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AXGN vs. MUU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AXGN vs. MUU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AxoGen, Inc. (AXGN) and Direxion Daily MU Bull 2X Shares (MUU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AXGN achieves a 24.14% return, which is significantly lower than MUU's 961.23% return.


AXGN

1D
2.97%
1M
-4.69%
YTD
24.14%
6M
43.42%
1Y
257.66%
3Y*
66.26%
5Y*
16.44%
10Y*
21.66%

MUU

1D
3.08%
1M
218.90%
YTD
961.23%
6M
1,422.01%
1Y
6,522.95%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AXGN vs. MUU - Yearly Performance Comparison


2026 (YTD)20252024
AXGN
AxoGen, Inc.
24.14%98.60%21.18%
MUU
Direxion Daily MU Bull 2X Shares
961.23%599.03%-43.09%

Correlation

The correlation between AXGN and MUU is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.01

Correlation (All Time)
Calculated using the full available price history since Oct 11, 2024

0.08

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Return for Risk

AXGN vs. MUU — Risk / Return Rank

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

AXGN
AXGN Risk / Return Rank: 9898
Overall Rank
AXGN Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
AXGN Sortino Ratio Rank: 9797
Sortino Ratio Rank
AXGN Omega Ratio Rank: 9595
Omega Ratio Rank
AXGN Calmar Ratio Rank: 9898
Calmar Ratio Rank
AXGN Martin Ratio Rank: 9999
Martin Ratio Rank

MUU
MUU Risk / Return Rank: 9999
Overall Rank
MUU Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
MUU Sortino Ratio Rank: 9898
Sortino Ratio Rank
MUU Omega Ratio Rank: 9797
Omega Ratio Rank
MUU Calmar Ratio Rank: 100100
Calmar Ratio Rank
MUU Martin Ratio Rank: 100100
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.

AXGN vs. MUU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AxoGen, Inc. (AXGN) 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.


AXGNMUUDifference
Sharpe ratioReturn per unit of total volatility

-45.62

Sortino ratioReturn per unit of downside risk

-2.25

Omega ratioGain probability vs. loss probability

1.60

1.91

-0.31

Calmar ratioReturn relative to maximum drawdown

13.44

125.85

-112.41

Martin ratioReturn relative to average drawdown

43.94

426.84

-382.89

AXGN vs. MUU - Sharpe Ratio Comparison

The current AXGN Sharpe Ratio is 4.78, which is lower than the MUU Sharpe Ratio of 50.40. The chart below compares the historical Sharpe Ratios of AXGN and MUU, 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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Sharpe Ratios by Period


AXGNMUUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.78

50.40

-45.62

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

0.05

6.68

-6.63

Drawdowns

AXGN vs. MUU - Drawdown Comparison

The maximum AXGN drawdown since its inception was -98.49%, which is greater than MUU's maximum drawdown of -75.07%. Use the drawdown chart below to compare losses from any high point for AXGN and MUU.


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Drawdown Indicators


AXGNMUUDifference

Max Drawdown

Largest peak-to-trough decline

-98.49%

-75.07%

-23.42%

Max Drawdown (1Y)

Largest decline over 1 year

-19.30%

-52.72%

+33.42%

Max Drawdown (3Y)

Largest decline over 3 years

-62.36%

Max Drawdown (5Y)

Largest decline over 5 years

-83.69%

Max Drawdown (10Y)

Largest decline over 10 years

-93.54%

Current Drawdown

Current decline from peak

-27.32%

0.00%

-27.32%

Average Drawdown

Average peak-to-trough decline

-64.90%

-23.44%

-41.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.25%

15.51%

-9.26%

Volatility

AXGN vs. MUU - Volatility Comparison

The current volatility for AxoGen, Inc. (AXGN) is 9.77%, while Direxion Daily MU Bull 2X Shares (MUU) has a volatility of 54.78%. This indicates that AXGN 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


AXGNMUUDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.77%

54.78%

-45.01%

Volatility (6M)

Calculated over the trailing 6-month period

37.39%

105.07%

-67.68%

Volatility (1Y)

Calculated over the trailing 1-year period

54.34%

131.77%

-77.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

64.09%

133.67%

-69.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

62.05%

133.67%

-71.62%

Dividends

AXGN vs. MUU - Dividend Comparison

AXGN has not paid dividends to shareholders, while MUU's dividend yield for the trailing twelve months is around 0.46%.


PositionTTM20252024
AXGN
AxoGen, Inc.
0.00%0.00%0.00%
MUU
Direxion Daily MU Bull 2X Shares
0.46%4.27%0.31%

Frequently Asked Questions


AXGN and MUU have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MUU has higher volatility (54.78%) compared to AXGN (9.77%). In terms of maximum drawdown, AXGN dropped -98.49% vs MUU's -75.07%.

MUU currently has the higher Sharpe Ratio (50.40 vs 4.78), 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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