ADP vs. MUU
ADP (Automatic Data Processing, Inc.) is a stock, while MUU (Direxion Daily MU Bull 2X Shares) is Leveraged Equities fund tracking the Micron Technology, Inc. (200% Daily). Over the past year, ADP returned -14.74% vs 2796.55% for MUU. At a correlation of -0.09, they often move in opposite directions.
Performance
ADP vs. MUU - Performance Comparison
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Returns By Period
In the year-to-date period, ADP achieves a -0.85% return, which is significantly lower than MUU's 575.80% return.
ADP
- 1D
- 3.77%
- 1M
- 10.98%
- 6M
- -2.95%
- YTD
- -0.85%
- 1Y
- -14.74%
- 3Y*
- 5.49%
- 5Y*
- 6.50%
- 10Y*
- 12.63%
MUU
- 1D
- -9.01%
- 1M
- -18.36%
- 6M
- 372.65%
- YTD
- 575.80%
- 1Y
- 2,796.55%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ADP vs. MUU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
ADP Automatic Data Processing, Inc. | -0.85% | -10.18% | 2.25% |
MUU Direxion Daily MU Bull 2X Shares | 575.80% | 599.03% | -40.91% |
Correlation
The correlation between ADP and MUU is -0.23, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.23 |
Correlation (All Time) Calculated using the full available price history since Oct 10, 2024 | -0.09 |
The correlation between ADP and MUU shifts across timeframes, from -0.23 (1 year) to -0.09 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ADP vs. MUU — Risk / Return Rank
ADP
MUU
ADP vs. MUU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Automatic Data Processing, Inc. (ADP) and Direxion Daily MU Bull 2X Shares (MUU). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ADP | MUU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -24.53 | ||
| Sortino ratioReturn per unit of downside risk | -6.34 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.69 | -0.78 |
| Calmar ratioReturn relative to maximum drawdown | -0.39 | 66.09 | -66.48 |
| Martin ratioReturn relative to average drawdown | -0.69 | 221.31 | -222.00 |
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Drawdowns
ADP vs. MUU - Drawdown Comparison
The maximum ADP drawdown since its inception was -59.51%, smaller than the maximum MUU drawdown of -75.07%. Use the drawdown chart below to compare losses from any high point for ADP and MUU.
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Drawdown Indicators
| ADP | MUU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.51% | -75.07% | +15.56% |
Max Drawdown (1Y)Largest decline over 1 year | -38.07% | -52.72% | +14.65% |
Max Drawdown (3Y)Largest decline over 3 years | -40.78% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -40.78% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -40.78% | — | — |
Current DrawdownCurrent decline from peak | -20.65% | -36.32% | +15.67% |
Average DrawdownAverage peak-to-trough decline | -12.62% | -23.43% | +10.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.38% | 16.57% | +4.81% |
Volatility
ADP vs. MUU - Volatility Comparison
The current volatility for Automatic Data Processing, Inc. (ADP) is 9.70%, while Direxion Daily MU Bull 2X Shares (MUU) has a volatility of 67.81%. This indicates that ADP experiences smaller price fluctuations and is considered to be less risky than MUU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ADP | MUU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.70% | 67.81% | -58.11% |
Volatility (6M)Calculated over the trailing 6-month period | 22.00% | 116.35% | -94.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.52% | 145.78% | -120.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.42% | 138.10% | -115.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.60% | 138.10% | -113.50% |
Dividends
ADP vs. MUU - Dividend Comparison
ADP's dividend yield for the trailing twelve months is around 2.64%, more than MUU's 0.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADP Automatic Data Processing, Inc. | 2.64% | 2.46% | 1.96% | 2.21% | 1.83% | 1.55% | 2.08% | 1.92% | 2.14% | 2.00% | 2.10% | 2.36% |
MUU Direxion Daily MU Bull 2X Shares | 0.70% | 4.27% | 0.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ADP and MUU have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MUU has higher volatility (67.81%) compared to ADP (9.70%). In terms of maximum drawdown, ADP dropped -59.51% vs MUU's -75.07%.
MUU currently has the higher Sharpe Ratio (23.95 vs -0.58), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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