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DUST vs. GC=F
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between DUST and GC=F is 0.01, 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.


-0.50.00.51.0
Correlation: 0.0

Performance

DUST vs. GC=F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Gold Miners Bear 2X Shares (DUST) and Gold (GC=F). The values are adjusted to include any dividend payments, if applicable.

-100.00%-50.00%0.00%50.00%100.00%150.00%NovemberDecember2025FebruaryMarchApril
-99.99%
143.49%
DUST
GC=F

Key characteristics

Sharpe Ratio

DUST:

-0.99

GC=F:

2.34

Sortino Ratio

DUST:

-1.75

GC=F:

3.01

Omega Ratio

DUST:

0.81

GC=F:

1.42

Calmar Ratio

DUST:

-0.65

GC=F:

4.95

Martin Ratio

DUST:

-1.94

GC=F:

12.57

Ulcer Index

DUST:

33.72%

GC=F:

3.15%

Daily Std Dev

DUST:

66.14%

GC=F:

16.66%

Max Drawdown

DUST:

-100.00%

GC=F:

-44.36%

Current Drawdown

DUST:

-100.00%

GC=F:

-1.17%

Returns By Period

In the year-to-date period, DUST achieves a -57.55% return, which is significantly lower than GC=F's 28.04% return. Over the past 10 years, DUST has underperformed GC=F with an annualized return of -57.90%, while GC=F has yielded a comparatively higher 9.46% annualized return.


DUST

YTD

-57.55%

1M

-23.20%

6M

-38.07%

1Y

-64.38%

5Y*

-37.31%

10Y*

-57.90%

GC=F

YTD

28.04%

1M

11.33%

6M

23.09%

1Y

44.82%

5Y*

12.55%

10Y*

9.46%

*Annualized

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Risk-Adjusted Performance

DUST vs. GC=F — Risk-Adjusted Performance Rank

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

DUST
The Risk-Adjusted Performance Rank of DUST is 00
Overall Rank
The Sharpe Ratio Rank of DUST is 00
Sharpe Ratio Rank
The Sortino Ratio Rank of DUST is 00
Sortino Ratio Rank
The Omega Ratio Rank of DUST is 00
Omega Ratio Rank
The Calmar Ratio Rank of DUST is 11
Calmar Ratio Rank
The Martin Ratio Rank of DUST is 00
Martin Ratio Rank

GC=F
The Risk-Adjusted Performance Rank of GC=F is 9494
Overall Rank
The Sharpe Ratio Rank of GC=F is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of GC=F is 9494
Sortino Ratio Rank
The Omega Ratio Rank of GC=F is 9494
Omega Ratio Rank
The Calmar Ratio Rank of GC=F is 9494
Calmar Ratio Rank
The Martin Ratio Rank of GC=F is 9494
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DUST vs. GC=F - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Gold Miners Bear 2X Shares (DUST) and Gold (GC=F). 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.


The chart of Sharpe ratio for DUST, currently valued at -0.86, compared to the broader market-1.000.001.002.003.004.00
DUST: -0.86
GC=F: 2.34
The chart of Sortino ratio for DUST, currently valued at -1.30, compared to the broader market-2.000.002.004.006.008.00
DUST: -1.30
GC=F: 3.01
The chart of Omega ratio for DUST, currently valued at 0.85, compared to the broader market0.501.001.502.002.50
DUST: 0.85
GC=F: 1.42
The chart of Calmar ratio for DUST, currently valued at -0.55, compared to the broader market0.002.004.006.008.0010.0012.00
DUST: -0.55
GC=F: 4.95
The chart of Martin ratio for DUST, currently valued at -1.74, compared to the broader market0.0020.0040.0060.00
DUST: -1.74
GC=F: 12.57

The current DUST Sharpe Ratio is -0.99, which is lower than the GC=F Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of DUST and GC=F, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.86
2.34
DUST
GC=F

Drawdowns

DUST vs. GC=F - Drawdown Comparison

The maximum DUST drawdown since its inception was -100.00%, which is greater than GC=F's maximum drawdown of -44.36%. Use the drawdown chart below to compare losses from any high point for DUST and GC=F. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-100.00%
-1.17%
DUST
GC=F

Volatility

DUST vs. GC=F - Volatility Comparison

Direxion Daily Gold Miners Bear 2X Shares (DUST) has a higher volatility of 31.73% compared to Gold (GC=F) at 9.01%. This indicates that DUST's price experiences larger fluctuations and is considered to be riskier than GC=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
31.73%
9.01%
DUST
GC=F