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DPST vs. NRGU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DPST vs. NRGU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Regional Banks Bull 3X Shares (DPST) and MicroSectors U.S. Big Oil Index 3X Leveraged ETN (NRGU). The values are adjusted to include any dividend payments, if applicable.

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DPST vs. NRGU - Yearly Performance Comparison


Returns By Period

In the year-to-date period, DPST achieves a -3.92% return, which is significantly lower than NRGU's 168.34% return.


DPST

1D
7.25%
1M
-7.04%
YTD
-3.92%
6M
-2.44%
1Y
14.13%
3Y*
10.35%
5Y*
-25.87%
10Y*
-14.27%

NRGU

1D
-5.28%
1M
54.17%
YTD
168.34%
6M
128.96%
1Y
92.20%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DPST vs. NRGU - Expense Ratio Comparison

DPST has a 0.99% expense ratio, which is higher than NRGU's 0.95% expense ratio.


Return for Risk

DPST vs. NRGU — Risk / Return Rank

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

DPST
DPST Risk / Return Rank: 2323
Overall Rank
DPST Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
DPST Sortino Ratio Rank: 2929
Sortino Ratio Rank
DPST Omega Ratio Rank: 3131
Omega Ratio Rank
DPST Calmar Ratio Rank: 2222
Calmar Ratio Rank
DPST Martin Ratio Rank: 1919
Martin Ratio Rank

NRGU
NRGU Risk / Return Rank: 6363
Overall Rank
NRGU Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
NRGU Sortino Ratio Rank: 6969
Sortino Ratio Rank
NRGU Omega Ratio Rank: 6969
Omega Ratio Rank
NRGU Calmar Ratio Rank: 7272
Calmar Ratio Rank
NRGU Martin Ratio Rank: 4141
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.

DPST vs. NRGU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Regional Banks Bull 3X Shares (DPST) and MicroSectors U.S. Big Oil Index 3X Leveraged ETN (NRGU). 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.


DPSTNRGUDifference

Sharpe ratio

Return per unit of total volatility

0.17

1.06

-0.89

Sortino ratio

Return per unit of downside risk

0.82

1.70

-0.88

Omega ratio

Gain probability vs. loss probability

1.12

1.25

-0.13

Calmar ratio

Return relative to maximum drawdown

0.40

1.79

-1.39

Martin ratio

Return relative to average drawdown

0.89

3.65

-2.76

DPST vs. NRGU - Sharpe Ratio Comparison

The current DPST Sharpe Ratio is 0.17, which is lower than the NRGU Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of DPST and NRGU, 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


DPSTNRGUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.17

1.06

-0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.18

0.81

-0.99

Correlation

The correlation between DPST and NRGU is 0.36, 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

DPST vs. NRGU - Dividend Comparison

DPST's dividend yield for the trailing twelve months is around 2.20%, while NRGU has not paid dividends to shareholders.


TTM202520242023202220212020201920182017
DPST
Direxion Daily Regional Banks Bull 3X Shares
2.20%2.18%1.55%1.78%1.51%0.58%0.90%1.29%2.18%0.30%
NRGU
MicroSectors U.S. Big Oil Index 3X Leveraged ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DPST vs. NRGU - Drawdown Comparison

The maximum DPST drawdown since its inception was -97.73%, which is greater than NRGU's maximum drawdown of -57.50%. Use the drawdown chart below to compare losses from any high point for DPST and NRGU.


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Drawdown Indicators


DPSTNRGUDifference

Max Drawdown

Largest peak-to-trough decline

-97.73%

-57.50%

-40.23%

Max Drawdown (1Y)

Largest decline over 1 year

-41.50%

-55.24%

+13.74%

Max Drawdown (5Y)

Largest decline over 5 years

-93.99%

Max Drawdown (10Y)

Largest decline over 10 years

-97.73%

Current Drawdown

Current decline from peak

-94.12%

-7.45%

-86.67%

Average Drawdown

Average peak-to-trough decline

-63.64%

-25.41%

-38.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.56%

27.10%

-8.54%

Volatility

DPST vs. NRGU - Volatility Comparison

The current volatility for Direxion Daily Regional Banks Bull 3X Shares (DPST) is 15.90%, while MicroSectors U.S. Big Oil Index 3X Leveraged ETN (NRGU) has a volatility of 19.53%. This indicates that DPST experiences smaller price fluctuations and is considered to be less risky than NRGU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DPSTNRGUDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.90%

19.53%

-3.63%

Volatility (6M)

Calculated over the trailing 6-month period

54.27%

48.98%

+5.29%

Volatility (1Y)

Calculated over the trailing 1-year period

83.71%

87.53%

-3.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

89.62%

86.64%

+2.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

94.78%

86.64%

+8.14%