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GGLL vs. AXGN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GGLL vs. AXGN - Performance Comparison

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

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Returns By Period

In the year-to-date period, GGLL achieves a 21.93% return, which is significantly lower than AXGN's 31.38% return.


GGLL

1D
1.02%
1M
-20.61%
YTD
21.93%
6M
23.94%
1Y
256.14%
3Y*
66.50%
5Y*
10Y*

AXGN

1D
1.51%
1M
5.01%
YTD
31.38%
6M
41.49%
1Y
341.03%
3Y*
66.42%
5Y*
15.90%
10Y*
22.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GGLL vs. AXGN - Yearly Performance Comparison


2026 (YTD)2025202420232022
GGLL
Direxion Daily GOOGL Bull 2X Shares
21.93%123.07%48.88%81.20%-30.35%
AXGN
AxoGen, Inc.
31.38%98.60%141.29%-31.56%5.05%

Correlation

The correlation between GGLL and AXGN is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.20

Correlation (3Y)
Calculated over the trailing 3-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Sep 7, 2022

0.24

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Return for Risk

GGLL vs. AXGN — Risk / Return Rank

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

GGLL
GGLL Risk / Return Rank: 9494
Overall Rank
GGLL Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
GGLL Sortino Ratio Rank: 9595
Sortino Ratio Rank
GGLL Omega Ratio Rank: 9292
Omega Ratio Rank
GGLL Calmar Ratio Rank: 9595
Calmar Ratio Rank
GGLL Martin Ratio Rank: 9393
Martin Ratio Rank

AXGN
AXGN Risk / Return Rank: 9999
Overall Rank
AXGN Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
AXGN Sortino Ratio Rank: 9999
Sortino Ratio Rank
AXGN Omega Ratio Rank: 9898
Omega Ratio Rank
AXGN Calmar Ratio Rank: 9999
Calmar Ratio Rank
AXGN 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.

GGLL vs. AXGN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily GOOGL Bull 2X Shares (GGLL) and AxoGen, Inc. (AXGN). 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.


GGLLAXGNDifference
Sharpe ratioReturn per unit of total volatility

-1.80

Sortino ratioReturn per unit of downside risk

-1.14

Omega ratioGain probability vs. loss probability

1.54

1.70

-0.16

Calmar ratioReturn relative to maximum drawdown

6.60

17.13

-10.53

Martin ratioReturn relative to average drawdown

21.93

59.46

-37.53

GGLL vs. AXGN - Sharpe Ratio Comparison

The current GGLL Sharpe Ratio is 4.33, which is comparable to the AXGN Sharpe Ratio of 6.13. The chart below compares the historical Sharpe Ratios of GGLL and AXGN, 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

GGLL vs. AXGN - Drawdown Comparison

The maximum GGLL drawdown since its inception was -52.81%, smaller than the maximum AXGN drawdown of -98.49%. Use the drawdown chart below to compare losses from any high point for GGLL and AXGN.


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Drawdown Indicators


GGLLAXGNDifference

Max Drawdown

Largest peak-to-trough decline

-52.81%

-98.49%

+45.68%

Max Drawdown (1Y)

Largest decline over 1 year

-38.39%

-19.30%

-19.09%

Max Drawdown (3Y)

Largest decline over 3 years

-52.81%

-62.36%

+9.55%

Max Drawdown (5Y)

Largest decline over 5 years

-83.69%

Max Drawdown (10Y)

Largest decline over 10 years

-93.54%

Current Drawdown

Current decline from peak

-21.22%

-23.08%

+1.86%

Average Drawdown

Average peak-to-trough decline

-15.19%

-64.86%

+49.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.54%

5.58%

+5.96%

Volatility

GGLL vs. AXGN - Volatility Comparison

Direxion Daily GOOGL Bull 2X Shares (GGLL) has a higher volatility of 14.31% compared to AxoGen, Inc. (AXGN) at 11.35%. This indicates that GGLL's price experiences larger fluctuations and is considered to be riskier than AXGN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GGLLAXGNDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.31%

11.35%

+2.96%

Volatility (6M)

Calculated over the trailing 6-month period

41.16%

33.99%

+7.17%

Volatility (1Y)

Calculated over the trailing 1-year period

58.54%

54.01%

+4.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.99%

64.11%

-8.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

55.99%

62.08%

-6.09%

Dividends

GGLL vs. AXGN - Dividend Comparison

GGLL's dividend yield for the trailing twelve months is around 3.74%, while AXGN has not paid dividends to shareholders.


PositionTTM2025202420232022
AXGN
AxoGen, Inc.
0.00%0.00%0.00%0.00%0.00%
GGLL
Direxion Daily GOOGL Bull 2X Shares
3.74%4.16%3.29%2.05%0.59%

Frequently Asked Questions


GGLL and AXGN have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GGLL has higher volatility (14.31%) compared to AXGN (11.35%). In terms of maximum drawdown, GGLL dropped -52.81% vs AXGN's -98.49%.

AXGN currently has the higher Sharpe Ratio (6.13 vs 4.33), 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 GGLL and AXGN

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