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BRKW vs. JNUG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BRKW vs. JNUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill BRKB WeeklyPay ETF (BRKW) and Direxion Daily Junior Gold Miners Index Bull 2x Shares (JNUG). The values are adjusted to include any dividend payments, if applicable.

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BRKW vs. JNUG - Yearly Performance Comparison


Returns By Period

In the year-to-date period, BRKW achieves a -6.79% return, which is significantly lower than JNUG's 0.15% return.


BRKW

1D
-0.33%
1M
-1.06%
YTD
-6.79%
6M
-6.49%
1Y
3Y*
5Y*
10Y*

JNUG

1D
-4.90%
1M
-28.43%
YTD
0.15%
6M
26.13%
1Y
244.73%
3Y*
70.80%
5Y*
21.13%
10Y*
-16.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BRKW vs. JNUG - Expense Ratio Comparison

BRKW has a 0.99% expense ratio, which is lower than JNUG's 1.17% expense ratio.


Return for Risk

BRKW vs. JNUG — Risk / Return Rank

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

BRKW

JNUG
JNUG Risk / Return Rank: 9090
Overall Rank
JNUG Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
JNUG Sortino Ratio Rank: 8787
Sortino Ratio Rank
JNUG Omega Ratio Rank: 8484
Omega Ratio Rank
JNUG Calmar Ratio Rank: 9494
Calmar Ratio Rank
JNUG Martin Ratio Rank: 9090
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.

BRKW vs. JNUG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill BRKB WeeklyPay ETF (BRKW) and Direxion Daily Junior Gold Miners Index Bull 2x Shares (JNUG). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

BRKW vs. JNUG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BRKWJNUGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.34

-0.28

-0.06

Correlation

The correlation between BRKW and JNUG is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

BRKW vs. JNUG - Dividend Comparison

BRKW's dividend yield for the trailing twelve months is around 20.97%, more than JNUG's 1.23% yield.


TTM202520242023202220212020201920182017
BRKW
Roundhill BRKB WeeklyPay ETF
20.97%14.45%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JNUG
Direxion Daily Junior Gold Miners Index Bull 2x Shares
1.23%1.04%2.01%1.62%0.00%0.52%0.10%0.46%0.06%0.51%

Drawdowns

BRKW vs. JNUG - Drawdown Comparison

The maximum BRKW drawdown since its inception was -11.86%, smaller than the maximum JNUG drawdown of -99.95%. Use the drawdown chart below to compare losses from any high point for BRKW and JNUG.


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Drawdown Indicators


BRKWJNUGDifference

Max Drawdown

Largest peak-to-trough decline

-11.86%

-99.95%

+88.09%

Max Drawdown (1Y)

Largest decline over 1 year

-56.39%

Max Drawdown (5Y)

Largest decline over 5 years

-81.66%

Max Drawdown (10Y)

Largest decline over 10 years

-99.66%

Current Drawdown

Current decline from peak

-9.77%

-99.45%

+89.68%

Average Drawdown

Average peak-to-trough decline

-4.31%

-93.82%

+89.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.58%

Volatility

BRKW vs. JNUG - Volatility Comparison


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Volatility by Period


BRKWJNUGDifference

Volatility (1M)

Calculated over the trailing 1-month period

39.39%

Volatility (6M)

Calculated over the trailing 6-month period

86.87%

Volatility (1Y)

Calculated over the trailing 1-year period

17.86%

101.39%

-83.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.86%

79.31%

-61.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.86%

108.98%

-91.12%