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CSUAY vs. GGLL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSUAY vs. GGLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in China Shenhua Energy Co Ltd (CSUAY) and Direxion Daily GOOGL Bull 2X Shares (GGLL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with CSUAY having a 15.12% return and GGLL slightly lower at 15.09%.


CSUAY

1D
-0.45%
1M
5.72%
6M
4.16%
YTD
15.12%
1Y
37.78%
3Y*
31.53%
5Y*
35.26%
10Y*
24.16%
ALL TIME*
8.42%

GGLL

1D
13.48%
1M
-4.20%
6M
-0.63%
YTD
15.09%
1Y
193.37%
3Y*
59.15%
5Y*
10Y*
ALL TIME*
49.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$396.21K$537.81K$518.98K
$205.93M$163.03M$182.59M

CSUAY vs. GGLL - Yearly Performance Comparison


2026 (YTD)2025202420232022
CSUAY
China Shenhua Energy Co Ltd
15.12%28.25%34.09%34.21%-12.96%
GGLL
Direxion Daily GOOGL Bull 2X Shares
15.09%123.07%48.88%81.20%-30.35%

Correlation

The correlation between CSUAY and GGLL is 0.16, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.16

Correlation (3Y)
Balances recent behavior with more history.

0.15

Correlation (All Time)
Calculated using the full available price history since Sep 7, 2022

0.18

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Return for Risk

CSUAY vs. GGLL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CSUAY
CSUAY Risk / Return Rank: 7474
Overall Rank
CSUAY Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
CSUAY Sortino Ratio Rank: 7171
Sortino Ratio Rank
CSUAY Omega Ratio Rank: 6969
Omega Ratio Rank
CSUAY Calmar Ratio Rank: 7777
Calmar Ratio Rank
CSUAY Martin Ratio Rank: 7777
Martin Ratio Rank

GGLL
GGLL Risk / Return Rank: 9191
Overall Rank
GGLL Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
GGLL Sortino Ratio Rank: 9292
Sortino Ratio Rank
GGLL Omega Ratio Rank: 9090
Omega Ratio Rank
GGLL Calmar Ratio Rank: 9494
Calmar Ratio Rank
GGLL Martin Ratio Rank: 8686
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CSUAY vs. GGLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for China Shenhua Energy Co Ltd (CSUAY) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CSUAYGGLLDifference
Sharpe ratioReturn per unit of total volatility

-1.95

Sortino ratioReturn per unit of downside risk

-1.85

Omega ratioGain probability vs. loss probability

1.19

1.41

-0.22

Calmar ratioReturn relative to maximum drawdown

1.80

4.59

-2.79

Martin ratioReturn relative to average drawdown

4.31

12.34

-8.03

CSUAY vs. GGLL - Sharpe Ratio Comparison

The current CSUAY Sharpe Ratio is 0.94, which is lower than the GGLL Sharpe Ratio of 2.89. The chart below compares the historical Sharpe Ratios of CSUAY and GGLL, 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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Drawdowns

CSUAY vs. GGLL - Drawdown Comparison

The maximum CSUAY drawdown since its inception was -88.12%, which is greater than GGLL's maximum drawdown of -52.81%. Use the drawdown chart below to compare losses from any high point for CSUAY and GGLL.


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Drawdown Indicators


CSUAYGGLLDifference

Max Drawdown

Largest peak-to-trough decline

-88.12%

-52.81%

-35.31%

Max Drawdown (1Y)

Largest decline over 1 year

-19.69%

-40.32%

+20.63%

Max Drawdown (3Y)

Largest decline over 3 years

-24.14%

-52.81%

+28.67%

Max Drawdown (5Y)

Largest decline over 5 years

-24.14%

Max Drawdown (10Y)

Largest decline over 10 years

-45.27%

Current Drawdown

Current decline from peak

-9.99%

-25.64%

+15.65%

Average Drawdown

Average peak-to-trough decline

-46.84%

-15.55%

-31.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.21%

14.99%

-6.78%

Volatility

CSUAY vs. GGLL - Volatility Comparison

The current volatility for China Shenhua Energy Co Ltd (CSUAY) is 9.88%, while Direxion Daily GOOGL Bull 2X Shares (GGLL) has a volatility of 26.42%. This indicates that CSUAY experiences smaller price fluctuations and is considered to be less risky than GGLL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSUAYGGLLDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.88%

26.42%

-16.54%

Volatility (6M)

Calculated over the trailing 6-month period

24.83%

49.50%

-24.67%

Volatility (1Y)

Calculated over the trailing 1-year period

37.91%

64.39%

-26.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.29%

57.22%

-23.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.47%

57.22%

-24.75%

Dividends

CSUAY vs. GGLL - Dividend Comparison

CSUAY's dividend yield for the trailing twelve months is around 5.23%, more than GGLL's 4.28% yield.


PositionTTM20252024202320222021202020192018201720162015
CSUAY
China Shenhua Energy Co Ltd
5.23%9.11%7.29%10.66%13.21%10.39%7.89%5.07%5.46%29.22%5.13%8.19%
GGLL
Direxion Daily GOOGL Bull 2X Shares
4.28%4.16%3.29%2.05%0.59%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CSUAY and GGLL have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GGLL has higher volatility (26.42%) compared to CSUAY (9.88%). In terms of maximum drawdown, CSUAY dropped -88.12% vs GGLL's -52.81%.

GGLL currently has the higher Sharpe Ratio (2.89 vs 0.94), 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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