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DRIP vs. KORU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DRIP vs. KORU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares (DRIP) and Direxion Daily MSCI South Korea Bull 3X Shares (KORU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DRIP achieves a -53.72% return, which is significantly lower than KORU's 74.82% return. Over the past 10 years, DRIP has underperformed KORU with an annualized return of -42.61%, while KORU has yielded a comparatively higher 2.54% annualized return.


DRIP

1D
3.59%
1M
-22.42%
6M
-46.02%
YTD
-53.72%
1Y
-57.86%
3Y*
-24.65%
5Y*
-45.76%
10Y*
-42.61%
ALL TIME*
-41.99%

KORU

1D
5.87%
1M
-41.38%
6M
-5.76%
YTD
74.82%
1Y
326.36%
3Y*
52.12%
5Y*
-3.49%
10Y*
2.54%
ALL TIME*
-0.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$16.92M$63.12M$132.02M
$701.92M$755.38M$782.78M

DRIP vs. KORU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DRIP
Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares
-53.72%-14.81%1.27%-17.24%-73.57%-79.74%-42.76%-36.11%49.62%-9.05%
KORU
Direxion Daily MSCI South Korea Bull 3X Shares
74.82%432.73%-62.18%28.61%-70.16%-33.86%48.78%5.47%-59.89%167.08%

Correlation

The correlation between DRIP and KORU is 0.05, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


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

0.05

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

-0.11

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.24

Correlation (10Y)
Provides a long-term view across more market conditions.

-0.31

Correlation (All Time)
Calculated using the full available price history since May 29, 2015

-0.33

The correlation between DRIP and KORU shifts across timeframes, from -0.33 (all time) to 0.05 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

DRIP vs. KORU — Risk / Return Rank

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

DRIP
DRIP Risk / Return Rank: 11
Overall Rank
DRIP Sharpe Ratio Rank: 11
Sharpe Ratio Rank
DRIP Sortino Ratio Rank: 11
Sortino Ratio Rank
DRIP Omega Ratio Rank: 22
Omega Ratio Rank
DRIP Calmar Ratio Rank: 11
Calmar Ratio Rank
DRIP Martin Ratio Rank: 00
Martin Ratio Rank

KORU
KORU Risk / Return Rank: 8484
Overall Rank
KORU Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
KORU Sortino Ratio Rank: 7979
Sortino Ratio Rank
KORU Omega Ratio Rank: 8383
Omega Ratio Rank
KORU Calmar Ratio Rank: 9191
Calmar Ratio Rank
KORU Martin Ratio Rank: 8282
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.

DRIP vs. KORU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares (DRIP) and Direxion Daily MSCI South Korea Bull 3X Shares (KORU). 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.


DRIPKORUDifference
Sharpe ratioReturn per unit of total volatility

-3.09

Sortino ratioReturn per unit of downside risk

-4.33

Omega ratioGain probability vs. loss probability

0.82

1.36

-0.54

Calmar ratioReturn relative to maximum drawdown

-0.93

4.06

-5.00

Martin ratioReturn relative to average drawdown

-1.52

11.13

-12.64

DRIP vs. KORU - Sharpe Ratio Comparison

The current DRIP Sharpe Ratio is -1.02, which is lower than the KORU Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of DRIP and KORU, 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

DRIP vs. KORU - Drawdown Comparison

The maximum DRIP drawdown since its inception was -99.95%, roughly equal to the maximum KORU drawdown of -95.79%. Use the drawdown chart below to compare losses from any high point for DRIP and KORU.


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Drawdown Indicators


DRIPKORUDifference

Max Drawdown

Largest peak-to-trough decline

-99.95%

-95.79%

-4.16%

Max Drawdown (1Y)

Largest decline over 1 year

-62.18%

-80.90%

+18.72%

Max Drawdown (3Y)

Largest decline over 3 years

-76.02%

-80.90%

+4.88%

Max Drawdown (5Y)

Largest decline over 5 years

-96.24%

-92.74%

-3.50%

Max Drawdown (10Y)

Largest decline over 10 years

-99.92%

-95.79%

-4.13%

Current Drawdown

Current decline from peak

-99.94%

-74.91%

-25.03%

Average Drawdown

Average peak-to-trough decline

-90.56%

-57.45%

-33.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

38.17%

29.49%

+8.68%

Volatility

DRIP vs. KORU - Volatility Comparison

The current volatility for Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares (DRIP) is 17.47%, while Direxion Daily MSCI South Korea Bull 3X Shares (KORU) has a volatility of 65.03%. This indicates that DRIP experiences smaller price fluctuations and is considered to be less risky than KORU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DRIPKORUDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.47%

65.03%

-47.56%

Volatility (6M)

Calculated over the trailing 6-month period

44.98%

154.04%

-109.06%

Volatility (1Y)

Calculated over the trailing 1-year period

56.84%

159.66%

-102.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

67.64%

96.62%

-28.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

95.72%

85.86%

+9.86%

DRIP vs. KORU - Expense Ratio Comparison

DRIP has a 1.07% expense ratio, which is lower than KORU's 1.32% expense ratio.


Dividends

DRIP vs. KORU - Dividend Comparison

DRIP's dividend yield for the trailing twelve months is around 3.84%, more than KORU's 0.50% yield.


PositionTTM202520242023202220212020201920182017
DRIP
Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares
3.84%2.86%4.38%5.09%0.00%0.00%0.01%0.96%0.58%0.00%
KORU
Direxion Daily MSCI South Korea Bull 3X Shares
0.50%0.89%4.10%2.55%0.48%0.76%0.01%0.93%1.40%3.59%

Frequently Asked Questions


DRIP and KORU have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KORU has higher volatility (65.03%) compared to DRIP (17.47%). In terms of maximum drawdown, DRIP dropped -99.95% vs KORU's -95.79%.

On 10-year performance, KORU leads with 2.54% vs -42.61% for DRIP. On fees, DRIP is cheaper at 1.07% per year. On volatility, DRIP has been the lower-risk option at 17.47%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, KORU has performed better with a 2.54% return vs -42.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DRIP is cheaper with a 1.07% expense ratio, compared with 1.32% for KORU.

DRIP has the higher dividend yield at 3.84%, compared with 0.50% for KORU.

DRIP is categorized as Leveraged Equities, while KORU is South Korea Equities. DRIP tracks S&P Oil & Gas Exploration & Production Select Industry Index (-300%), while KORU tracks MSCI Korea 25/50 Index. Their fees differ too: 1.07% for DRIP and 1.32% for KORU.

KORU currently has the higher Sharpe Ratio (2.06 vs -1.02), 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.

Portfolio Optimizer

Find the right allocation for DRIP and KORU

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