PortfoliosLab logoPortfoliosLab logo
GUSH vs. COST
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GUSH vs. COST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares (GUSH) and Costco Wholesale Corporation (COST). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

GUSH vs. COST - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GUSH
Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares
87.03%-19.39%-12.73%-7.23%66.47%129.94%-97.38%-52.68%-74.28%-40.21%
COST
Costco Wholesale Corporation
15.72%-5.39%39.62%49.00%-19.05%51.82%32.67%45.70%10.60%22.37%

Returns By Period

In the year-to-date period, GUSH achieves a 87.03% return, which is significantly higher than COST's 15.72% return. Over the past 10 years, GUSH has underperformed COST with an annualized return of -32.91%, while COST has yielded a comparatively higher 22.28% annualized return.


GUSH

1D
-7.69%
1M
19.66%
YTD
87.03%
6M
61.77%
1Y
53.22%
3Y*
12.65%
5Y*
17.99%
10Y*
-32.91%

COST

1D
0.01%
1M
-0.62%
YTD
15.72%
6M
8.94%
1Y
4.99%
3Y*
27.83%
5Y*
24.29%
10Y*
22.28%
*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.


Return for Risk

GUSH vs. COST — Risk / Return Rank

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

GUSH
GUSH Risk / Return Rank: 4343
Overall Rank
GUSH Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
GUSH Sortino Ratio Rank: 4848
Sortino Ratio Rank
GUSH Omega Ratio Rank: 4848
Omega Ratio Rank
GUSH Calmar Ratio Rank: 4646
Calmar Ratio Rank
GUSH Martin Ratio Rank: 3434
Martin Ratio Rank

COST
COST Risk / Return Rank: 4646
Overall Rank
COST Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
COST Sortino Ratio Rank: 4141
Sortino Ratio Rank
COST Omega Ratio Rank: 4040
Omega Ratio Rank
COST Calmar Ratio Rank: 4848
Calmar Ratio Rank
COST Martin Ratio Rank: 4848
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.

GUSH vs. COST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares (GUSH) and Costco Wholesale Corporation (COST). 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.


GUSHCOSTDifference

Sharpe ratio

Return per unit of total volatility

0.79

0.25

+0.54

Sortino ratio

Return per unit of downside risk

1.35

0.50

+0.85

Omega ratio

Gain probability vs. loss probability

1.19

1.06

+0.13

Calmar ratio

Return relative to maximum drawdown

1.26

0.31

+0.95

Martin ratio

Return relative to average drawdown

3.14

0.61

+2.52

GUSH vs. COST - Sharpe Ratio Comparison

The current GUSH Sharpe Ratio is 0.79, which is higher than the COST Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of GUSH and COST, 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


GUSHCOSTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

0.25

+0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

1.08

-0.82

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.35

1.02

-1.37

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.43

0.59

-1.03

Correlation

The correlation between GUSH and COST is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

GUSH vs. COST - Dividend Comparison

GUSH's dividend yield for the trailing twelve months is around 1.33%, more than COST's 0.52% yield.


TTM20252024202320222021202020192018201720162015
GUSH
Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares
1.33%2.60%2.96%3.00%0.47%0.00%0.20%1.68%0.17%0.00%3.26%0.00%
COST
Costco Wholesale Corporation
0.52%0.59%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%

Drawdowns

GUSH vs. COST - Drawdown Comparison

The maximum GUSH drawdown since its inception was -99.98%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for GUSH and COST.


Loading graphics...

Drawdown Indicators


GUSHCOSTDifference

Max Drawdown

Largest peak-to-trough decline

-99.98%

-53.39%

-46.59%

Max Drawdown (1Y)

Largest decline over 1 year

-43.67%

-19.35%

-24.32%

Max Drawdown (5Y)

Largest decline over 5 years

-73.64%

-31.40%

-42.24%

Max Drawdown (10Y)

Largest decline over 10 years

-99.94%

-31.40%

-68.54%

Current Drawdown

Current decline from peak

-99.77%

-6.95%

-92.82%

Average Drawdown

Average peak-to-trough decline

-92.81%

-13.40%

-79.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.57%

9.67%

+7.90%

Volatility

GUSH vs. COST - Volatility Comparison

Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares (GUSH) has a higher volatility of 16.69% compared to Costco Wholesale Corporation (COST) at 4.38%. This indicates that GUSH's price experiences larger fluctuations and is considered to be riskier than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


GUSHCOSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.69%

4.38%

+12.31%

Volatility (6M)

Calculated over the trailing 6-month period

39.24%

13.33%

+25.91%

Volatility (1Y)

Calculated over the trailing 1-year period

67.59%

20.08%

+47.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

68.73%

22.51%

+46.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

94.30%

21.90%

+72.40%