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GUSH vs. DRIP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GUSH and DRIP is -0.99. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-1.0

Performance

GUSH vs. DRIP - 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 Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares (DRIP). The values are adjusted to include any dividend payments, if applicable.

-99.90%-99.80%-99.70%-99.60%-99.50%-99.40%JulyAugustSeptemberOctoberNovemberDecember
-99.86%
-99.37%
GUSH
DRIP

Key characteristics

Sharpe Ratio

GUSH:

-0.47

DRIP:

0.27

Sortino Ratio

GUSH:

-0.40

DRIP:

0.73

Omega Ratio

GUSH:

0.95

DRIP:

1.08

Calmar Ratio

GUSH:

-0.21

DRIP:

0.12

Martin Ratio

GUSH:

-0.97

DRIP:

0.60

Ulcer Index

GUSH:

21.88%

DRIP:

20.04%

Daily Std Dev

GUSH:

44.99%

DRIP:

44.92%

Max Drawdown

GUSH:

-99.98%

DRIP:

-99.90%

Current Drawdown

GUSH:

-99.86%

DRIP:

-99.84%

Returns By Period

In the year-to-date period, GUSH achieves a -20.36% return, which is significantly lower than DRIP's 11.18% return.


GUSH

YTD

-20.36%

1M

-22.69%

6M

-24.15%

1Y

-23.15%

5Y*

-39.94%

10Y*

N/A

DRIP

YTD

11.18%

1M

27.52%

6M

20.92%

1Y

15.01%

5Y*

-51.83%

10Y*

N/A

Compare stocks, funds, or ETFs

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


GUSH vs. DRIP - Expense Ratio Comparison

GUSH has a 1.17% expense ratio, which is higher than DRIP's 1.07% expense ratio.


GUSH
Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares
Expense ratio chart for GUSH: current value at 1.17% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.17%
Expense ratio chart for DRIP: current value at 1.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.07%

Risk-Adjusted Performance

GUSH vs. DRIP - Risk-Adjusted Performance 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 Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares (DRIP). 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.


Sharpe ratio
The chart of Sharpe ratio for GUSH, currently valued at -0.47, compared to the broader market0.002.004.00-0.470.27
The chart of Sortino ratio for GUSH, currently valued at -0.40, compared to the broader market-2.000.002.004.006.008.0010.00-0.400.73
The chart of Omega ratio for GUSH, currently valued at 0.95, compared to the broader market0.501.001.502.002.503.000.951.08
The chart of Calmar ratio for GUSH, currently valued at -0.21, compared to the broader market0.005.0010.0015.00-0.210.12
The chart of Martin ratio for GUSH, currently valued at -0.97, compared to the broader market0.0020.0040.0060.0080.00100.00-0.970.60
GUSH
DRIP

The current GUSH Sharpe Ratio is -0.47, which is lower than the DRIP Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of GUSH and DRIP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.47
0.27
GUSH
DRIP

Dividends

GUSH vs. DRIP - Dividend Comparison

GUSH's dividend yield for the trailing twelve months is around 3.32%, less than DRIP's 4.44% yield.


TTM20232022202120202019201820172016
GUSH
Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares
3.32%3.00%0.47%0.00%0.20%1.68%0.17%0.00%3.26%
DRIP
Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares
4.44%5.09%0.00%0.00%0.01%0.96%0.58%0.00%0.00%

Drawdowns

GUSH vs. DRIP - Drawdown Comparison

The maximum GUSH drawdown since its inception was -99.98%, roughly equal to the maximum DRIP drawdown of -99.90%. Use the drawdown chart below to compare losses from any high point for GUSH and DRIP. For additional features, visit the drawdowns tool.


-99.88%-99.86%-99.84%-99.82%-99.80%JulyAugustSeptemberOctoberNovemberDecember
-99.86%
-99.84%
GUSH
DRIP

Volatility

GUSH vs. DRIP - Volatility Comparison

Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares (GUSH) has a higher volatility of 14.11% compared to Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares (DRIP) at 13.36%. This indicates that GUSH's price experiences larger fluctuations and is considered to be riskier than DRIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


8.00%10.00%12.00%14.00%16.00%18.00%JulyAugustSeptemberOctoberNovemberDecember
14.11%
13.36%
GUSH
DRIP
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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