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JNUG vs. GC=F
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between JNUG and GC=F is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

JNUG vs. GC=F - 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 Gold (GC=F). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember20250
14.38%
JNUG
GC=F

Key characteristics

Sharpe Ratio

JNUG:

0.87

GC=F:

2.48

Sortino Ratio

JNUG:

1.52

GC=F:

3.06

Omega Ratio

JNUG:

1.18

GC=F:

1.44

Calmar Ratio

JNUG:

0.61

GC=F:

4.61

Martin Ratio

JNUG:

3.46

GC=F:

11.62

Ulcer Index

JNUG:

17.66%

GC=F:

3.17%

Daily Std Dev

JNUG:

69.93%

GC=F:

14.46%

Max Drawdown

JNUG:

-99.95%

GC=F:

-44.36%

Current Drawdown

JNUG:

-99.89%

GC=F:

-1.74%

Returns By Period

In the year-to-date period, JNUG achieves a 14.41% return, which is significantly higher than GC=F's 4.21% return. Over the past 10 years, JNUG has underperformed GC=F with an annualized return of -37.17%, while GC=F has yielded a comparatively higher 6.86% annualized return.


JNUG

YTD

14.41%

1M

12.33%

6M

-3.65%

1Y

59.80%

5Y*

-43.32%

10Y*

-37.17%

GC=F

YTD

4.21%

1M

3.93%

6M

14.38%

1Y

35.74%

5Y*

10.54%

10Y*

6.86%

*Annualized

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Risk-Adjusted Performance

JNUG vs. GC=F — Risk-Adjusted Performance Rank

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

JNUG
The Risk-Adjusted Performance Rank of JNUG is 3636
Overall Rank
The Sharpe Ratio Rank of JNUG is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of JNUG is 4040
Sortino Ratio Rank
The Omega Ratio Rank of JNUG is 3838
Omega Ratio Rank
The Calmar Ratio Rank of JNUG is 3030
Calmar Ratio Rank
The Martin Ratio Rank of JNUG is 3636
Martin Ratio Rank

GC=F
The Risk-Adjusted Performance Rank of GC=F is 9494
Overall Rank
The Sharpe Ratio Rank of GC=F is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of GC=F is 9494
Sortino Ratio Rank
The Omega Ratio Rank of GC=F is 9494
Omega Ratio Rank
The Calmar Ratio Rank of GC=F is 9494
Calmar Ratio Rank
The Martin Ratio Rank of GC=F is 9494
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.

JNUG vs. GC=F - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for JNUG, currently valued at 1.16, compared to the broader market0.002.004.001.162.48
The chart of Sortino ratio for JNUG, currently valued at 1.78, compared to the broader market0.005.0010.001.783.06
The chart of Omega ratio for JNUG, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.003.501.221.44
The chart of Calmar ratio for JNUG, currently valued at 0.77, compared to the broader market0.005.0010.0015.000.774.61
The chart of Martin ratio for JNUG, currently valued at 4.28, compared to the broader market0.0020.0040.0060.0080.00100.004.2811.62
JNUG
GC=F

The current JNUG Sharpe Ratio is 0.87, which is lower than the GC=F Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of JNUG and GC=F, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.16
2.48
JNUG
GC=F

Drawdowns

JNUG vs. GC=F - Drawdown Comparison

The maximum JNUG drawdown since its inception was -99.95%, which is greater than GC=F's maximum drawdown of -44.36%. Use the drawdown chart below to compare losses from any high point for JNUG and GC=F. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-99.89%
-1.74%
JNUG
GC=F

Volatility

JNUG vs. GC=F - Volatility Comparison

Direxion Daily Junior Gold Miners Index Bull 2x Shares (JNUG) has a higher volatility of 14.56% compared to Gold (GC=F) at 3.41%. This indicates that JNUG's price experiences larger fluctuations and is considered to be riskier than GC=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
14.56%
3.41%
JNUG
GC=F
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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