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JNUG vs. SOXL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JNUG and SOXL is 0.13, 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.


-0.50.00.51.00.1

Performance

JNUG vs. SOXL - 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 Direxion Daily Semiconductor Bull 3x Shares (SOXL). The values are adjusted to include any dividend payments, if applicable.

0.00%2,000.00%4,000.00%6,000.00%8,000.00%JulyAugustSeptemberOctoberNovemberDecember
-99.90%
3,172.60%
JNUG
SOXL

Key characteristics

Sharpe Ratio

JNUG:

0.19

SOXL:

-0.02

Sortino Ratio

JNUG:

0.76

SOXL:

0.69

Omega Ratio

JNUG:

1.09

SOXL:

1.09

Calmar Ratio

JNUG:

0.13

SOXL:

-0.03

Martin Ratio

JNUG:

0.68

SOXL:

-0.06

Ulcer Index

JNUG:

19.22%

SOXL:

35.92%

Daily Std Dev

JNUG:

70.61%

SOXL:

101.64%

Max Drawdown

JNUG:

-99.95%

SOXL:

-90.46%

Current Drawdown

JNUG:

-99.90%

SOXL:

-61.82%

Returns By Period

In the year-to-date period, JNUG achieves a 12.15% return, which is significantly higher than SOXL's -12.59% return. Over the past 10 years, JNUG has underperformed SOXL with an annualized return of -32.15%, while SOXL has yielded a comparatively higher 29.00% annualized return.


JNUG

YTD

12.15%

1M

-15.01%

6M

-1.69%

1Y

7.67%

5Y*

-42.68%

10Y*

-32.15%

SOXL

YTD

-12.59%

1M

-4.18%

6M

-52.88%

1Y

-10.04%

5Y*

8.51%

10Y*

29.00%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JNUG vs. SOXL - Expense Ratio Comparison

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


JNUG
Direxion Daily Junior Gold Miners Index Bull 2x Shares
Expense ratio chart for JNUG: current value at 1.17% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.17%
Expense ratio chart for SOXL: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%

Risk-Adjusted Performance

JNUG vs. SOXL - 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 Direxion Daily Semiconductor Bull 3x Shares (SOXL). 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 0.19, compared to the broader market0.002.004.000.19-0.02
The chart of Sortino ratio for JNUG, currently valued at 0.76, compared to the broader market-2.000.002.004.006.008.0010.000.760.69
The chart of Omega ratio for JNUG, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.001.091.09
The chart of Calmar ratio for JNUG, currently valued at 0.13, compared to the broader market0.005.0010.0015.000.13-0.03
The chart of Martin ratio for JNUG, currently valued at 0.68, compared to the broader market0.0020.0040.0060.0080.00100.000.68-0.06
JNUG
SOXL

The current JNUG Sharpe Ratio is 0.19, which is higher than the SOXL Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of JNUG and SOXL, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.19
-0.02
JNUG
SOXL

Dividends

JNUG vs. SOXL - Dividend Comparison

JNUG's dividend yield for the trailing twelve months is around 1.88%, more than SOXL's 0.89% yield.


TTM2023202220212020201920182017201620152014
JNUG
Direxion Daily Junior Gold Miners Index Bull 2x Shares
1.88%1.62%0.00%0.52%0.10%0.49%0.05%0.52%0.00%0.00%4.64%
SOXL
Direxion Daily Semiconductor Bull 3x Shares
0.89%0.51%1.08%0.04%0.05%0.38%1.30%0.09%4.84%0.00%0.00%

Drawdowns

JNUG vs. SOXL - Drawdown Comparison

The maximum JNUG drawdown since its inception was -99.95%, which is greater than SOXL's maximum drawdown of -90.46%. Use the drawdown chart below to compare losses from any high point for JNUG and SOXL. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-99.90%
-61.82%
JNUG
SOXL

Volatility

JNUG vs. SOXL - Volatility Comparison

The current volatility for Direxion Daily Junior Gold Miners Index Bull 2x Shares (JNUG) is 22.15%, while Direxion Daily Semiconductor Bull 3x Shares (SOXL) has a volatility of 24.92%. This indicates that JNUG experiences smaller price fluctuations and is considered to be less risky than SOXL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
22.15%
24.92%
JNUG
SOXL
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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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