CHAU vs. GOOG

In the year-to-date period, CHAU achieves a -0.71% return, which is significantly higher than GOOG's -10.85% return. Over the past 10 years, CHAU has underperformed GOOG with an annualized return of -11.83%, while GOOG has yielded a comparatively higher 20.40% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Direxion Daily CSI 300 China A Share Bull 2x Shares (CHAU) and Alphabet Inc (GOOG). 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.

The current CHAU Sharpe Ratio is 0.04, which is higher than the GOOG Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of CHAU and GOOG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CHAU's dividend yield for the trailing twelve months is around 2.33%, more than GOOG's 0.47% yield.

The maximum CHAU drawdown since its inception was -79.21%, which is greater than GOOG's maximum drawdown of -44.60%. Use the drawdown chart below to compare losses from any high point for CHAU and GOOG.

The current volatility for Direxion Daily CSI 300 China A Share Bull 2x Shares (CHAU) is 8.83%, while Alphabet Inc (GOOG) has a volatility of 10.90%. This indicates that CHAU experiences smaller price fluctuations and is considered to be less risky than GOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.