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GOOX vs. UBOT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GOOX vs. UBOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T-Rex 2X Long Alphabet Daily Target ETF (GOOX) and Direxion Robotics, Artificial Intelligence & Automation Index Bull 3X Shares (UBOT). The values are adjusted to include any dividend payments, if applicable.

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GOOX vs. UBOT - Yearly Performance Comparison


Returns By Period

The year-to-date returns for both stocks are quite close, with GOOX having a -15.09% return and UBOT slightly lower at -15.29%.


GOOX

1D
5.75%
1M
-8.54%
YTD
-15.09%
6M
32.03%
1Y
184.75%
3Y*
5Y*
10Y*

UBOT

1D
4.25%
1M
-22.25%
YTD
-15.29%
6M
-14.60%
1Y
24.15%
3Y*
7.48%
5Y*
-11.48%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GOOX vs. UBOT - Expense Ratio Comparison

GOOX has a 1.05% expense ratio, which is lower than UBOT's 1.29% expense ratio.


Return for Risk

GOOX vs. UBOT — Risk / Return Rank

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

GOOX
GOOX Risk / Return Rank: 9696
Overall Rank
GOOX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
GOOX Sortino Ratio Rank: 9696
Sortino Ratio Rank
GOOX Omega Ratio Rank: 9393
Omega Ratio Rank
GOOX Calmar Ratio Rank: 9797
Calmar Ratio Rank
GOOX Martin Ratio Rank: 9696
Martin Ratio Rank

UBOT
UBOT Risk / Return Rank: 2828
Overall Rank
UBOT Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
UBOT Sortino Ratio Rank: 3333
Sortino Ratio Rank
UBOT Omega Ratio Rank: 2929
Omega Ratio Rank
UBOT Calmar Ratio Rank: 2828
Calmar Ratio Rank
UBOT Martin Ratio Rank: 2727
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.

GOOX vs. UBOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-Rex 2X Long Alphabet Daily Target ETF (GOOX) and Direxion Robotics, Artificial Intelligence & Automation Index Bull 3X Shares (UBOT). 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.


GOOXUBOTDifference

Sharpe ratio

Return per unit of total volatility

3.03

0.44

+2.59

Sortino ratio

Return per unit of downside risk

3.46

1.02

+2.43

Omega ratio

Gain probability vs. loss probability

1.43

1.13

+0.30

Calmar ratio

Return relative to maximum drawdown

4.99

0.70

+4.29

Martin ratio

Return relative to average drawdown

18.01

2.34

+15.67

GOOX vs. UBOT - Sharpe Ratio Comparison

The current GOOX Sharpe Ratio is 3.03, which is higher than the UBOT Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of GOOX and UBOT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GOOXUBOTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.03

0.44

+2.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

-0.12

+1.10

Correlation

The correlation between GOOX and UBOT is 0.47, 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

GOOX vs. UBOT - Dividend Comparison

GOOX's dividend yield for the trailing twelve months is around 0.36%, less than UBOT's 1.10% yield.


TTM20252024202320222021202020192018
GOOX
T-Rex 2X Long Alphabet Daily Target ETF
0.36%0.30%16.78%0.00%0.00%0.00%0.00%0.00%0.00%
UBOT
Direxion Robotics, Artificial Intelligence & Automation Index Bull 3X Shares
1.10%0.78%1.45%0.65%0.00%2.25%15.83%0.55%0.33%

Drawdowns

GOOX vs. UBOT - Drawdown Comparison

The maximum GOOX drawdown since its inception was -52.46%, smaller than the maximum UBOT drawdown of -86.01%. Use the drawdown chart below to compare losses from any high point for GOOX and UBOT.


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Drawdown Indicators


GOOXUBOTDifference

Max Drawdown

Largest peak-to-trough decline

-52.46%

-86.01%

+33.55%

Max Drawdown (1Y)

Largest decline over 1 year

-38.98%

-35.90%

-3.08%

Max Drawdown (5Y)

Largest decline over 5 years

-82.90%

Current Drawdown

Current decline from peak

-28.97%

-58.98%

+30.01%

Average Drawdown

Average peak-to-trough decline

-17.66%

-49.57%

+31.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.79%

10.71%

+0.08%

Volatility

GOOX vs. UBOT - Volatility Comparison

T-Rex 2X Long Alphabet Daily Target ETF (GOOX) has a higher volatility of 18.50% compared to Direxion Robotics, Artificial Intelligence & Automation Index Bull 3X Shares (UBOT) at 17.31%. This indicates that GOOX's price experiences larger fluctuations and is considered to be riskier than UBOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GOOXUBOTDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.50%

17.31%

+1.19%

Volatility (6M)

Calculated over the trailing 6-month period

39.23%

35.31%

+3.92%

Volatility (1Y)

Calculated over the trailing 1-year period

61.39%

54.93%

+6.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.54%

52.46%

+7.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.54%

63.60%

-4.06%