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KORU vs. MUU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KORU vs. MUU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily South Korea Bull 3X Shares (KORU) and Direxion Daily MU Bull 2X Shares (MUU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


KORU

1D
11.85%
1M
-18.31%
YTD
356.66%
6M
393.86%
1Y
905.39%
3Y*
110.38%
5Y*
14.71%
10Y*
17.17%

MUU

1D
31.07%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KORU vs. MUU - Yearly Performance Comparison


Correlation

The correlation between KORU and MUU is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 16, 2026

0.86

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Return for Risk

KORU vs. MUU — Risk / Return Rank

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

KORU
KORU Risk / Return Rank: 9595
Overall Rank
KORU Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
KORU Sortino Ratio Rank: 9090
Sortino Ratio Rank
KORU Omega Ratio Rank: 9292
Omega Ratio Rank
KORU Calmar Ratio Rank: 9898
Calmar Ratio Rank
KORU Martin Ratio Rank: 9898
Martin Ratio Rank

MUU

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

KORU vs. MUU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily South Korea Bull 3X Shares (KORU) and Direxion Daily MU Bull 2X Shares (MUU). 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.


KORUMUUDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.53

Calmar ratioReturn relative to maximum drawdown

14.90

Martin ratioReturn relative to average drawdown

43.11

KORU vs. MUU - Sharpe Ratio Comparison


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Drawdowns

KORU vs. MUU - Drawdown Comparison

The maximum KORU drawdown since its inception was -95.79%, which is greater than MUU's maximum drawdown of -26.63%. Use the drawdown chart below to compare losses from any high point for KORU and MUU.


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Drawdown Indicators


KORUMUUDifference

Max Drawdown

Largest peak-to-trough decline

-95.79%

-26.63%

-69.16%

Max Drawdown (1Y)

Largest decline over 1 year

-61.39%

Max Drawdown (3Y)

Largest decline over 3 years

-73.34%

Max Drawdown (5Y)

Largest decline over 5 years

-93.34%

Max Drawdown (10Y)

Largest decline over 10 years

-95.79%

Current Drawdown

Current decline from peak

-34.45%

-3.84%

-30.61%

Average Drawdown

Average peak-to-trough decline

-57.40%

-11.62%

-45.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.18%

Volatility

KORU vs. MUU - Volatility Comparison


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Volatility by Period


KORUMUUDifference

Volatility (1M)

Calculated over the trailing 1-month period

88.86%

Volatility (6M)

Calculated over the trailing 6-month period

139.03%

Volatility (1Y)

Calculated over the trailing 1-year period

144.03%

307.99%

-163.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

91.57%

307.99%

-216.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

83.10%

307.99%

-224.89%

KORU vs. MUU - Expense Ratio Comparison

KORU has a 1.29% expense ratio, which is higher than MUU's 1.01% expense ratio.


Dividends

KORU vs. MUU - Dividend Comparison

KORU's dividend yield for the trailing twelve months is around 0.19%, more than MUU's 0.17% yield.


PositionTTM202520242023202220212020201920182017
KORU
Direxion Daily South Korea Bull 3X Shares
0.19%0.89%4.10%2.55%0.48%0.76%0.01%0.93%1.40%3.59%
MUU
Direxion Daily MU Bull 2X Shares
0.17%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


KORU and MUU have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MUU is cheaper at 1.01% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MUU is cheaper with a 1.01% expense ratio, compared with 1.29% for KORU.

KORU has the higher dividend yield at 0.19%, compared with 0.17% for MUU.

KORU tracks MSCI Korea 25-50 Index, while MUU tracks Micron Technology, Inc. (200% Daily). Their fees differ too: 1.29% for KORU and 1.01% for MUU.

Portfolio Optimizer

Find the right allocation for KORU and MUU

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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