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INDV vs. GGLL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

INDV vs. GGLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Indivior PLC Ordinary Shares (INDV) and Direxion Daily GOOGL Bull 2X Shares (GGLL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, INDV achieves a 15.58% return, which is significantly higher than GGLL's 11.42% return.


INDV

1D
3.78%
1M
10.50%
YTD
15.58%
6M
14.68%
1Y
197.92%
3Y*
22.07%
5Y*
83.28%
10Y*
28.72%

GGLL

1D
-0.51%
1M
-20.12%
YTD
11.42%
6M
10.36%
1Y
258.46%
3Y*
62.76%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

INDV vs. GGLL - Yearly Performance Comparison


2026 (YTD)2025202420232022
INDV
Indivior PLC Ordinary Shares
15.58%188.66%-18.60%-29.79%559.09%
GGLL
Direxion Daily GOOGL Bull 2X Shares
11.42%123.07%48.88%81.20%-30.35%

Correlation

The correlation between INDV and GGLL is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

Correlation (3Y)
Calculated over the trailing 3-year period

0.21

Correlation (All Time)
Calculated using the full available price history since Sep 7, 2022

0.19

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Return for Risk

INDV vs. GGLL — Risk / Return Rank

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

INDV
INDV Risk / Return Rank: 9898
Overall Rank
INDV Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
INDV Sortino Ratio Rank: 9999
Sortino Ratio Rank
INDV Omega Ratio Rank: 9898
Omega Ratio Rank
INDV Calmar Ratio Rank: 9797
Calmar Ratio Rank
INDV Martin Ratio Rank: 9898
Martin Ratio Rank

GGLL
GGLL Risk / Return Rank: 9494
Overall Rank
GGLL Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
GGLL Sortino Ratio Rank: 9595
Sortino Ratio Rank
GGLL Omega Ratio Rank: 9292
Omega Ratio Rank
GGLL Calmar Ratio Rank: 9595
Calmar Ratio Rank
GGLL Martin Ratio Rank: 9393
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.

INDV vs. GGLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Indivior PLC Ordinary Shares (INDV) and Direxion Daily GOOGL Bull 2X Shares (GGLL). 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.


INDVGGLLDifference
Sharpe ratioReturn per unit of total volatility

+0.58

Sortino ratioReturn per unit of downside risk

+1.76

Omega ratioGain probability vs. loss probability

1.74

1.54

+0.20

Calmar ratioReturn relative to maximum drawdown

9.32

6.78

+2.54

Martin ratioReturn relative to average drawdown

26.61

21.59

+5.02

INDV vs. GGLL - Sharpe Ratio Comparison

The current INDV Sharpe Ratio is 4.98, which is comparable to the GGLL Sharpe Ratio of 4.40. The chart below compares the historical Sharpe Ratios of INDV and GGLL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

INDV vs. GGLL - Drawdown Comparison

The maximum INDV drawdown since its inception was -93.82%, which is greater than GGLL's maximum drawdown of -52.81%. Use the drawdown chart below to compare losses from any high point for INDV and GGLL.


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Drawdown Indicators


INDVGGLLDifference

Max Drawdown

Largest peak-to-trough decline

-93.82%

-52.81%

-41.01%

Max Drawdown (1Y)

Largest decline over 1 year

-21.37%

-38.39%

+17.02%

Max Drawdown (3Y)

Largest decline over 3 years

-69.89%

-52.81%

-17.08%

Max Drawdown (5Y)

Largest decline over 5 years

-69.89%

Max Drawdown (10Y)

Largest decline over 10 years

-93.82%

Current Drawdown

Current decline from peak

0.00%

-28.01%

+28.01%

Average Drawdown

Average peak-to-trough decline

-38.02%

-15.23%

-22.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.47%

12.03%

-4.56%

Volatility

INDV vs. GGLL - Volatility Comparison

The current volatility for Indivior PLC Ordinary Shares (INDV) is 11.30%, while Direxion Daily GOOGL Bull 2X Shares (GGLL) has a volatility of 18.95%. This indicates that INDV experiences smaller price fluctuations and is considered to be less risky than GGLL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


INDVGGLLDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.30%

18.95%

-7.65%

Volatility (6M)

Calculated over the trailing 6-month period

25.86%

42.12%

-16.26%

Volatility (1Y)

Calculated over the trailing 1-year period

40.00%

59.22%

-19.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

186.86%

56.19%

+130.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

149.37%

56.19%

+93.18%

Dividends

INDV vs. GGLL - Dividend Comparison

INDV has not paid dividends to shareholders, while GGLL's dividend yield for the trailing twelve months is around 4.42%.


PositionTTM20252024202320222021202020192018201720162015
GGLL
Direxion Daily GOOGL Bull 2X Shares
4.42%4.16%3.29%2.05%0.59%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
INDV
Indivior PLC Ordinary Shares
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%2.68%1.18%

Frequently Asked Questions


INDV and GGLL have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GGLL has higher volatility (18.95%) compared to INDV (11.30%). In terms of maximum drawdown, INDV dropped -93.82% vs GGLL's -52.81%.

INDV currently has the higher Sharpe Ratio (4.98 vs 4.40), 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

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