PortfoliosLab logoPortfoliosLab logo
CARU vs. GGLL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CARU vs. GGLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Max Auto Industry 3X Leveraged ETN (CARU) and Direxion Daily GOOGL Bull 2X Shares (GGLL). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

CARU vs. GGLL - Yearly Performance Comparison


2026 (YTD)202520242023
CARU
Max Auto Industry 3X Leveraged ETN
-33.44%7.29%23.44%-12.17%
GGLL
Direxion Daily GOOGL Bull 2X Shares
-18.90%123.07%48.88%19.63%

Returns By Period

In the year-to-date period, CARU achieves a -33.44% return, which is significantly lower than GGLL's -18.90% return.


CARU

1D
9.73%
1M
-22.29%
YTD
-33.44%
6M
-42.23%
1Y
-4.15%
3Y*
5Y*
10Y*

GGLL

1D
10.22%
1M
-16.24%
YTD
-18.90%
6M
28.40%
1Y
186.52%
3Y*
57.93%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CARU vs. GGLL - Expense Ratio Comparison

CARU has a 0.95% expense ratio, which is lower than GGLL's 1.05% expense ratio.


Return for Risk

CARU vs. GGLL — Risk / Return Rank

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

CARU
CARU Risk / Return Rank: 1414
Overall Rank
CARU Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
CARU Sortino Ratio Rank: 1919
Sortino Ratio Rank
CARU Omega Ratio Rank: 1818
Omega Ratio Rank
CARU Calmar Ratio Rank: 1212
Calmar Ratio Rank
CARU Martin Ratio Rank: 1111
Martin Ratio Rank

GGLL
GGLL Risk / Return Rank: 9696
Overall Rank
GGLL Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
GGLL Sortino Ratio Rank: 9797
Sortino Ratio Rank
GGLL Omega Ratio Rank: 9494
Omega Ratio Rank
GGLL Calmar Ratio Rank: 9797
Calmar Ratio Rank
GGLL Martin Ratio Rank: 9797
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.

CARU vs. GGLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Max Auto Industry 3X Leveraged ETN (CARU) and Direxion Daily GOOGL Bull 2X Shares (GGLL). 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.


CARUGGLLDifference

Sharpe ratio

Return per unit of total volatility

-0.05

3.08

-3.13

Sortino ratio

Return per unit of downside risk

0.52

3.47

-2.95

Omega ratio

Gain probability vs. loss probability

1.06

1.43

-0.36

Calmar ratio

Return relative to maximum drawdown

-0.01

4.88

-4.89

Martin ratio

Return relative to average drawdown

-0.03

18.04

-18.07

CARU vs. GGLL - Sharpe Ratio Comparison

The current CARU Sharpe Ratio is -0.05, which is lower than the GGLL Sharpe Ratio of 3.08. The chart below compares the historical Sharpe Ratios of CARU and GGLL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


CARUGGLLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.05

3.08

-3.13

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.11

0.75

-0.86

Correlation

The correlation between CARU and GGLL is 0.35, 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

CARU vs. GGLL - Dividend Comparison

CARU has not paid dividends to shareholders, while GGLL's dividend yield for the trailing twelve months is around 5.63%.


TTM2025202420232022
CARU
Max Auto Industry 3X Leveraged ETN
0.00%0.00%0.00%0.00%0.00%
GGLL
Direxion Daily GOOGL Bull 2X Shares
5.63%4.16%3.29%2.05%0.59%

Drawdowns

CARU vs. GGLL - Drawdown Comparison

The maximum CARU drawdown since its inception was -66.44%, which is greater than GGLL's maximum drawdown of -52.81%. Use the drawdown chart below to compare losses from any high point for CARU and GGLL.


Loading graphics...

Drawdown Indicators


CARUGGLLDifference

Max Drawdown

Largest peak-to-trough decline

-66.44%

-52.81%

-13.63%

Max Drawdown (1Y)

Largest decline over 1 year

-50.87%

-38.39%

-12.48%

Current Drawdown

Current decline from peak

-47.44%

-32.09%

-15.35%

Average Drawdown

Average peak-to-trough decline

-35.62%

-15.49%

-20.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.11%

10.38%

+8.73%

Volatility

CARU vs. GGLL - Volatility Comparison

Max Auto Industry 3X Leveraged ETN (CARU) has a higher volatility of 25.71% compared to Direxion Daily GOOGL Bull 2X Shares (GGLL) at 18.25%. This indicates that CARU's price experiences larger fluctuations and is considered to be riskier than GGLL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


CARUGGLLDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.71%

18.25%

+7.46%

Volatility (6M)

Calculated over the trailing 6-month period

53.09%

39.37%

+13.72%

Volatility (1Y)

Calculated over the trailing 1-year period

81.60%

60.98%

+20.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

80.72%

55.13%

+25.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

80.72%

55.13%

+25.59%