CHAU vs. GOOG
Compare and contrast key facts about Direxion Daily CSI 300 China A Share Bull 2x Shares (CHAU) and Alphabet Inc (GOOG).
CHAU is a passively managed fund by Direxion that tracks the performance of the CSI 300 Index (200%). It was launched on Apr 16, 2015.
Performance
CHAU vs. GOOG - Performance Comparison
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CHAU vs. GOOG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CHAU Direxion Daily CSI 300 China A Share Bull 2x Shares | -2.48% | 47.73% | 6.61% | -28.25% | -49.17% | -2.84% | 71.95% | 70.01% | -51.03% | 74.91% |
GOOG Alphabet Inc | -5.96% | 65.42% | 35.62% | 58.83% | -38.67% | 65.17% | 31.03% | 29.10% | -1.03% | 35.58% |
Returns By Period
In the year-to-date period, CHAU achieves a -2.48% return, which is significantly higher than GOOG's -5.96% return. Over the past 10 years, CHAU has underperformed GOOG with an annualized return of 2.21%, while GOOG has yielded a comparatively higher 23.01% annualized return.
CHAU
- 1D
- 0.74%
- 1M
- -8.47%
- YTD
- -2.48%
- 6M
- -0.27%
- 1Y
- 47.33%
- 3Y*
- 0.30%
- 5Y*
- -10.61%
- 10Y*
- 2.21%
GOOG
- 1D
- 2.80%
- 1M
- -3.67%
- YTD
- -5.96%
- 6M
- 20.27%
- 1Y
- 86.25%
- 3Y*
- 41.93%
- 5Y*
- 22.70%
- 10Y*
- 23.01%
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Return for Risk
CHAU vs. GOOG — Risk / Return Rank
CHAU
GOOG
CHAU vs. GOOG - Risk-Adjusted Trends Comparison
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.
| CHAU | GOOG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.29 | 2.88 | -1.58 |
Sortino ratioReturn per unit of downside risk | 1.76 | 3.83 | -2.07 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.48 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 2.08 | 4.31 | -2.23 |
Martin ratioReturn relative to average drawdown | 8.42 | 16.52 | -8.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CHAU | GOOG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | 2.88 | -1.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.23 | 0.74 | -0.97 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.05 | 0.80 | -0.76 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.10 | 0.76 | -0.87 |
Correlation
The correlation between CHAU and GOOG is 0.30, 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
CHAU vs. GOOG - Dividend Comparison
CHAU's dividend yield for the trailing twelve months is around 2.09%, more than GOOG's 0.28% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
CHAU Direxion Daily CSI 300 China A Share Bull 2x Shares | 2.09% | 1.97% | 2.25% | 3.97% | 0.77% | 1.73% | 0.09% | 0.58% | 0.83% |
GOOG Alphabet Inc | 0.28% | 0.26% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CHAU vs. GOOG - Drawdown Comparison
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.
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Drawdown Indicators
| CHAU | GOOG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.21% | -44.60% | -34.61% |
Max Drawdown (1Y)Largest decline over 1 year | -21.99% | -20.75% | -1.24% |
Max Drawdown (5Y)Largest decline over 5 years | -74.32% | -44.60% | -29.72% |
Max Drawdown (10Y)Largest decline over 10 years | -78.58% | -44.60% | -33.98% |
Current DrawdownCurrent decline from peak | -60.65% | -14.44% | -46.21% |
Average DrawdownAverage peak-to-trough decline | -58.96% | -8.97% | -49.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.47% | 5.41% | +0.06% |
Volatility
CHAU vs. GOOG - Volatility Comparison
Direxion Daily CSI 300 China A Share Bull 2x Shares (CHAU) has a higher volatility of 9.69% compared to Alphabet Inc (GOOG) at 9.18%. This indicates that CHAU's price experiences larger fluctuations and is considered to be riskier than GOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CHAU | GOOG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.69% | 9.18% | +0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 22.47% | 19.48% | +2.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.74% | 30.20% | +6.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.97% | 30.70% | +16.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.25% | 28.74% | +18.51% |