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GUSH vs. NFXL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GUSH vs. NFXL - 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 NFLX Bull 2X Shares (NFXL). The values are adjusted to include any dividend payments, if applicable.

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GUSH vs. NFXL - Yearly Performance Comparison


Returns By Period

In the year-to-date period, GUSH achieves a 87.03% return, which is significantly higher than NFXL's -2.42% 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%

NFXL

1D
-1.20%
1M
-4.29%
YTD
-2.42%
6M
-41.39%
1Y
-15.58%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GUSH vs. NFXL - Expense Ratio Comparison

GUSH has a 1.17% expense ratio, which is higher than NFXL's 1.06% expense ratio.


Return for Risk

GUSH vs. NFXL — 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

NFXL
NFXL Risk / Return Rank: 99
Overall Rank
NFXL Sharpe Ratio Rank: 88
Sharpe Ratio Rank
NFXL Sortino Ratio Rank: 1111
Sortino Ratio Rank
NFXL Omega Ratio Rank: 1111
Omega Ratio Rank
NFXL Calmar Ratio Rank: 88
Calmar Ratio Rank
NFXL Martin Ratio Rank: 88
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. NFXL - 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 Direxion Daily NFLX Bull 2X Shares (NFXL). 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.


GUSHNFXLDifference

Sharpe ratio

Return per unit of total volatility

0.79

-0.23

+1.02

Sortino ratio

Return per unit of downside risk

1.35

0.13

+1.22

Omega ratio

Gain probability vs. loss probability

1.19

1.02

+0.17

Calmar ratio

Return relative to maximum drawdown

1.26

-0.23

+1.49

Martin ratio

Return relative to average drawdown

3.14

-0.43

+3.56

GUSH vs. NFXL - Sharpe Ratio Comparison

The current GUSH Sharpe Ratio is 0.79, which is higher than the NFXL Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of GUSH and NFXL, 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


GUSHNFXLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

-0.23

+1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.43

0.28

-0.71

Correlation

The correlation between GUSH and NFXL is 0.06, 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. NFXL - Dividend Comparison

GUSH's dividend yield for the trailing twelve months is around 1.33%, less than NFXL's 8.17% yield.


TTM2025202420232022202120202019201820172016
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%
NFXL
Direxion Daily NFLX Bull 2X Shares
8.17%7.97%0.59%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GUSH vs. NFXL - Drawdown Comparison

The maximum GUSH drawdown since its inception was -99.98%, which is greater than NFXL's maximum drawdown of -71.97%. Use the drawdown chart below to compare losses from any high point for GUSH and NFXL.


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Drawdown Indicators


GUSHNFXLDifference

Max Drawdown

Largest peak-to-trough decline

-99.98%

-71.97%

-28.01%

Max Drawdown (1Y)

Largest decline over 1 year

-43.67%

-71.97%

+28.30%

Max Drawdown (5Y)

Largest decline over 5 years

-73.64%

Max Drawdown (10Y)

Largest decline over 10 years

-99.94%

Current Drawdown

Current decline from peak

-99.77%

-57.20%

-42.57%

Average Drawdown

Average peak-to-trough decline

-92.81%

-24.31%

-68.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.57%

38.62%

-21.05%

Volatility

GUSH vs. NFXL - Volatility Comparison

Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares (GUSH) has a higher volatility of 16.69% compared to Direxion Daily NFLX Bull 2X Shares (NFXL) at 13.78%. This indicates that GUSH's price experiences larger fluctuations and is considered to be riskier than NFXL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GUSHNFXLDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.69%

13.78%

+2.91%

Volatility (6M)

Calculated over the trailing 6-month period

39.24%

52.90%

-13.66%

Volatility (1Y)

Calculated over the trailing 1-year period

67.59%

68.26%

-0.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

68.73%

69.62%

-0.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

94.30%

69.62%

+24.68%