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CURE vs. HOOG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CURE vs. HOOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Healthcare Bull 3x Shares (CURE) and Leverage Shares 2X Long HOOD Daily ETF (HOOG). The values are adjusted to include any dividend payments, if applicable.

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CURE vs. HOOG - Yearly Performance Comparison


Returns By Period

In the year-to-date period, CURE achieves a -15.60% return, which is significantly higher than HOOG's -67.70% return.


CURE

1D
2.50%
1M
-19.24%
YTD
-15.60%
6M
3.42%
1Y
-5.59%
3Y*
0.66%
5Y*
3.67%
10Y*
13.60%

HOOG

1D
2.51%
1M
-24.23%
YTD
-67.70%
6M
-82.07%
1Y
43.29%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CURE vs. HOOG - Expense Ratio Comparison

CURE has a 1.08% expense ratio, which is higher than HOOG's 0.75% expense ratio.


Return for Risk

CURE vs. HOOG — Risk / Return Rank

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

CURE
CURE Risk / Return Rank: 1010
Overall Rank
CURE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
CURE Sortino Ratio Rank: 1313
Sortino Ratio Rank
CURE Omega Ratio Rank: 1212
Omega Ratio Rank
CURE Calmar Ratio Rank: 77
Calmar Ratio Rank
CURE Martin Ratio Rank: 77
Martin Ratio Rank

HOOG
HOOG Risk / Return Rank: 3232
Overall Rank
HOOG Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
HOOG Sortino Ratio Rank: 5555
Sortino Ratio Rank
HOOG Omega Ratio Rank: 4444
Omega Ratio Rank
HOOG Calmar Ratio Rank: 2323
Calmar Ratio Rank
HOOG Martin Ratio Rank: 1919
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.

CURE vs. HOOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Healthcare Bull 3x Shares (CURE) and Leverage Shares 2X Long HOOD Daily ETF (HOOG). 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.


CUREHOOGDifference

Sharpe ratio

Return per unit of total volatility

-0.11

0.30

-0.41

Sortino ratio

Return per unit of downside risk

0.22

1.50

-1.28

Omega ratio

Gain probability vs. loss probability

1.03

1.18

-0.15

Calmar ratio

Return relative to maximum drawdown

-0.32

0.53

-0.85

Martin ratio

Return relative to average drawdown

-0.59

1.11

-1.70

CURE vs. HOOG - Sharpe Ratio Comparison

The current CURE Sharpe Ratio is -0.11, which is lower than the HOOG Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of CURE and HOOG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CUREHOOGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.11

0.30

-0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.18

+0.29

Correlation

The correlation between CURE and HOOG is 0.25, 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

CURE vs. HOOG - Dividend Comparison

CURE's dividend yield for the trailing twelve months is around 1.26%, less than HOOG's 38.10% yield.


TTM202520242023202220212020201920182017
CURE
Direxion Daily Healthcare Bull 3x Shares
1.26%1.12%1.17%2.02%0.38%0.02%0.17%0.40%0.70%0.18%
HOOG
Leverage Shares 2X Long HOOD Daily ETF
38.10%12.30%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CURE vs. HOOG - Drawdown Comparison

The maximum CURE drawdown since its inception was -69.19%, smaller than the maximum HOOG drawdown of -86.94%. Use the drawdown chart below to compare losses from any high point for CURE and HOOG.


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Drawdown Indicators


CUREHOOGDifference

Max Drawdown

Largest peak-to-trough decline

-69.19%

-86.94%

+17.75%

Max Drawdown (1Y)

Largest decline over 1 year

-33.92%

-86.94%

+53.02%

Max Drawdown (5Y)

Largest decline over 5 years

-52.23%

Max Drawdown (10Y)

Largest decline over 10 years

-69.19%

Current Drawdown

Current decline from peak

-33.01%

-84.94%

+51.93%

Average Drawdown

Average peak-to-trough decline

-17.95%

-30.17%

+12.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.24%

41.37%

-23.13%

Volatility

CURE vs. HOOG - Volatility Comparison

The current volatility for Direxion Daily Healthcare Bull 3x Shares (CURE) is 14.17%, while Leverage Shares 2X Long HOOD Daily ETF (HOOG) has a volatility of 35.44%. This indicates that CURE experiences smaller price fluctuations and is considered to be less risky than HOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CUREHOOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.17%

35.44%

-21.27%

Volatility (6M)

Calculated over the trailing 6-month period

30.26%

100.78%

-70.52%

Volatility (1Y)

Calculated over the trailing 1-year period

52.84%

143.11%

-90.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.35%

143.62%

-100.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.47%

143.62%

-94.15%