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JNUG vs. XDQQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JNUG vs. XDQQ - 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 Innovator Growth Accelerated ETF - Quarterly (XDQQ). The values are adjusted to include any dividend payments, if applicable.

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JNUG vs. XDQQ - Yearly Performance Comparison


2026 (YTD)20252024202320222021
JNUG
Direxion Daily Junior Gold Miners Index Bull 2x Shares
5.31%478.59%9.96%-4.79%-43.60%-23.78%
XDQQ
Innovator Growth Accelerated ETF - Quarterly
-5.48%13.75%31.47%30.15%-33.74%18.29%

Returns By Period

In the year-to-date period, JNUG achieves a 5.31% return, which is significantly higher than XDQQ's -5.48% 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%

XDQQ

1D
1.03%
1M
-5.50%
YTD
-5.48%
6M
-1.65%
1Y
16.74%
3Y*
17.89%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JNUG vs. XDQQ - Expense Ratio Comparison

JNUG has a 1.17% expense ratio, which is higher than XDQQ's 0.79% expense ratio.


Return for Risk

JNUG vs. XDQQ — 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

XDQQ
XDQQ Risk / Return Rank: 4848
Overall Rank
XDQQ Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
XDQQ Sortino Ratio Rank: 4343
Sortino Ratio Rank
XDQQ Omega Ratio Rank: 5050
Omega Ratio Rank
XDQQ Calmar Ratio Rank: 4949
Calmar Ratio Rank
XDQQ Martin Ratio Rank: 5757
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. XDQQ - 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 Innovator Growth Accelerated ETF - Quarterly (XDQQ). 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.


JNUGXDQQDifference

Sharpe ratio

Return per unit of total volatility

2.59

0.78

+1.81

Sortino ratio

Return per unit of downside risk

2.54

1.27

+1.26

Omega ratio

Gain probability vs. loss probability

1.36

1.20

+0.16

Calmar ratio

Return relative to maximum drawdown

4.56

1.38

+3.19

Martin ratio

Return relative to average drawdown

13.98

6.03

+7.96

JNUG vs. XDQQ - Sharpe Ratio Comparison

The current JNUG Sharpe Ratio is 2.59, which is higher than the XDQQ Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of JNUG and XDQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JNUGXDQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.59

0.78

+1.81

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

0.38

-0.66

Correlation

The correlation between JNUG and XDQQ is 0.26, 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.


Dividends

JNUG vs. XDQQ - Dividend Comparison

JNUG's dividend yield for the trailing twelve months is around 1.17%, while XDQQ has not paid dividends to shareholders.


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%
XDQQ
Innovator Growth Accelerated ETF - Quarterly
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

JNUG vs. XDQQ - Drawdown Comparison

The maximum JNUG drawdown since its inception was -99.95%, which is greater than XDQQ's maximum drawdown of -35.63%. Use the drawdown chart below to compare losses from any high point for JNUG and XDQQ.


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Drawdown Indicators


JNUGXDQQDifference

Max Drawdown

Largest peak-to-trough decline

-99.95%

-35.63%

-64.32%

Max Drawdown (1Y)

Largest decline over 1 year

-56.39%

-12.64%

-43.75%

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%

-7.84%

-91.58%

Average Drawdown

Average peak-to-trough decline

-93.81%

-11.14%

-82.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.39%

2.88%

+15.51%

Volatility

JNUG vs. XDQQ - Volatility Comparison

Direxion Daily Junior Gold Miners Index Bull 2x Shares (JNUG) has a higher volatility of 39.41% compared to Innovator Growth Accelerated ETF - Quarterly (XDQQ) at 7.13%. This indicates that JNUG's price experiences larger fluctuations and is considered to be riskier than XDQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JNUGXDQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

39.41%

7.13%

+32.28%

Volatility (6M)

Calculated over the trailing 6-month period

86.72%

12.80%

+73.92%

Volatility (1Y)

Calculated over the trailing 1-year period

101.25%

21.42%

+79.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

79.31%

19.95%

+59.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

108.99%

19.95%

+89.04%