GDXU vs. DUOL
GDXU (MicroSectors Gold Miners 3X Leveraged ETNs due June 29, 2040) is Leveraged Equities fund tracking the S-Network MicroSectors Gold Miners Index, while DUOL (Duolingo, Inc.) is a stock. Over the past 3 years, GDXU returned 37.87%/yr vs -8.39%/yr for DUOL. At a 0.11 correlation, their price movements are largely independent.
Performance
GDXU vs. DUOL - Performance Comparison
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Returns By Period
In the year-to-date period, GDXU achieves a -56.00% return, which is significantly lower than DUOL's -30.13% return.
GDXU
- 1D
- 8.84%
- 1M
- -50.11%
- YTD
- -56.00%
- 6M
- -55.92%
- 1Y
- 30.95%
- 3Y*
- 37.87%
- 5Y*
- -14.73%
- 10Y*
- —
DUOL
- 1D
- -0.98%
- 1M
- 16.81%
- YTD
- -30.13%
- 6M
- -37.52%
- 1Y
- -74.53%
- 3Y*
- -8.39%
- 5Y*
- —
- 10Y*
- —
GDXU vs. DUOL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
GDXU MicroSectors Gold Miners 3X Leveraged ETNs due June 29, 2040 | -56.00% | 796.47% | -18.60% | -21.36% | -62.82% | -22.26% |
DUOL Duolingo, Inc. | -30.13% | -45.87% | 42.93% | 218.92% | -32.97% | -24.96% |
Correlation
The correlation between GDXU and DUOL 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 GDXU and DUOL 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
GDXU vs. DUOL — Risk / Return Rank
GDXU
DUOL
GDXU vs. DUOL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MicroSectors Gold Miners 3X Leveraged ETNs due June 29, 2040 (GDXU) and Duolingo, Inc. (DUOL). 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.
| GDXU | DUOL | 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 | 1.18 | 0.72 | +0.45 |
| Calmar ratioReturn relative to maximum drawdown | 0.37 | -0.92 | +1.29 |
| Martin ratioReturn relative to average drawdown | 0.80 | -1.26 | +2.06 |
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Drawdowns
GDXU vs. DUOL - Drawdown Comparison
The maximum GDXU drawdown since its inception was -94.39%, which is greater than DUOL's maximum drawdown of -83.35%. Use the drawdown chart below to compare losses from any high point for GDXU and DUOL.
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Drawdown Indicators
| GDXU | DUOL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.39% | -83.35% | -11.04% |
Max Drawdown (1Y)Largest decline over 1 year | -83.97% | -81.19% | -2.78% |
Max Drawdown (3Y)Largest decline over 3 years | -83.97% | -83.35% | -0.62% |
Max Drawdown (5Y)Largest decline over 5 years | -92.44% | — | — |
Current DrawdownCurrent decline from peak | -79.58% | -77.32% | -2.26% |
Average DrawdownAverage peak-to-trough decline | -69.77% | -35.76% | -34.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 38.59% | 59.48% | -20.89% |
Volatility
GDXU vs. DUOL - Volatility Comparison
MicroSectors Gold Miners 3X Leveraged ETNs due June 29, 2040 (GDXU) has a higher volatility of 54.28% compared to Duolingo, Inc. (DUOL) at 15.67%. This indicates that GDXU's price experiences larger fluctuations and is considered to be riskier than DUOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GDXU | DUOL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 54.28% | 15.67% | +38.61% |
Volatility (6M)Calculated over the trailing 6-month period | 123.72% | 40.94% | +82.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 142.00% | 62.97% | +79.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 111.92% | 66.21% | +45.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 110.82% | 66.21% | +44.61% |
Dividends
GDXU vs. DUOL - Dividend Comparison
Neither GDXU nor DUOL has paid dividends to shareholders.
Frequently Asked Questions
GDXU and DUOL 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, GDXU dropped -94.39% vs DUOL's -83.35%.
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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