PortfoliosLab logoPortfoliosLab logo
HSY vs. MUU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HSY vs. MUU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Hershey Company (HSY) and Direxion Daily MU Bull 2X Shares (MUU). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, HSY achieves a -0.97% return, which is significantly lower than MUU's 378.90% return.


HSY

1D
1.50%
1M
-2.45%
6M
-8.99%
YTD
-0.97%
1Y
-3.18%
3Y*
-5.31%
5Y*
2.44%
10Y*
7.30%
ALL TIME*
12.09%

MUU

1D
1.35%
1M
-35.62%
6M
114.51%
YTD
378.90%
1Y
2,844.73%
3Y*
5Y*
10Y*
ALL TIME*
419.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$327.42M$326.71M$373.67M
$1.54B$1.50B$2.29B

HSY vs. MUU - Yearly Performance Comparison


2026 (YTD)20252024
HSY
The Hershey Company
-0.97%10.98%-8.69%
MUU
Direxion Daily MU Bull 2X Shares
378.90%599.03%-40.91%

Correlation

The correlation between HSY and MUU is -0.23, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.23

Correlation (All Time)
Calculated using the full available price history since Oct 10, 2024

-0.17

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

HSY vs. MUU — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

HSY
HSY Risk / Return Rank: 3737
Overall Rank
HSY Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
HSY Sortino Ratio Rank: 3333
Sortino Ratio Rank
HSY Omega Ratio Rank: 3333
Omega Ratio Rank
HSY Calmar Ratio Rank: 4040
Calmar Ratio Rank
HSY Martin Ratio Rank: 4040
Martin Ratio Rank

MUU
MUU Risk / Return Rank: 9898
Overall Rank
MUU Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
MUU Sortino Ratio Rank: 9797
Sortino Ratio Rank
MUU Omega Ratio Rank: 9696
Omega Ratio Rank
MUU Calmar Ratio Rank: 9999
Calmar Ratio Rank
MUU Martin Ratio Rank: 9999
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

HSY vs. MUU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Hershey Company (HSY) and Direxion Daily MU Bull 2X Shares (MUU). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HSYMUUDifference
Sharpe ratioReturn per unit of total volatility

-18.01

Sortino ratioReturn per unit of downside risk

-4.95

Omega ratioGain probability vs. loss probability

1.00

1.63

-0.62

Calmar ratioReturn relative to maximum drawdown

-0.12

42.38

-42.49

Martin ratioReturn relative to average drawdown

-0.24

138.45

-138.69

HSY vs. MUU - Sharpe Ratio Comparison

The current HSY Sharpe Ratio is -0.12, which is lower than the MUU Sharpe Ratio of 17.89. The chart below compares the historical Sharpe Ratios of HSY and MUU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

HSY vs. MUU - Drawdown Comparison

The maximum HSY drawdown since its inception was -49.15%, smaller than the maximum MUU drawdown of -75.07%. Use the drawdown chart below to compare losses from any high point for HSY and MUU.


Loading charts...

Drawdown Indicators


HSYMUUDifference

Max Drawdown

Largest peak-to-trough decline

-49.15%

-75.07%

+25.92%

Max Drawdown (1Y)

Largest decline over 1 year

-27.38%

-68.07%

+40.69%

Max Drawdown (3Y)

Largest decline over 3 years

-34.15%

Max Drawdown (5Y)

Largest decline over 5 years

-45.25%

Max Drawdown (10Y)

Largest decline over 10 years

-45.25%

Current Drawdown

Current decline from peak

-29.60%

-60.98%

+31.38%

Average Drawdown

Average peak-to-trough decline

-13.16%

-24.42%

+11.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.48%

20.79%

-7.31%

Volatility

HSY vs. MUU - Volatility Comparison

The current volatility for The Hershey Company (HSY) is 8.12%, while Direxion Daily MU Bull 2X Shares (MUU) has a volatility of 61.31%. This indicates that HSY experiences smaller price fluctuations and is considered to be less risky than MUU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


HSYMUUDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.12%

61.31%

-53.19%

Volatility (6M)

Calculated over the trailing 6-month period

21.90%

133.76%

-111.86%

Volatility (1Y)

Calculated over the trailing 1-year period

27.61%

161.53%

-133.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.30%

146.55%

-123.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.08%

146.55%

-123.47%

Dividends

HSY vs. MUU - Dividend Comparison

HSY's dividend yield for the trailing twelve months is around 3.18%, more than MUU's 1.42% yield.


PositionTTM20252024202320222021202020192018201720162015
HSY
The Hershey Company
3.18%3.01%3.24%2.39%1.67%1.76%2.07%2.03%2.57%2.24%2.32%2.50%
MUU
Direxion Daily MU Bull 2X Shares
1.42%4.27%0.31%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HSY and MUU have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MUU has higher volatility (61.31%) compared to HSY (8.12%). In terms of maximum drawdown, HSY dropped -49.15% vs MUU's -75.07%.

MUU currently has the higher Sharpe Ratio (17.89 vs -0.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for HSY and MUU

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer