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JDST vs. NUGT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JDST vs. NUGT - 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 Gold Miners Index Bull 2X ETF (NUGT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JDST achieves a -22.39% return, which is significantly higher than NUGT's -32.09% return. Over the past 10 years, JDST has underperformed NUGT with an annualized return of -62.85%, while NUGT has yielded a comparatively higher -11.63% annualized return.


JDST

1D
10.10%
1M
10.16%
YTD
-22.39%
6M
-14.59%
1Y
-78.52%
3Y*
-68.43%
5Y*
-52.81%
10Y*
-62.85%

NUGT

1D
-9.53%
1M
-19.60%
YTD
-32.09%
6M
-39.03%
1Y
60.88%
3Y*
55.65%
5Y*
17.04%
10Y*
-11.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JDST vs. NUGT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JDST
Direxion Daily Junior Gold Miners Index Bear 2X Shares
-22.39%-91.10%-40.98%-28.29%-26.25%10.97%-95.97%-80.30%-1.60%-63.44%
NUGT
Direxion Daily Gold Miners Index Bull 2X ETF
-32.09%425.05%2.89%2.60%-32.10%-26.31%-60.16%100.73%-44.52%3.73%

Correlation

The correlation between JDST and NUGT is -0.98, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.98

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

-0.98

Correlation (5Y)
Calculated over the trailing 5-year period

-0.98

Correlation (10Y)
Calculated over the trailing 10-year period

-0.96

Correlation (All Time)
Calculated using the full available price history since Oct 3, 2013

-0.96

The correlation between JDST and NUGT has been stable across timeframes, ranging from -0.98 to -0.96 - a consistent structural relationship.

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Return for Risk

JDST vs. NUGT — Risk / Return Rank

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

JDST
JDST Risk / Return Rank: 22
Overall Rank
JDST Sharpe Ratio Rank: 33
Sharpe Ratio Rank
JDST Sortino Ratio Rank: 22
Sortino Ratio Rank
JDST Omega Ratio Rank: 22
Omega Ratio Rank
JDST Calmar Ratio Rank: 11
Calmar Ratio Rank
JDST Martin Ratio Rank: 33
Martin Ratio Rank

NUGT
NUGT Risk / Return Rank: 2323
Overall Rank
NUGT Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
NUGT Sortino Ratio Rank: 2525
Sortino Ratio Rank
NUGT Omega Ratio Rank: 2727
Omega Ratio Rank
NUGT Calmar Ratio Rank: 2222
Calmar Ratio Rank
NUGT Martin Ratio Rank: 2020
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.

JDST vs. NUGT - Risk-Adjusted Trends 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 Gold Miners Index Bull 2X ETF (NUGT). 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.


JDSTNUGTDifference
Sharpe ratioReturn per unit of total volatility

-1.41

Sortino ratioReturn per unit of downside risk

-2.77

Omega ratioGain probability vs. loss probability

0.85

1.18

-0.34

Calmar ratioReturn relative to maximum drawdown

-0.88

0.96

-1.85

Martin ratioReturn relative to average drawdown

-1.16

2.30

-3.46

JDST vs. NUGT - Sharpe Ratio Comparison

The current JDST Sharpe Ratio is -0.76, which is lower than the NUGT Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of JDST and NUGT, 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

JDST vs. NUGT - Drawdown Comparison

The maximum JDST drawdown since its inception was -100.00%, roughly equal to the maximum NUGT drawdown of -99.97%. Use the drawdown chart below to compare losses from any high point for JDST and NUGT.


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Drawdown Indicators


JDSTNUGTDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-99.97%

-0.03%

Max Drawdown (1Y)

Largest decline over 1 year

-88.98%

-63.43%

-25.55%

Max Drawdown (3Y)

Largest decline over 3 years

-98.58%

-63.43%

-35.15%

Max Drawdown (5Y)

Largest decline over 5 years

-99.28%

-73.72%

-25.56%

Max Drawdown (10Y)

Largest decline over 10 years

-100.00%

-96.91%

-3.09%

Current Drawdown

Current decline from peak

-100.00%

-99.84%

-0.16%

Average Drawdown

Average peak-to-trough decline

-95.31%

-91.53%

-3.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

67.97%

26.52%

+41.45%

Volatility

JDST vs. NUGT - Volatility Comparison

Direxion Daily Junior Gold Miners Index Bear 2X Shares (JDST) has a higher volatility of 39.08% compared to Direxion Daily Gold Miners Index Bull 2X ETF (NUGT) at 35.11%. This indicates that JDST's price experiences larger fluctuations and is considered to be riskier than NUGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JDSTNUGTDifference

Volatility (1M)

Calculated over the trailing 1-month period

39.08%

35.11%

+3.97%

Volatility (6M)

Calculated over the trailing 6-month period

85.69%

80.35%

+5.34%

Volatility (1Y)

Calculated over the trailing 1-year period

103.81%

94.31%

+9.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

82.06%

72.94%

+9.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

104.94%

87.97%

+16.97%

JDST vs. NUGT - Expense Ratio Comparison

JDST has a 1.10% expense ratio, which is lower than NUGT's 1.13% expense ratio.


Dividends

JDST vs. NUGT - Dividend Comparison

JDST's dividend yield for the trailing twelve months is around 10.36%, more than NUGT's 0.44% yield.


PositionTTM20252024202320222021202020192018
JDST
Direxion Daily Junior Gold Miners Index Bear 2X Shares
10.36%15.08%6.50%4.81%0.00%0.00%11.75%3.16%0.57%
NUGT
Direxion Daily Gold Miners Index Bull 2X ETF
0.44%0.22%1.79%1.67%0.70%0.00%0.00%0.63%0.57%

Frequently Asked Questions


JDST and NUGT have a correlation of -0.98, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JDST has higher volatility (39.08%) compared to NUGT (35.11%). In terms of maximum drawdown, JDST dropped -100.00% vs NUGT's -99.97%.

On 10-year performance, NUGT leads with -11.63% vs -62.85% for JDST. On fees, JDST is cheaper at 1.10% per year. On volatility, NUGT has been the lower-risk option at 35.11%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, NUGT has performed better with a -11.63% return vs -62.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

JDST is cheaper with a 1.10% expense ratio, compared with 1.13% for NUGT.

JDST has the higher dividend yield at 10.36%, compared with 0.44% for NUGT.

JDST is categorized as Leveraged Equities, while NUGT is Gold. JDST tracks MVIS Global Junior Gold Miners Index (-300%), while NUGT tracks MarketVector Global Gold Miners Index (200%). Their fees differ too: 1.10% for JDST and 1.13% for NUGT.

NUGT currently has the higher Sharpe Ratio (0.65 vs -0.76), 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 JDST and NUGT

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