PortfoliosLab logo
JDST vs. JNUG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JDST and JNUG is -0.16. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

JDST vs. JNUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Junior Gold Miners Index Bear 2X Shares (JDST) and Direxion Daily Junior Gold Miners Index Bull 2x Shares (JNUG). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

JDST:

-0.90

JNUG:

1.10

Sortino Ratio

JDST:

-1.64

JNUG:

1.94

Omega Ratio

JDST:

0.82

JNUG:

1.24

Calmar Ratio

JDST:

-0.71

JNUG:

0.99

Martin Ratio

JDST:

-1.88

JNUG:

5.24

Ulcer Index

JDST:

37.61%

JNUG:

18.92%

Daily Std Dev

JDST:

76.19%

JNUG:

76.04%

Max Drawdown

JDST:

-100.00%

JNUG:

-99.95%

Current Drawdown

JDST:

-100.00%

JNUG:

-99.80%

Returns By Period

In the year-to-date period, JDST achieves a -62.31% return, which is significantly lower than JNUG's 106.03% return. Over the past 10 years, JDST has underperformed JNUG with an annualized return of -68.04%, while JNUG has yielded a comparatively higher -29.41% annualized return.


JDST

YTD

-62.31%

1M

-21.73%

6M

-53.78%

1Y

-68.39%

5Y*

-45.39%

10Y*

-68.04%

JNUG

YTD

106.03%

1M

19.57%

6M

57.59%

1Y

84.85%

5Y*

-0.96%

10Y*

-29.41%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JDST vs. JNUG - Expense Ratio Comparison

JDST has a 1.10% expense ratio, which is lower than JNUG's 1.17% expense ratio.


Risk-Adjusted Performance

JDST vs. JNUG — Risk-Adjusted Performance Rank

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

JDST
The Risk-Adjusted Performance Rank of JDST is 00
Overall Rank
The Sharpe Ratio Rank of JDST is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of JDST is 00
Sortino Ratio Rank
The Omega Ratio Rank of JDST is 00
Omega Ratio Rank
The Calmar Ratio Rank of JDST is 00
Calmar Ratio Rank
The Martin Ratio Rank of JDST is 00
Martin Ratio Rank

JNUG
The Risk-Adjusted Performance Rank of JNUG is 8686
Overall Rank
The Sharpe Ratio Rank of JNUG is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of JNUG is 8989
Sortino Ratio Rank
The Omega Ratio Rank of JNUG is 8787
Omega Ratio Rank
The Calmar Ratio Rank of JNUG is 8383
Calmar Ratio Rank
The Martin Ratio Rank of JNUG is 8686
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JDST vs. JNUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Junior Gold Miners Index Bear 2X Shares (JDST) and Direxion Daily Junior Gold Miners Index Bull 2x Shares (JNUG). 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.


The current JDST Sharpe Ratio is -0.90, which is lower than the JNUG Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of JDST and JNUG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

JDST vs. JNUG - Dividend Comparison

JDST's dividend yield for the trailing twelve months is around 11.54%, more than JNUG's 1.62% yield.


TTM20242023202220212020201920182017201620152014
JDST
Direxion Daily Junior Gold Miners Index Bear 2X Shares
11.54%6.50%4.81%0.00%0.00%11.79%3.16%0.57%0.00%0.00%0.00%3.20%
JNUG
Direxion Daily Junior Gold Miners Index Bull 2x Shares
1.62%2.01%1.62%0.00%0.52%0.10%0.49%0.05%0.52%0.00%0.00%4.64%

Drawdowns

JDST vs. JNUG - Drawdown Comparison

The maximum JDST drawdown since its inception was -100.00%, roughly equal to the maximum JNUG drawdown of -99.95%. Use the drawdown chart below to compare losses from any high point for JDST and JNUG. For additional features, visit the drawdowns tool.


Loading data...

Volatility

JDST vs. JNUG - Volatility Comparison

Direxion Daily Junior Gold Miners Index Bear 2X Shares (JDST) and Direxion Daily Junior Gold Miners Index Bull 2x Shares (JNUG) have volatilities of 27.89% and 27.16%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...