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HOOX vs. KORU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HOOX vs. KORU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance Daily Target 2X Long HOOD ETF (HOOX) and Direxion Daily South Korea Bull 3X Shares (KORU). The values are adjusted to include any dividend payments, if applicable.

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HOOX vs. KORU - Yearly Performance Comparison


Returns By Period

In the year-to-date period, HOOX achieves a -68.18% return, which is significantly lower than KORU's 68.52% return.


HOOX

1D
1.55%
1M
-25.01%
YTD
-68.18%
6M
-82.51%
1Y
38.49%
3Y*
5Y*
10Y*

KORU

1D
7.69%
1M
-47.68%
YTD
68.52%
6M
174.68%
1Y
673.62%
3Y*
54.87%
5Y*
-4.56%
10Y*
3.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HOOX vs. KORU - Expense Ratio Comparison

HOOX has a 1.31% expense ratio, which is higher than KORU's 1.29% expense ratio.


Return for Risk

HOOX vs. KORU — Risk / Return Rank

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

HOOX
HOOX Risk / Return Rank: 3131
Overall Rank
HOOX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
HOOX Sortino Ratio Rank: 5353
Sortino Ratio Rank
HOOX Omega Ratio Rank: 4242
Omega Ratio Rank
HOOX Calmar Ratio Rank: 2222
Calmar Ratio Rank
HOOX Martin Ratio Rank: 1919
Martin Ratio Rank

KORU
KORU Risk / Return Rank: 9898
Overall Rank
KORU Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
KORU Sortino Ratio Rank: 9797
Sortino Ratio Rank
KORU Omega Ratio Rank: 9696
Omega Ratio Rank
KORU Calmar Ratio Rank: 9999
Calmar Ratio Rank
KORU Martin Ratio Rank: 9898
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.

HOOX vs. KORU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Daily Target 2X Long HOOD ETF (HOOX) and Direxion Daily South Korea Bull 3X Shares (KORU). 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.


HOOXKORUDifference

Sharpe ratio

Return per unit of total volatility

0.27

6.40

-6.13

Sortino ratio

Return per unit of downside risk

1.45

3.79

-2.34

Omega ratio

Gain probability vs. loss probability

1.17

1.54

-0.36

Calmar ratio

Return relative to maximum drawdown

0.48

11.58

-11.11

Martin ratio

Return relative to average drawdown

1.00

41.52

-40.53

HOOX vs. KORU - Sharpe Ratio Comparison

The current HOOX Sharpe Ratio is 0.27, which is lower than the KORU Sharpe Ratio of 6.40. The chart below compares the historical Sharpe Ratios of HOOX and KORU, 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


HOOXKORUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.27

6.40

-6.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

-0.02

+0.23

Correlation

The correlation between HOOX and KORU is 0.38, 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

HOOX vs. KORU - Dividend Comparison

HOOX's dividend yield for the trailing twelve months is around 44.38%, more than KORU's 0.55% yield.


TTM202520242023202220212020201920182017
HOOX
Defiance Daily Target 2X Long HOOD ETF
44.38%14.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KORU
Direxion Daily South Korea Bull 3X Shares
0.55%0.89%4.10%2.55%0.48%0.76%0.01%0.93%1.40%3.59%

Drawdowns

HOOX vs. KORU - Drawdown Comparison

The maximum HOOX drawdown since its inception was -87.11%, smaller than the maximum KORU drawdown of -95.79%. Use the drawdown chart below to compare losses from any high point for HOOX and KORU.


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Drawdown Indicators


HOOXKORUDifference

Max Drawdown

Largest peak-to-trough decline

-87.11%

-95.79%

+8.68%

Max Drawdown (1Y)

Largest decline over 1 year

-87.11%

-61.39%

-25.72%

Max Drawdown (5Y)

Largest decline over 5 years

-93.54%

Max Drawdown (10Y)

Largest decline over 10 years

-95.79%

Current Drawdown

Current decline from peak

-85.27%

-53.60%

-31.67%

Average Drawdown

Average peak-to-trough decline

-30.07%

-58.03%

+27.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

41.54%

17.13%

+24.41%

Volatility

HOOX vs. KORU - Volatility Comparison

The current volatility for Defiance Daily Target 2X Long HOOD ETF (HOOX) is 35.82%, while Direxion Daily South Korea Bull 3X Shares (KORU) has a volatility of 59.12%. This indicates that HOOX experiences smaller price fluctuations and is considered to be less risky than KORU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HOOXKORUDifference

Volatility (1M)

Calculated over the trailing 1-month period

35.82%

59.12%

-23.30%

Volatility (6M)

Calculated over the trailing 6-month period

101.10%

93.35%

+7.75%

Volatility (1Y)

Calculated over the trailing 1-year period

142.51%

106.33%

+36.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

142.54%

78.49%

+64.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

142.54%

76.33%

+66.21%