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JNUG vs. SPXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JNUG vs. SPXS - 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 Direxion Daily S&P 500 Bear 3X Shares (SPXS). 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 -44.91% return, which is significantly lower than SPXS's -24.50% return. Over the past 10 years, JNUG has outperformed SPXS with an annualized return of -31.88%, while SPXS has yielded a comparatively lower -41.27% annualized return.


JNUG

1D
-7.28%
1M
-18.71%
6M
-55.03%
YTD
-44.91%
1Y
40.04%
3Y*
47.01%
5Y*
8.26%
10Y*
-31.88%

SPXS

1D
2.30%
1M
-3.30%
6M
-20.30%
YTD
-24.50%
1Y
-40.89%
3Y*
-39.60%
5Y*
-33.12%
10Y*
-41.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JNUG vs. SPXS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JNUG
Direxion Daily Junior Gold Miners Index Bull 2X ETF
-44.91%478.59%9.96%-4.79%-43.60%-46.61%-85.51%82.43%-48.11%-20.18%
SPXS
Direxion Daily S&P 500 Bear 3X Shares
-24.50%-41.53%-42.84%-45.97%36.14%-58.11%-70.47%-56.40%3.44%-44.52%

Correlation

The correlation between JNUG and SPXS is -0.42, 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

-0.42

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

-0.32

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

-0.31

Correlation (10Y)
Calculated over the trailing 10-year period

-0.21

Correlation (All Time)
Calculated using the full available price history since Oct 3, 2013

-0.17

Over the past year, the inverse relationship between JNUG and SPXS has strengthened: their correlation has moved from -0.17 to -0.42, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

JNUG vs. SPXS — Risk / Return Rank

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

JNUG
JNUG Risk / Return Rank: 2121
Overall Rank
JNUG Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
JNUG Sortino Ratio Rank: 2626
Sortino Ratio Rank
JNUG Omega Ratio Rank: 2828
Omega Ratio Rank
JNUG Calmar Ratio Rank: 1818
Calmar Ratio Rank
JNUG Martin Ratio Rank: 1717
Martin Ratio Rank

SPXS
SPXS Risk / Return Rank: 11
Overall Rank
SPXS Sharpe Ratio Rank: 11
Sharpe Ratio Rank
SPXS Sortino Ratio Rank: 11
Sortino Ratio Rank
SPXS Omega Ratio Rank: 11
Omega Ratio Rank
SPXS Calmar Ratio Rank: 11
Calmar Ratio Rank
SPXS Martin Ratio Rank: 00
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. SPXS - 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 Direxion Daily S&P 500 Bear 3X Shares (SPXS). 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.


JNUGSPXSDifference
Sharpe ratioReturn per unit of total volatility

+1.47

Sortino ratioReturn per unit of downside risk

+2.86

Omega ratioGain probability vs. loss probability

1.16

0.82

+0.34

Calmar ratioReturn relative to maximum drawdown

0.59

-0.94

+1.53

Martin ratioReturn relative to average drawdown

1.24

-1.64

+2.88

JNUG vs. SPXS - Sharpe Ratio Comparison

The current JNUG Sharpe Ratio is 0.38, which is higher than the SPXS Sharpe Ratio of -1.09. The chart below compares the historical Sharpe Ratios of JNUG and SPXS, 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. SPXS - Drawdown Comparison

The maximum JNUG drawdown since its inception was -99.95%, roughly equal to the maximum SPXS drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for JNUG and SPXS.


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Drawdown Indicators


JNUGSPXSDifference

Max Drawdown

Largest peak-to-trough decline

-99.95%

-100.00%

+0.05%

Max Drawdown (1Y)

Largest decline over 1 year

-68.12%

-43.64%

-24.48%

Max Drawdown (3Y)

Largest decline over 3 years

-68.12%

-84.13%

+16.01%

Max Drawdown (5Y)

Largest decline over 5 years

-76.67%

-90.11%

+13.44%

Max Drawdown (10Y)

Largest decline over 10 years

-99.66%

-99.56%

-0.10%

Current Drawdown

Current decline from peak

-99.69%

-100.00%

+0.31%

Average Drawdown

Average peak-to-trough decline

-93.91%

-96.30%

+2.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

32.35%

24.98%

+7.37%

Volatility

JNUG vs. SPXS - Volatility Comparison

Direxion Daily Junior Gold Miners Index Bull 2X ETF (JNUG) has a higher volatility of 33.96% compared to Direxion Daily S&P 500 Bear 3X Shares (SPXS) at 12.80%. This indicates that JNUG's price experiences larger fluctuations and is considered to be riskier than SPXS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JNUGSPXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

33.96%

12.80%

+21.16%

Volatility (6M)

Calculated over the trailing 6-month period

90.37%

30.04%

+60.33%

Volatility (1Y)

Calculated over the trailing 1-year period

105.88%

37.71%

+68.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

82.05%

50.75%

+31.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

106.27%

53.52%

+52.75%

JNUG vs. SPXS - Expense Ratio Comparison

JNUG has a 1.03% expense ratio, which is lower than SPXS's 1.08% expense ratio.


Dividends

JNUG vs. SPXS - Dividend Comparison

JNUG's dividend yield for the trailing twelve months is around 2.59%, less than SPXS's 4.50% yield.


PositionTTM202520242023202220212020201920182017
JNUG
Direxion Daily Junior Gold Miners Index Bull 2X ETF
2.59%1.04%2.01%1.62%0.00%0.52%0.10%0.46%0.06%0.51%
SPXS
Direxion Daily S&P 500 Bear 3X Shares
4.50%4.93%6.18%5.66%0.00%0.00%0.51%1.74%0.58%0.00%

Frequently Asked Questions


JNUG and SPXS have a correlation of -0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JNUG has higher volatility (33.96%) compared to SPXS (12.80%). In terms of maximum drawdown, JNUG dropped -99.95% vs SPXS's -100.00%.

On 10-year performance, JNUG leads with -31.88% vs -41.27% for SPXS. On fees, JNUG is cheaper at 1.03% per year. On volatility, SPXS has been the lower-risk option at 12.80%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, JNUG has performed better with a -31.88% return vs -41.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

JNUG is cheaper with a 1.03% expense ratio, compared with 1.08% for SPXS.

SPXS has the higher dividend yield at 4.50%, compared with 2.59% for JNUG.

JNUG is categorized as Gold, while SPXS is Inverse Equities. JNUG tracks MVIS Global Junior Gold Miners Index (200%), while SPXS tracks S&P 500 Index (-300%). Their fees differ too: 1.03% for JNUG and 1.08% for SPXS.

JNUG currently has the higher Sharpe Ratio (0.38 vs -1.09), 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.

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