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EMPG vs. MUU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMPG vs. MUU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Empro Group Inc (EMPG) and Direxion Daily MU Bull 2X Shares (MUU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


EMPG

1D
0.00%
1M
0.00%
6M
0.00%
YTD
0.00%
1Y
509.12%
3Y*
5Y*
10Y*

MUU

1D
-12.02%
1M
-37.86%
6M
305.92%
YTD
449.17%
1Y
2,599.25%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMPG vs. MUU - Yearly Performance Comparison


2026 (YTD)2025
EMPG
Empro Group Inc
0.00%307.51%
MUU
Direxion Daily MU Bull 2X Shares
449.17%352.24%

Correlation

The correlation between EMPG and MUU is -0.01, 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

-0.01

Correlation (All Time)
Calculated using the full available price history since Jul 2, 2025

0.00

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Return for Risk

EMPG vs. MUU — Risk / Return Rank

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

EMPG
EMPG Risk / Return Rank: 100100
Overall Rank
EMPG Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
EMPG Sortino Ratio Rank: 9999
Sortino Ratio Rank
EMPG Omega Ratio Rank: 100100
Omega Ratio Rank
EMPG Calmar Ratio Rank: 100100
Calmar Ratio Rank
EMPG Martin Ratio Rank: 100100
Martin Ratio Rank

MUU
MUU Risk / Return Rank: 9898
Overall Rank
MUU Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
MUU Sortino Ratio Rank: 9797
Sortino Ratio Rank
MUU Omega Ratio Rank: 9595
Omega Ratio Rank
MUU Calmar Ratio Rank: 9999
Calmar Ratio Rank
MUU Martin Ratio Rank: 9999
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.

EMPG vs. MUU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Empro Group Inc (EMPG) and Direxion Daily MU Bull 2X Shares (MUU). 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.


EMPGMUUDifference
Sharpe ratioReturn per unit of total volatility

-9.07

Sortino ratioReturn per unit of downside risk

+3.37

Omega ratioGain probability vs. loss probability

3.72

1.63

+2.09

Calmar ratioReturn relative to maximum drawdown

31.99

47.69

-15.70

Martin ratioReturn relative to average drawdown

164.57

152.81

+11.76

EMPG vs. MUU - Sharpe Ratio Comparison

The current EMPG Sharpe Ratio is 8.23, which is lower than the MUU Sharpe Ratio of 17.30. The chart below compares the historical Sharpe Ratios of EMPG and MUU, 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

EMPG vs. MUU - Drawdown Comparison

The maximum EMPG drawdown since its inception was -37.01%, smaller than the maximum MUU drawdown of -75.07%. Use the drawdown chart below to compare losses from any high point for EMPG and MUU.


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Drawdown Indicators


EMPGMUUDifference

Max Drawdown

Largest peak-to-trough decline

-37.01%

-75.07%

+38.06%

Max Drawdown (1Y)

Largest decline over 1 year

-16.05%

-55.25%

+39.20%

Current Drawdown

Current decline from peak

-2.25%

-55.25%

+53.00%

Average Drawdown

Average peak-to-trough decline

-3.85%

-23.62%

+19.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

17.31%

-14.20%

Volatility

EMPG vs. MUU - Volatility Comparison

The current volatility for Empro Group Inc (EMPG) is 0.00%, while Direxion Daily MU Bull 2X Shares (MUU) has a volatility of 62.52%. This indicates that EMPG experiences smaller price fluctuations and is considered to be less risky than MUU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMPGMUUDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

62.52%

-62.52%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

125.23%

-125.23%

Volatility (1Y)

Calculated over the trailing 1-year period

62.48%

152.52%

-90.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

66.33%

142.32%

-75.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

66.33%

142.32%

-75.99%

Dividends

EMPG vs. MUU - Dividend Comparison

EMPG has not paid dividends to shareholders, while MUU's dividend yield for the trailing twelve months is around 1.24%.


PositionTTM20252024
EMPG
Empro Group Inc
0.00%0.00%0.00%
MUU
Direxion Daily MU Bull 2X Shares
1.24%4.27%0.31%

Frequently Asked Questions


EMPG and MUU have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MUU has higher volatility (62.52%) compared to EMPG (0.00%). In terms of maximum drawdown, EMPG dropped -37.01% vs MUU's -75.07%.

MUU currently has the higher Sharpe Ratio (17.30 vs 8.23), 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 EMPG and MUU

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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