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IP vs. METU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IP vs. METU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in International Paper Company (IP) and Direxion Daily META Bull 2X ETF (METU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IP achieves a -5.93% return, which is significantly higher than METU's -34.42% return.


IP

1D
3.43%
1M
21.24%
YTD
-5.93%
6M
-3.85%
1Y
-17.46%
3Y*
9.44%
5Y*
-5.62%
10Y*
3.48%

METU

1D
-0.71%
1M
-16.47%
YTD
-34.42%
6M
-31.54%
1Y
-45.28%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IP vs. METU - Yearly Performance Comparison


2026 (YTD)20252024
IP
International Paper Company
-5.93%-23.83%23.95%
METU
Direxion Daily META Bull 2X ETF
-34.42%-1.01%28.79%

Correlation

The correlation between IP and METU is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

Correlation (All Time)
Calculated using the full available price history since Jun 5, 2024

0.17

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Return for Risk

IP vs. METU — Risk / Return Rank

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

IP
IP Risk / Return Rank: 2525
Overall Rank
IP Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
IP Sortino Ratio Rank: 2323
Sortino Ratio Rank
IP Omega Ratio Rank: 2222
Omega Ratio Rank
IP Calmar Ratio Rank: 2828
Calmar Ratio Rank
IP Martin Ratio Rank: 2828
Martin Ratio Rank

METU
METU Risk / Return Rank: 44
Overall Rank
METU Sharpe Ratio Rank: 44
Sharpe Ratio Rank
METU Sortino Ratio Rank: 44
Sortino Ratio Rank
METU Omega Ratio Rank: 44
Omega Ratio Rank
METU Calmar Ratio Rank: 33
Calmar Ratio Rank
METU Martin Ratio Rank: 22
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.

IP vs. METU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for International Paper Company (IP) and Direxion Daily META Bull 2X ETF (METU). 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.


IPMETUDifference
Sharpe ratioReturn per unit of total volatility

+0.20

Sortino ratioReturn per unit of downside risk

+0.36

Omega ratioGain probability vs. loss probability

0.95

0.90

+0.04

Calmar ratioReturn relative to maximum drawdown

-0.43

-0.77

+0.33

Martin ratioReturn relative to average drawdown

-0.78

-1.36

+0.59

IP vs. METU - Sharpe Ratio Comparison

The current IP Sharpe Ratio is -0.46, which is higher than the METU Sharpe Ratio of -0.66. The chart below compares the historical Sharpe Ratios of IP and METU, 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

IP vs. METU - Drawdown Comparison

The maximum IP drawdown since its inception was -90.62%, which is greater than METU's maximum drawdown of -61.85%. Use the drawdown chart below to compare losses from any high point for IP and METU.


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Drawdown Indicators


IPMETUDifference

Max Drawdown

Largest peak-to-trough decline

-90.62%

-61.85%

-28.77%

Max Drawdown (1Y)

Largest decline over 1 year

-45.52%

-61.52%

+16.00%

Max Drawdown (3Y)

Largest decline over 3 years

-48.61%

Max Drawdown (5Y)

Largest decline over 5 years

-48.61%

Max Drawdown (10Y)

Largest decline over 10 years

-55.27%

Current Drawdown

Current decline from peak

-35.82%

-58.08%

+22.26%

Average Drawdown

Average peak-to-trough decline

-20.89%

-23.93%

+3.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.34%

34.46%

-9.12%

Volatility

IP vs. METU - Volatility Comparison

The current volatility for International Paper Company (IP) is 15.74%, while Direxion Daily META Bull 2X ETF (METU) has a volatility of 20.46%. This indicates that IP experiences smaller price fluctuations and is considered to be less risky than METU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IPMETUDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.74%

20.46%

-4.72%

Volatility (6M)

Calculated over the trailing 6-month period

32.96%

54.04%

-21.08%

Volatility (1Y)

Calculated over the trailing 1-year period

42.63%

70.96%

-28.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.86%

72.35%

-39.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.35%

72.35%

-40.00%

Dividends

IP vs. METU - Dividend Comparison

IP's dividend yield for the trailing twelve months is around 5.12%, more than METU's 4.71% yield.


PositionTTM20252024202320222021202020192018201720162015
IP
International Paper Company
5.12%4.70%3.44%5.12%5.34%4.08%4.12%4.37%4.77%3.21%3.36%4.35%
METU
Direxion Daily META Bull 2X ETF
4.71%3.00%1.40%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IP and METU have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

METU has higher volatility (20.46%) compared to IP (15.74%). In terms of maximum drawdown, IP dropped -90.62% vs METU's -61.85%.

IP currently has the higher Sharpe Ratio (-0.46 vs -0.66), 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 IP and METU

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

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