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JNUG vs. BAR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JNUG vs. BAR - Performance Comparison

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

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Returns By Period

In the year-to-date period, JNUG achieves a -37.86% return, which is significantly lower than BAR's -4.82% return.


JNUG

1D
-10.74%
1M
-22.85%
YTD
-37.86%
6M
-44.47%
1Y
60.12%
3Y*
61.56%
5Y*
9.70%
10Y*
-28.10%

BAR

1D
-1.94%
1M
-8.92%
YTD
-4.82%
6M
-8.73%
1Y
21.40%
3Y*
28.63%
5Y*
18.08%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JNUG vs. BAR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JNUG
Direxion Daily Junior Gold Miners Index Bull 2X ETF
-37.86%478.59%9.96%-4.79%-43.60%-46.61%-85.51%82.43%-48.11%-13.58%
BAR
GraniteShares Gold Trust
-4.82%64.12%26.97%12.96%-0.55%-3.92%25.02%18.16%-1.87%-0.79%

Correlation

The correlation between JNUG and BAR is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.81

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

0.79

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

0.78

Correlation (All Time)
Calculated using the full available price history since Aug 31, 2017

0.76

The correlation between JNUG and BAR has been stable across timeframes, ranging from 0.76 to 0.81 - a consistent structural relationship.

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Return for Risk

JNUG vs. BAR — Risk / Return Rank

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

JNUG
JNUG Risk / Return Rank: 2222
Overall Rank
JNUG Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
JNUG Sortino Ratio Rank: 2626
Sortino Ratio Rank
JNUG Omega Ratio Rank: 2828
Omega Ratio Rank
JNUG Calmar Ratio Rank: 2121
Calmar Ratio Rank
JNUG Martin Ratio Rank: 1919
Martin Ratio Rank

BAR
BAR Risk / Return Rank: 2222
Overall Rank
BAR Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
BAR Sortino Ratio Rank: 2121
Sortino Ratio Rank
BAR Omega Ratio Rank: 2525
Omega Ratio Rank
BAR Calmar Ratio Rank: 2020
Calmar Ratio Rank
BAR Martin Ratio Rank: 2121
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.

JNUG vs. BAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Junior Gold Miners Index Bull 2X ETF (JNUG) and GraniteShares Gold Trust (BAR). 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.


JNUGBARDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

+0.22

Omega ratioGain probability vs. loss probability

1.18

1.17

+0.02

Calmar ratioReturn relative to maximum drawdown

0.89

0.88

+0.01

Martin ratioReturn relative to average drawdown

2.10

2.37

-0.27

JNUG vs. BAR - Sharpe Ratio Comparison

The current JNUG Sharpe Ratio is 0.58, which is comparable to the BAR Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of JNUG and BAR, 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

JNUG vs. BAR - Drawdown Comparison

The maximum JNUG drawdown since its inception was -99.95%, which is greater than BAR's maximum drawdown of -24.38%. Use the drawdown chart below to compare losses from any high point for JNUG and BAR.


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Drawdown Indicators


JNUGBARDifference

Max Drawdown

Largest peak-to-trough decline

-99.95%

-24.38%

-75.57%

Max Drawdown (1Y)

Largest decline over 1 year

-67.53%

-24.38%

-43.15%

Max Drawdown (3Y)

Largest decline over 3 years

-67.53%

-24.38%

-43.15%

Max Drawdown (5Y)

Largest decline over 5 years

-76.67%

-24.38%

-52.29%

Max Drawdown (10Y)

Largest decline over 10 years

-99.66%

Current Drawdown

Current decline from peak

-99.66%

-23.93%

-75.73%

Average Drawdown

Average peak-to-trough decline

-93.88%

-6.53%

-87.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.74%

9.07%

+19.67%

Volatility

JNUG vs. BAR - Volatility Comparison

Direxion Daily Junior Gold Miners Index Bull 2X ETF (JNUG) has a higher volatility of 40.54% compared to GraniteShares Gold Trust (BAR) at 8.11%. This indicates that JNUG's price experiences larger fluctuations and is considered to be riskier than BAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JNUGBARDifference

Volatility (1M)

Calculated over the trailing 1-month period

40.54%

8.11%

+32.43%

Volatility (6M)

Calculated over the trailing 6-month period

90.30%

24.24%

+66.06%

Volatility (1Y)

Calculated over the trailing 1-year period

104.33%

27.39%

+76.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

81.63%

18.14%

+63.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

106.71%

16.54%

+90.17%

JNUG vs. BAR - Expense Ratio Comparison

JNUG has a 1.03% expense ratio, which is higher than BAR's 0.17% expense ratio.


Dividends

JNUG vs. BAR - Dividend Comparison

JNUG's dividend yield for the trailing twelve months is around 1.98%, while BAR has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
BAR
GraniteShares Gold Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JNUG
Direxion Daily Junior Gold Miners Index Bull 2X ETF
1.98%1.04%2.01%1.62%0.00%0.52%0.10%0.46%0.06%0.51%

Frequently Asked Questions


JNUG and BAR have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JNUG has higher volatility (40.54%) compared to BAR (8.11%). In terms of maximum drawdown, JNUG dropped -99.95% vs BAR's -24.38%.

On 5-year performance, BAR leads with 18.08% vs 9.70% for JNUG. On fees, BAR is cheaper at 0.17% per year. On volatility, BAR has been the lower-risk option at 8.11%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BAR has performed better with a 18.08% return vs 9.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BAR is cheaper with a 0.17% expense ratio, compared with 1.03% for JNUG.

JNUG has the higher dividend yield at 1.98%, compared with 0.00% for BAR.

JNUG tracks MVIS Global Junior Gold Miners Index (200%), while BAR tracks LBMA Gold Price PM ($/ozt). They also come from different issuers: Direxion and GraniteShares. Their fees differ too: 1.03% for JNUG and 0.17% for BAR.

BAR currently has the higher Sharpe Ratio (0.78 vs 0.58), 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 JNUG and BAR

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