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JNUG vs. BRKW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JNUG vs. BRKW - Performance Comparison

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

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JNUG vs. BRKW - Yearly Performance Comparison


Returns By Period

In the year-to-date period, JNUG achieves a 5.31% return, which is significantly higher than BRKW's -6.49% return.


JNUG

1D
8.45%
1M
-38.19%
YTD
5.31%
6M
31.78%
1Y
260.81%
3Y*
75.93%
5Y*
22.35%
10Y*
-17.11%

BRKW

1D
-0.03%
1M
-0.58%
YTD
-6.49%
6M
-6.66%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JNUG vs. BRKW - Expense Ratio Comparison

JNUG has a 1.17% expense ratio, which is higher than BRKW's 0.99% expense ratio.


Return for Risk

JNUG vs. BRKW — Risk / Return Rank

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

JNUG
JNUG Risk / Return Rank: 9292
Overall Rank
JNUG Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
JNUG Sortino Ratio Rank: 8989
Sortino Ratio Rank
JNUG Omega Ratio Rank: 8787
Omega Ratio Rank
JNUG Calmar Ratio Rank: 9696
Calmar Ratio Rank
JNUG Martin Ratio Rank: 9393
Martin Ratio Rank

BRKW
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. BRKW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Junior Gold Miners Index Bull 2x Shares (JNUG) and Roundhill BRKB WeeklyPay ETF (BRKW). 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.


JNUGBRKWDifference

Sharpe ratio

Return per unit of total volatility

2.59

Sortino ratio

Return per unit of downside risk

2.54

Omega ratio

Gain probability vs. loss probability

1.36

Calmar ratio

Return relative to maximum drawdown

4.56

Martin ratio

Return relative to average drawdown

13.98

JNUG vs. BRKW - Sharpe Ratio Comparison


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Sharpe Ratios by Period


JNUGBRKWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.28

-0.32

+0.04

Correlation

The correlation between JNUG and BRKW is -0.01. 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.


Dividends

JNUG vs. BRKW - Dividend Comparison

JNUG's dividend yield for the trailing twelve months is around 1.17%, less than BRKW's 20.90% yield.


TTM202520242023202220212020201920182017
JNUG
Direxion Daily Junior Gold Miners Index Bull 2x Shares
1.17%1.04%2.01%1.62%0.00%0.52%0.10%0.46%0.06%0.51%
BRKW
Roundhill BRKB WeeklyPay ETF
20.90%14.45%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

JNUG vs. BRKW - Drawdown Comparison

The maximum JNUG drawdown since its inception was -99.95%, which is greater than BRKW's maximum drawdown of -11.86%. Use the drawdown chart below to compare losses from any high point for JNUG and BRKW.


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Drawdown Indicators


JNUGBRKWDifference

Max Drawdown

Largest peak-to-trough decline

-99.95%

-11.86%

-88.09%

Max Drawdown (1Y)

Largest decline over 1 year

-56.39%

Max Drawdown (5Y)

Largest decline over 5 years

-81.66%

Max Drawdown (10Y)

Largest decline over 10 years

-99.66%

Current Drawdown

Current decline from peak

-99.42%

-9.47%

-89.95%

Average Drawdown

Average peak-to-trough decline

-93.81%

-4.29%

-89.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.39%

Volatility

JNUG vs. BRKW - Volatility Comparison


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Volatility by Period


JNUGBRKWDifference

Volatility (1M)

Calculated over the trailing 1-month period

39.41%

Volatility (6M)

Calculated over the trailing 6-month period

86.72%

Volatility (1Y)

Calculated over the trailing 1-year period

101.25%

17.90%

+83.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

79.31%

17.90%

+61.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

108.99%

17.90%

+91.09%