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JNUG vs. XPL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JNUG vs. XPL - 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 Solitario Zinc Corp. (XPL). The values are adjusted to include any dividend payments, if applicable.

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JNUG vs. XPL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JNUG
Direxion Daily Junior Gold Miners Index Bull 2x Shares
0.15%478.59%9.96%-4.79%-43.60%-46.61%-85.51%82.43%-48.11%-20.18%
XPL
Solitario Zinc Corp.
21.56%17.21%6.14%-9.68%24.04%-11.10%87.37%29.19%-61.45%-2.81%

Returns By Period

In the year-to-date period, JNUG achieves a 0.15% return, which is significantly lower than XPL's 21.56% return. Over the past 10 years, JNUG has underperformed XPL with an annualized return of -16.86%, while XPL has yielded a comparatively higher 6.07% annualized return.


JNUG

1D
-4.90%
1M
-28.43%
YTD
0.15%
6M
26.13%
1Y
244.73%
3Y*
70.80%
5Y*
21.13%
10Y*
-16.86%

XPL

1D
-1.39%
1M
11.39%
YTD
21.56%
6M
26.04%
1Y
38.94%
3Y*
8.81%
5Y*
-0.07%
10Y*
6.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

JNUG vs. XPL — Risk / Return Rank

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

JNUG
JNUG Risk / Return Rank: 9090
Overall Rank
JNUG Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
JNUG Sortino Ratio Rank: 8787
Sortino Ratio Rank
JNUG Omega Ratio Rank: 8484
Omega Ratio Rank
JNUG Calmar Ratio Rank: 9494
Calmar Ratio Rank
JNUG Martin Ratio Rank: 9090
Martin Ratio Rank

XPL
XPL Risk / Return Rank: 6161
Overall Rank
XPL Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
XPL Sortino Ratio Rank: 6262
Sortino Ratio Rank
XPL Omega Ratio Rank: 5858
Omega Ratio Rank
XPL Calmar Ratio Rank: 6262
Calmar Ratio Rank
XPL Martin Ratio Rank: 6262
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. XPL - 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 Solitario Zinc Corp. (XPL). 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.


JNUGXPLDifference

Sharpe ratio

Return per unit of total volatility

2.43

0.67

+1.76

Sortino ratio

Return per unit of downside risk

2.47

1.33

+1.14

Omega ratio

Gain probability vs. loss probability

1.35

1.16

+0.20

Calmar ratio

Return relative to maximum drawdown

4.31

1.02

+3.29

Martin ratio

Return relative to average drawdown

13.09

2.58

+10.51

JNUG vs. XPL - Sharpe Ratio Comparison

The current JNUG Sharpe Ratio is 2.43, which is higher than the XPL Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of JNUG and XPL, 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


JNUGXPLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.43

0.67

+1.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

-0.00

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.16

0.09

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.28

-0.10

-0.18

Correlation

The correlation between JNUG and XPL is 0.20, 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. XPL - Dividend Comparison

JNUG's dividend yield for the trailing twelve months is around 1.23%, while XPL has not paid dividends to shareholders.


TTM202520242023202220212020201920182017
JNUG
Direxion Daily Junior Gold Miners Index Bull 2x Shares
1.23%1.04%2.01%1.62%0.00%0.52%0.10%0.46%0.06%0.51%
XPL
Solitario Zinc Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

JNUG vs. XPL - Drawdown Comparison

The maximum JNUG drawdown since its inception was -99.95%, roughly equal to the maximum XPL drawdown of -97.46%. Use the drawdown chart below to compare losses from any high point for JNUG and XPL.


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Drawdown Indicators


JNUGXPLDifference

Max Drawdown

Largest peak-to-trough decline

-99.95%

-97.46%

-2.49%

Max Drawdown (1Y)

Largest decline over 1 year

-56.39%

-34.41%

-21.98%

Max Drawdown (5Y)

Largest decline over 5 years

-81.66%

-51.13%

-30.53%

Max Drawdown (10Y)

Largest decline over 10 years

-99.66%

-83.21%

-16.45%

Current Drawdown

Current decline from peak

-99.45%

-85.91%

-13.54%

Average Drawdown

Average peak-to-trough decline

-93.82%

-75.82%

-18.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.58%

13.60%

+4.98%

Volatility

JNUG vs. XPL - Volatility Comparison

Direxion Daily Junior Gold Miners Index Bull 2x Shares (JNUG) has a higher volatility of 39.39% compared to Solitario Zinc Corp. (XPL) at 20.36%. This indicates that JNUG's price experiences larger fluctuations and is considered to be riskier than XPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JNUGXPLDifference

Volatility (1M)

Calculated over the trailing 1-month period

39.39%

20.36%

+19.03%

Volatility (6M)

Calculated over the trailing 6-month period

86.87%

44.70%

+42.17%

Volatility (1Y)

Calculated over the trailing 1-year period

101.39%

58.42%

+42.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

79.31%

55.98%

+23.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

108.98%

66.10%

+42.88%