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JETU vs. GUSH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JETU vs. GUSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MAX Airlines 3X Leveraged ETN (JETU) and Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares (GUSH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JETU achieves a 0.25% return, which is significantly lower than GUSH's 73.60% return.


JETU

1D
2.80%
1M
20.37%
YTD
0.25%
6M
15.97%
1Y
45.84%
3Y*
5Y*
10Y*

GUSH

1D
0.03%
1M
-11.53%
YTD
73.60%
6M
49.22%
1Y
84.57%
3Y*
14.08%
5Y*
11.55%
10Y*
-36.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JETU vs. GUSH - Yearly Performance Comparison


2026 (YTD)202520242023
JETU
MAX Airlines 3X Leveraged ETN
0.25%3.88%38.00%-16.85%
GUSH
Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares
73.60%-19.39%-12.73%15.25%

Correlation

The correlation between JETU and GUSH is -0.16, 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

-0.16

Correlation (All Time)
Calculated using the full available price history since Jun 22, 2023

0.14

The correlation between JETU and GUSH shifts across timeframes, from -0.16 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

JETU vs. GUSH — Risk / Return Rank

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

JETU
JETU Risk / Return Rank: 2222
Overall Rank
JETU Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
JETU Sortino Ratio Rank: 2626
Sortino Ratio Rank
JETU Omega Ratio Rank: 2424
Omega Ratio Rank
JETU Calmar Ratio Rank: 2121
Calmar Ratio Rank
JETU Martin Ratio Rank: 2020
Martin Ratio Rank

GUSH
GUSH Risk / Return Rank: 4545
Overall Rank
GUSH Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
GUSH Sortino Ratio Rank: 3939
Sortino Ratio Rank
GUSH Omega Ratio Rank: 3939
Omega Ratio Rank
GUSH Calmar Ratio Rank: 6060
Calmar Ratio Rank
GUSH Martin Ratio Rank: 4343
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.

JETU vs. GUSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MAX Airlines 3X Leveraged ETN (JETU) and Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares (GUSH). 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.


JETUGUSHDifference
Sharpe ratioReturn per unit of total volatility

-0.91

Sortino ratioReturn per unit of downside risk

-0.58

Omega ratioGain probability vs. loss probability

1.16

1.25

-0.09

Calmar ratioReturn relative to maximum drawdown

0.93

2.94

-2.00

Martin ratioReturn relative to average drawdown

2.33

6.75

-4.42

JETU vs. GUSH - Sharpe Ratio Comparison

The current JETU Sharpe Ratio is 0.63, which is lower than the GUSH Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of JETU and GUSH, 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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Sharpe Ratios by Period


JETUGUSHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

1.54

-0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

-0.44

+0.52

Drawdowns

JETU vs. GUSH - Drawdown Comparison

The maximum JETU drawdown since its inception was -68.64%, smaller than the maximum GUSH drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for JETU and GUSH.


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Drawdown Indicators


JETUGUSHDifference

Max Drawdown

Largest peak-to-trough decline

-68.64%

-99.98%

+31.34%

Max Drawdown (1Y)

Largest decline over 1 year

-49.39%

-28.94%

-20.45%

Max Drawdown (3Y)

Largest decline over 3 years

-63.59%

Max Drawdown (5Y)

Largest decline over 5 years

-73.64%

Max Drawdown (10Y)

Largest decline over 10 years

-99.94%

Current Drawdown

Current decline from peak

-28.20%

-99.79%

+71.59%

Average Drawdown

Average peak-to-trough decline

-29.52%

-92.92%

+63.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.77%

12.58%

+7.19%

Volatility

JETU vs. GUSH - Volatility Comparison

MAX Airlines 3X Leveraged ETN (JETU) has a higher volatility of 25.97% compared to Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares (GUSH) at 20.18%. This indicates that JETU's price experiences larger fluctuations and is considered to be riskier than GUSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JETUGUSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.97%

20.18%

+5.79%

Volatility (6M)

Calculated over the trailing 6-month period

57.00%

43.32%

+13.68%

Volatility (1Y)

Calculated over the trailing 1-year period

73.02%

55.49%

+17.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

70.57%

68.21%

+2.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

70.57%

93.70%

-23.13%

JETU vs. GUSH - Expense Ratio Comparison

JETU has a 0.95% expense ratio, which is lower than GUSH's 1.17% expense ratio.


Dividends

JETU vs. GUSH - Dividend Comparison

JETU has not paid dividends to shareholders, while GUSH's dividend yield for the trailing twelve months is around 1.44%.


PositionTTM2025202420232022202120202019201820172016
GUSH
Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares
1.44%2.60%2.96%3.00%0.47%0.00%0.20%1.68%0.17%0.00%3.26%
JETU
MAX Airlines 3X Leveraged ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


JETU and GUSH have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JETU has higher volatility (25.97%) compared to GUSH (20.18%). In terms of maximum drawdown, JETU dropped -68.64% vs GUSH's -99.98%.

On 1-year performance, GUSH leads with 84.57% vs 45.84% for JETU. On fees, JETU is cheaper at 0.95% per year. On volatility, GUSH has been the lower-risk option at 20.18%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, GUSH has performed better with a 84.57% return vs 45.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

JETU is cheaper with a 0.95% expense ratio, compared with 1.17% for GUSH.

GUSH has the higher dividend yield at 1.44%, compared with 0.00% for JETU.

JETU tracks Prime Airlines Index - Benchmark TR Net, while GUSH tracks S&P Oil & Gas Exploration & Production Select Industry Index (300%). They also come from different issuers: Max and Direxion. Their fees differ too: 0.95% for JETU and 1.17% for GUSH.

GUSH currently has the higher Sharpe Ratio (1.54 vs 0.63), 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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