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HJEN vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


HJENVTI

Correlation

-0.50.00.51.00.6

The correlation between HJEN and VTI is 0.62, 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.

Performance

HJEN vs. VTI - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-60.00%-40.00%-20.00%0.00%20.00%40.00%AprilMayJuneJulyAugustSeptember
-53.28%
43.28%
HJEN
VTI

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HJEN vs. VTI - Expense Ratio Comparison

HJEN has a 0.45% expense ratio, which is higher than VTI's 0.03% expense ratio.


HJEN
Direxion Hydrogen ETF
Expense ratio chart for HJEN: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

HJEN vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Hydrogen ETF (HJEN) and Vanguard Total Stock Market ETF (VTI). 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.


HJEN
Sharpe ratio
The chart of Sharpe ratio for HJEN, currently valued at -0.53, compared to the broader market0.002.004.006.00-0.53
Sortino ratio
The chart of Sortino ratio for HJEN, currently valued at -0.62, compared to the broader market-2.000.002.004.006.008.0010.0012.00-0.62
Omega ratio
The chart of Omega ratio for HJEN, currently valued at 0.93, compared to the broader market0.501.001.502.002.503.000.93
Calmar ratio
The chart of Calmar ratio for HJEN, currently valued at -0.25, compared to the broader market0.005.0010.0015.00-0.25
Martin ratio
The chart of Martin ratio for HJEN, currently valued at -0.99, compared to the broader market0.0020.0040.0060.0080.00100.00-0.99
VTI
Sharpe ratio
The chart of Sharpe ratio for VTI, currently valued at 2.06, compared to the broader market0.002.004.006.002.06
Sortino ratio
The chart of Sortino ratio for VTI, currently valued at 2.77, compared to the broader market-2.000.002.004.006.008.0010.0012.002.77
Omega ratio
The chart of Omega ratio for VTI, currently valued at 1.37, compared to the broader market0.501.001.502.002.503.001.37
Calmar ratio
The chart of Calmar ratio for VTI, currently valued at 1.91, compared to the broader market0.005.0010.0015.001.91
Martin ratio
The chart of Martin ratio for VTI, currently valued at 9.79, compared to the broader market0.0020.0040.0060.0080.00100.009.79

HJEN vs. VTI - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AprilMayJuneJulyAugustSeptember
-0.53
2.06
HJEN
VTI

Dividends

HJEN vs. VTI - Dividend Comparison

HJEN has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.32%.


TTM20232022202120202019201820172016201520142013
HJEN
Direxion Hydrogen ETF
102.50%1.50%1.12%0.76%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.32%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

HJEN vs. VTI - Drawdown Comparison


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AprilMayJuneJulyAugustSeptember
-56.63%
-0.67%
HJEN
VTI

Volatility

HJEN vs. VTI - Volatility Comparison

The current volatility for Direxion Hydrogen ETF (HJEN) is 0.00%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.40%. This indicates that HJEN experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%AprilMayJuneJulyAugustSeptember0
4.40%
HJEN
VTI