk / Return Rank: 4343
Overall Rank
GUSH Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
GUSH Sortino Ratio Rank: 4848
Sortino Ratio Rank
GUSH Omega Ratio Rank: 4848
Omega Ratio Rank
GUSH Calmar Ratio Rank: 4646
Calmar Ratio Rank
GUSH Martin Ratio Rank: 3434
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AAPX vs. GUSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-Rex 2X Long Apple Daily Target ETF (AAPX) and Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares (GUSH). 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.


AAPXGUSHDifference

Sharpe ratio

Return per unit of total volatility

0.10

0.79

-0.69

Sortino ratio

Return per unit of downside risk

0.63

1.35

-0.73

Omega ratio

Gain probability vs. loss probability

1.09

1.19

-0.10

Calmar ratio

Return relative to maximum drawdown

0.18

1.26

-1.08

Martin ratio

Return relative to average drawdown

0.43

3.14

-2.71

AAPX vs. GUSH - Sharpe Ratio Comparison

The current AAPX Sharpe Ratio is 0.10, which is lower than the GUSH Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of AAPX and GUSH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AAPXGUSHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.10

0.79

-0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

-0.43

+0.64

Correlation

The correlation between AAPX and GUSH is 0.10, 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.


Dividends

AAPX vs. GUSH - Dividend Comparison

AAPX's dividend yield for the trailing twelve months is around 0.79%, less than GUSH's 1.33% yield.


TTM2025202420232022202120202019201820172016
AAPX
T-Rex 2X Long Apple Daily Target ETF
0.79%0.67%21.46%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GUSH
Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares
1.33%2.60%2.96%3.00%0.47%0.00%0.20%1.68%0.17%0.00%3.26%

Drawdowns

AAPX vs. GUSH - Drawdown Comparison

The maximum AAPX drawdown since its inception was -58.55%, smaller than the maximum GUSH drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for AAPX and GUSH.


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Drawdown Indicators


AAPXGUSHDifference

Max Drawdown

Largest peak-to-trough decline

-58.55%

-99.98%

+41.43%

Max Drawdown (1Y)

Largest decline over 1 year

-41.67%

-43.67%

+2.00%

Max Drawdown (5Y)

Largest decline over 5 years

-73.64%

Max Drawdown (10Y)

Largest decline over 10 years

-99.94%

Current Drawdown

Current decline from peak

-25.05%

-99.77%

+74.72%

Average Drawdown

Average peak-to-trough decline

-20.02%

-92.81%

+72.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.62%

17.57%

+0.05%

Volatility

AAPX vs. GUSH - Volatility Comparison

The current volatility for T-Rex 2X Long Apple Daily Target ETF (AAPX) is 11.60%, while Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares (GUSH) has a volatility of 16.69%. This indicates that AAPX experiences smaller price fluctuations and is considered to be less risky than GUSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AAPXGUSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.60%

16.69%

-5.09%

Volatility (6M)

Calculated over the trailing 6-month period

30.66%

39.24%

-8.58%

Volatility (1Y)

Calculated over the trailing 1-year period

63.06%

67.59%

-4.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.26%

68.73%

-13.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

55.26%

94.30%

-39.04%