DUOL vs. GDXU
DUOL (Duolingo, Inc.) is a stock, while GDXU (MicroSectors Gold Miners 3X Leveraged ETNs due June 29, 2040) is Leveraged Equities fund tracking the S-Network MicroSectors Gold Miners Index. Over the past 3 years, DUOL returned -8.39%/yr vs 37.87%/yr for GDXU. At a 0.11 correlation, their price movements are largely independent.
Performance
DUOL vs. GDXU - Performance Comparison
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Returns By Period
In the year-to-date period, DUOL achieves a -30.13% return, which is significantly higher than GDXU's -56.00% return.
DUOL
- 1D
- -0.98%
- 1M
- 16.81%
- YTD
- -30.13%
- 6M
- -37.52%
- 1Y
- -74.53%
- 3Y*
- -8.39%
- 5Y*
- —
- 10Y*
- —
GDXU
- 1D
- 8.84%
- 1M
- -50.11%
- YTD
- -56.00%
- 6M
- -55.92%
- 1Y
- 30.95%
- 3Y*
- 37.87%
- 5Y*
- -14.73%
- 10Y*
- —
DUOL vs. GDXU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DUOL Duolingo, Inc. | -30.13% | -45.87% | 42.93% | 218.92% | -32.97% | -24.96% |
GDXU MicroSectors Gold Miners 3X Leveraged ETNs due June 29, 2040 | -56.00% | 796.47% | -18.60% | -21.36% | -62.82% | -22.26% |
Correlation
The correlation between DUOL and GDXU is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Jul 28, 2021 | 0.11 |
The correlation between DUOL and GDXU shifts across timeframes, from -0.03 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DUOL vs. GDXU — Risk / Return Rank
DUOL
GDXU
DUOL vs. GDXU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Duolingo, Inc. (DUOL) and MicroSectors Gold Miners 3X Leveraged ETNs due June 29, 2040 (GDXU). 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.
| DUOL | GDXU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.41 | ||
| Sortino ratioReturn per unit of downside risk | -3.59 | ||
| Omega ratioGain probability vs. loss probability | 0.72 | 1.18 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | -0.92 | 0.37 | -1.29 |
| Martin ratioReturn relative to average drawdown | -1.26 | 0.80 | -2.06 |
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Drawdowns
DUOL vs. GDXU - Drawdown Comparison
The maximum DUOL drawdown since its inception was -83.35%, smaller than the maximum GDXU drawdown of -94.39%. Use the drawdown chart below to compare losses from any high point for DUOL and GDXU.
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Drawdown Indicators
| DUOL | GDXU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.35% | -94.39% | +11.04% |
Max Drawdown (1Y)Largest decline over 1 year | -81.19% | -83.97% | +2.78% |
Max Drawdown (3Y)Largest decline over 3 years | -83.35% | -83.97% | +0.62% |
Max Drawdown (5Y)Largest decline over 5 years | — | -92.44% | — |
Current DrawdownCurrent decline from peak | -77.32% | -79.58% | +2.26% |
Average DrawdownAverage peak-to-trough decline | -35.76% | -69.77% | +34.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 59.48% | 38.59% | +20.89% |
Volatility
DUOL vs. GDXU - Volatility Comparison
The current volatility for Duolingo, Inc. (DUOL) is 15.67%, while MicroSectors Gold Miners 3X Leveraged ETNs due June 29, 2040 (GDXU) has a volatility of 54.28%. This indicates that DUOL experiences smaller price fluctuations and is considered to be less risky than GDXU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DUOL | GDXU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.67% | 54.28% | -38.61% |
Volatility (6M)Calculated over the trailing 6-month period | 40.94% | 123.72% | -82.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 62.97% | 142.00% | -79.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 66.21% | 111.92% | -45.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 66.21% | 110.82% | -44.61% |
Dividends
DUOL vs. GDXU - Dividend Comparison
Neither DUOL nor GDXU has paid dividends to shareholders.
Frequently Asked Questions
DUOL and GDXU have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GDXU has higher volatility (54.28%) compared to DUOL (15.67%). In terms of maximum drawdown, DUOL dropped -83.35% vs GDXU's -94.39%.
GDXU currently has the higher Sharpe Ratio (0.22 vs -1.19), 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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