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DUST vs. JNUG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DUST and JNUG is -0.95. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-1.0

Performance

DUST vs. JNUG - Performance Comparison

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

-100.00%-99.95%-99.90%-99.85%JulyAugustSeptemberOctoberNovemberDecember
-99.98%
-99.90%
DUST
JNUG

Key characteristics

Sharpe Ratio

DUST:

-0.54

JNUG:

0.19

Sortino Ratio

DUST:

-0.50

JNUG:

0.76

Omega Ratio

DUST:

0.95

JNUG:

1.09

Calmar Ratio

DUST:

-0.34

JNUG:

0.13

Martin Ratio

DUST:

-0.72

JNUG:

0.68

Ulcer Index

DUST:

47.53%

JNUG:

19.22%

Daily Std Dev

DUST:

62.99%

JNUG:

70.61%

Max Drawdown

DUST:

-100.00%

JNUG:

-99.95%

Current Drawdown

DUST:

-99.99%

JNUG:

-99.90%

Returns By Period

In the year-to-date period, DUST achieves a -32.92% return, which is significantly lower than JNUG's 12.15% return. Over the past 10 years, DUST has underperformed JNUG with an annualized return of -57.70%, while JNUG has yielded a comparatively higher -32.15% annualized return.


DUST

YTD

-32.92%

1M

15.89%

6M

-12.71%

1Y

-31.65%

5Y*

-48.07%

10Y*

-57.70%

JNUG

YTD

12.15%

1M

-15.01%

6M

-1.69%

1Y

7.67%

5Y*

-42.68%

10Y*

-32.15%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DUST vs. JNUG - Expense Ratio Comparison

DUST has a 1.07% expense ratio, which is lower than JNUG's 1.17% expense ratio.


JNUG
Direxion Daily Junior Gold Miners Index Bull 2x Shares
Expense ratio chart for JNUG: current value at 1.17% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.17%
Expense ratio chart for DUST: current value at 1.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.07%

Risk-Adjusted Performance

DUST vs. JNUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Gold Miners Bear 2X Shares (DUST) and Direxion Daily Junior Gold Miners Index Bull 2x Shares (JNUG). 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.


Sharpe ratio
The chart of Sharpe ratio for DUST, currently valued at -0.54, compared to the broader market0.002.004.00-0.540.19
The chart of Sortino ratio for DUST, currently valued at -0.50, compared to the broader market-2.000.002.004.006.008.0010.00-0.500.76
The chart of Omega ratio for DUST, currently valued at 0.95, compared to the broader market0.501.001.502.002.503.000.951.09
The chart of Calmar ratio for DUST, currently valued at -0.34, compared to the broader market0.005.0010.0015.00-0.340.13
The chart of Martin ratio for DUST, currently valued at -0.72, compared to the broader market0.0020.0040.0060.0080.00100.00-0.720.68
DUST
JNUG

The current DUST Sharpe Ratio is -0.54, which is lower than the JNUG Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of DUST and JNUG, 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-1.00-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.54
0.19
DUST
JNUG

Dividends

DUST vs. JNUG - Dividend Comparison

DUST's dividend yield for the trailing twelve months is around 4.57%, more than JNUG's 1.88% yield.


TTM2023202220212020201920182017201620152014
DUST
Direxion Daily Gold Miners Bear 2X Shares
4.57%1.66%0.00%0.00%0.36%1.94%0.16%0.00%0.00%0.00%0.00%
JNUG
Direxion Daily Junior Gold Miners Index Bull 2x Shares
1.88%1.62%0.00%0.52%0.10%0.49%0.05%0.52%0.00%0.00%4.64%

Drawdowns

DUST vs. JNUG - Drawdown Comparison

The maximum DUST drawdown since its inception was -100.00%, roughly equal to the maximum JNUG drawdown of -99.95%. Use the drawdown chart below to compare losses from any high point for DUST and JNUG. For additional features, visit the drawdowns tool.


-100.00%-99.95%-99.90%-99.85%JulyAugustSeptemberOctoberNovemberDecember
-99.99%
-99.90%
DUST
JNUG

Volatility

DUST vs. JNUG - Volatility Comparison

The current volatility for Direxion Daily Gold Miners Bear 2X Shares (DUST) is 19.16%, while Direxion Daily Junior Gold Miners Index Bull 2x Shares (JNUG) has a volatility of 22.15%. This indicates that DUST experiences smaller price fluctuations and is considered to be less risky than JNUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


14.00%16.00%18.00%20.00%22.00%24.00%JulyAugustSeptemberOctoberNovemberDecember
19.16%
22.15%
DUST
JNUG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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