PortfoliosLab logoPortfoliosLab logo
EZJ vs. YINN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EZJ vs. YINN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra MSCI Japan (EZJ) and Direxion Daily China 3x Bull Shares (YINN). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

EZJ vs. YINN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EZJ
ProShares Ultra MSCI Japan
11.08%42.72%3.31%30.78%-38.23%-1.96%22.21%33.76%-30.99%49.10%
YINN
Direxion Daily China 3x Bull Shares
-24.84%54.21%36.06%-53.08%-71.97%-58.56%-7.75%28.92%-48.47%129.79%

Returns By Period

In the year-to-date period, EZJ achieves a 11.08% return, which is significantly higher than YINN's -24.84% return. Over the past 10 years, EZJ has outperformed YINN with an annualized return of 10.14%, while YINN has yielded a comparatively lower -18.56% annualized return.


EZJ

1D
4.93%
1M
-9.50%
YTD
11.08%
6M
18.75%
1Y
56.99%
3Y*
23.69%
5Y*
4.55%
10Y*
10.14%

YINN

1D
-2.62%
1M
-12.56%
YTD
-24.84%
6M
-41.84%
1Y
-21.62%
3Y*
-10.54%
5Y*
-38.80%
10Y*
-18.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


EZJ vs. YINN - Expense Ratio Comparison

EZJ has a 0.95% expense ratio, which is lower than YINN's 1.52% expense ratio.


Return for Risk

EZJ vs. YINN — Risk / Return Rank

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

EZJ
EZJ Risk / Return Rank: 7070
Overall Rank
EZJ Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
EZJ Sortino Ratio Rank: 7070
Sortino Ratio Rank
EZJ Omega Ratio Rank: 6666
Omega Ratio Rank
EZJ Calmar Ratio Rank: 7474
Calmar Ratio Rank
EZJ Martin Ratio Rank: 6868
Martin Ratio Rank

YINN
YINN Risk / Return Rank: 77
Overall Rank
YINN Sharpe Ratio Rank: 77
Sharpe Ratio Rank
YINN Sortino Ratio Rank: 1010
Sortino Ratio Rank
YINN Omega Ratio Rank: 1010
Omega Ratio Rank
YINN Calmar Ratio Rank: 44
Calmar Ratio Rank
YINN Martin Ratio Rank: 33
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.

EZJ vs. YINN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra MSCI Japan (EZJ) and Direxion Daily China 3x Bull Shares (YINN). 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.


EZJYINNDifference

Sharpe ratio

Return per unit of total volatility

1.29

-0.30

+1.59

Sortino ratio

Return per unit of downside risk

1.85

0.04

+1.81

Omega ratio

Gain probability vs. loss probability

1.25

1.01

+0.25

Calmar ratio

Return relative to maximum drawdown

2.06

-0.47

+2.53

Martin ratio

Return relative to average drawdown

7.31

-1.13

+8.43

EZJ vs. YINN - Sharpe Ratio Comparison

The current EZJ Sharpe Ratio is 1.29, which is higher than the YINN Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of EZJ and YINN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


EZJYINNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

-0.30

+1.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

-0.41

+0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

-0.23

+0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

-0.22

+0.43

Correlation

The correlation between EZJ and YINN is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

EZJ vs. YINN - Dividend Comparison

EZJ's dividend yield for the trailing twelve months is around 1.86%, more than YINN's 1.33% yield.


TTM202520242023202220212020201920182017
EZJ
ProShares Ultra MSCI Japan
1.86%1.13%2.09%1.11%0.56%0.00%0.00%0.24%4.49%0.00%
YINN
Direxion Daily China 3x Bull Shares
1.33%1.12%1.81%4.17%1.16%0.73%0.76%1.38%1.02%1.11%

Drawdowns

EZJ vs. YINN - Drawdown Comparison

The maximum EZJ drawdown since its inception was -58.63%, smaller than the maximum YINN drawdown of -98.87%. Use the drawdown chart below to compare losses from any high point for EZJ and YINN.


Loading graphics...

Drawdown Indicators


EZJYINNDifference

Max Drawdown

Largest peak-to-trough decline

-58.63%

-98.87%

+40.24%

Max Drawdown (1Y)

Largest decline over 1 year

-26.78%

-46.61%

+19.83%

Max Drawdown (5Y)

Largest decline over 5 years

-58.63%

-96.42%

+37.79%

Max Drawdown (10Y)

Largest decline over 10 years

-58.63%

-98.59%

+39.96%

Current Drawdown

Current decline from peak

-17.41%

-97.33%

+79.92%

Average Drawdown

Average peak-to-trough decline

-21.39%

-68.17%

+46.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.53%

19.65%

-12.12%

Volatility

EZJ vs. YINN - Volatility Comparison

The current volatility for ProShares Ultra MSCI Japan (EZJ) is 18.88%, while Direxion Daily China 3x Bull Shares (YINN) has a volatility of 19.90%. This indicates that EZJ experiences smaller price fluctuations and is considered to be less risky than YINN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


EZJYINNDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.88%

19.90%

-1.02%

Volatility (6M)

Calculated over the trailing 6-month period

31.15%

43.88%

-12.73%

Volatility (1Y)

Calculated over the trailing 1-year period

44.49%

71.63%

-27.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.39%

94.09%

-57.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.55%

81.89%

-47.34%