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AVGU vs. KORU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AVGU vs. KORU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares 2x Long AVGO Daily ETF (AVGU) and Direxion Daily MSCI South Korea Bull 3X Shares (KORU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AVGU achieves a 6.01% return, which is significantly lower than KORU's 74.82% return.


AVGU

1D
1.04%
1M
15.33%
6M
17.74%
YTD
6.01%
1Y
34.11%
3Y*
5Y*
10Y*
ALL TIME*
39.51%

KORU

1D
5.87%
1M
-41.38%
6M
-5.76%
YTD
74.82%
1Y
326.36%
3Y*
52.12%
5Y*
-3.49%
10Y*
2.54%
ALL TIME*
-0.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.09M$2.95M$5.92M
$701.92M$755.38M$782.78M

AVGU vs. KORU - Yearly Performance Comparison


Correlation

The correlation between AVGU and KORU is 0.51, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.51

Correlation (All Time)
Calculated using the full available price history since Jul 15, 2025

0.51

The correlation between AVGU and KORU has been stable across timeframes, ranging from 0.51 to 0.51 - a consistent structural relationship.

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Return for Risk

AVGU vs. KORU — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

AVGU
AVGU Risk / Return Rank: 2323
Overall Rank
AVGU Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
AVGU Sortino Ratio Rank: 2929
Sortino Ratio Rank
AVGU Omega Ratio Rank: 2929
Omega Ratio Rank
AVGU Calmar Ratio Rank: 2121
Calmar Ratio Rank
AVGU Martin Ratio Rank: 1919
Martin Ratio Rank

KORU
KORU Risk / Return Rank: 8484
Overall Rank
KORU Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
KORU Sortino Ratio Rank: 7979
Sortino Ratio Rank
KORU Omega Ratio Rank: 8383
Omega Ratio Rank
KORU Calmar Ratio Rank: 9191
Calmar Ratio Rank
KORU Martin Ratio Rank: 8282
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

AVGU vs. KORU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Long AVGO Daily ETF (AVGU) and Direxion Daily MSCI South Korea Bull 3X Shares (KORU). 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.


AVGUKORUDifference
Sharpe ratioReturn per unit of total volatility

-1.70

Sortino ratioReturn per unit of downside risk

-1.42

Omega ratioGain probability vs. loss probability

1.15

1.36

-0.21

Calmar ratioReturn relative to maximum drawdown

0.64

4.06

-3.42

Martin ratioReturn relative to average drawdown

1.19

11.13

-9.93

AVGU vs. KORU - Sharpe Ratio Comparison

The current AVGU Sharpe Ratio is 0.36, which is lower than the KORU Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of AVGU and KORU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AVGU vs. KORU - Drawdown Comparison

The maximum AVGU drawdown since its inception was -53.30%, smaller than the maximum KORU drawdown of -95.79%. Use the drawdown chart below to compare losses from any high point for AVGU and KORU.


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Drawdown Indicators


AVGUKORUDifference

Max Drawdown

Largest peak-to-trough decline

-53.30%

-95.79%

+42.49%

Max Drawdown (1Y)

Largest decline over 1 year

-53.30%

-80.90%

+27.60%

Max Drawdown (3Y)

Largest decline over 3 years

-80.90%

Max Drawdown (5Y)

Largest decline over 5 years

-92.74%

Max Drawdown (10Y)

Largest decline over 10 years

-95.79%

Current Drawdown

Current decline from peak

-39.17%

-74.91%

+35.74%

Average Drawdown

Average peak-to-trough decline

-22.90%

-57.45%

+34.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.67%

29.49%

-0.82%

Volatility

AVGU vs. KORU - Volatility Comparison

The current volatility for GraniteShares 2x Long AVGO Daily ETF (AVGU) is 24.87%, while Direxion Daily MSCI South Korea Bull 3X Shares (KORU) has a volatility of 65.03%. This indicates that AVGU experiences smaller price fluctuations and is considered to be less risky than KORU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVGUKORUDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.87%

65.03%

-40.16%

Volatility (6M)

Calculated over the trailing 6-month period

70.09%

154.04%

-83.95%

Volatility (1Y)

Calculated over the trailing 1-year period

95.06%

159.66%

-64.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

93.37%

96.62%

-3.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

93.37%

85.86%

+7.51%

AVGU vs. KORU - Expense Ratio Comparison

AVGU has a 1.50% expense ratio, which is higher than KORU's 1.32% expense ratio.


Dividends

AVGU vs. KORU - Dividend Comparison

AVGU has not paid dividends to shareholders, while KORU's dividend yield for the trailing twelve months is around 0.50%.


PositionTTM202520242023202220212020201920182017
AVGU
GraniteShares 2x Long AVGO Daily ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KORU
Direxion Daily MSCI South Korea Bull 3X Shares
0.50%0.89%4.10%2.55%0.48%0.76%0.01%0.93%1.40%3.59%

Frequently Asked Questions


AVGU and KORU have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KORU has higher volatility (65.03%) compared to AVGU (24.87%). In terms of maximum drawdown, AVGU dropped -53.30% vs KORU's -95.79%.

On 1-year performance, KORU leads with 326.36% vs 34.11% for AVGU. On fees, KORU is cheaper at 1.32% per year. On volatility, AVGU has been the lower-risk option at 24.87%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, KORU has performed better with a 326.36% return vs 34.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

KORU is cheaper with a 1.32% expense ratio, compared with 1.50% for AVGU.

KORU has the higher dividend yield at 0.50%, compared with 0.00% for AVGU.

AVGU is categorized as Leveraged Equities, while KORU is South Korea Equities. They also come from different issuers: GraniteShares and Direxion. Their fees differ too: 1.50% for AVGU and 1.32% for KORU.

KORU currently has the higher Sharpe Ratio (2.06 vs 0.36), 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.

Portfolio Optimizer

Find the right allocation for AVGU and KORU

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