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KORU vs. NFLU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KORU vs. NFLU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily South Korea Bull 3X Shares (KORU) and T-REX 2X Long Netflix Daily Target ETF (NFLU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, KORU achieves a 478.17% return, which is significantly higher than NFLU's -32.09% return.


KORU

1D
-12.29%
1M
43.43%
YTD
478.17%
6M
617.53%
1Y
1,709.41%
3Y*
122.40%
5Y*
20.22%
10Y*
17.48%

NFLU

1D
0.36%
1M
-15.11%
YTD
-32.09%
6M
-44.93%
1Y
-65.71%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KORU vs. NFLU - Yearly Performance Comparison


2026 (YTD)20252024
KORU
Direxion Daily South Korea Bull 3X Shares
478.17%432.73%-54.48%
NFLU
T-REX 2X Long Netflix Daily Target ETF
-32.09%-12.47%50.04%

Correlation

The correlation between KORU and NFLU is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.03

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2024

0.08

The correlation between KORU and NFLU shifts across timeframes, from -0.03 (1 year) to 0.08 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

KORU vs. NFLU — Risk / Return Rank

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

KORU
KORU Risk / Return Rank: 9797
Overall Rank
KORU Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
KORU Sortino Ratio Rank: 9494
Sortino Ratio Rank
KORU Omega Ratio Rank: 9494
Omega Ratio Rank
KORU Calmar Ratio Rank: 9999
Calmar Ratio Rank
KORU Martin Ratio Rank: 9999
Martin Ratio Rank

NFLU
NFLU Risk / Return Rank: 11
Overall Rank
NFLU Sharpe Ratio Rank: 11
Sharpe Ratio Rank
NFLU Sortino Ratio Rank: 11
Sortino Ratio Rank
NFLU Omega Ratio Rank: 11
Omega Ratio Rank
NFLU Calmar Ratio Rank: 11
Calmar Ratio Rank
NFLU Martin Ratio Rank: 22
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.

KORU vs. NFLU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily South Korea Bull 3X Shares (KORU) and T-REX 2X Long Netflix Daily Target ETF (NFLU). 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.


KORUNFLUDifference
Sharpe ratioReturn per unit of total volatility

+14.87

Sortino ratioReturn per unit of downside risk

+6.54

Omega ratioGain probability vs. loss probability

1.67

0.79

+0.88

Calmar ratioReturn relative to maximum drawdown

28.19

-0.91

+29.10

Martin ratioReturn relative to average drawdown

89.21

-1.41

+90.62

KORU vs. NFLU - Sharpe Ratio Comparison

The current KORU Sharpe Ratio is 13.88, which is higher than the NFLU Sharpe Ratio of -0.99. The chart below compares the historical Sharpe Ratios of KORU and NFLU, 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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Sharpe Ratios by Period


KORUNFLUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

13.88

-0.99

+14.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

-0.10

+0.21

Drawdowns

KORU vs. NFLU - Drawdown Comparison

The maximum KORU drawdown since its inception was -95.79%, which is greater than NFLU's maximum drawdown of -72.10%. Use the drawdown chart below to compare losses from any high point for KORU and NFLU.


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Drawdown Indicators


KORUNFLUDifference

Max Drawdown

Largest peak-to-trough decline

-95.79%

-72.10%

-23.69%

Max Drawdown (1Y)

Largest decline over 1 year

-61.39%

-72.10%

+10.71%

Max Drawdown (3Y)

Largest decline over 3 years

-73.71%

Max Drawdown (5Y)

Largest decline over 5 years

-93.35%

Max Drawdown (10Y)

Largest decline over 10 years

-95.79%

Current Drawdown

Current decline from peak

-17.01%

-70.35%

+53.34%

Average Drawdown

Average peak-to-trough decline

-57.52%

-28.02%

-29.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.36%

46.49%

-27.13%

Volatility

KORU vs. NFLU - Volatility Comparison

Direxion Daily South Korea Bull 3X Shares (KORU) has a higher volatility of 60.60% compared to T-REX 2X Long Netflix Daily Target ETF (NFLU) at 13.19%. This indicates that KORU's price experiences larger fluctuations and is considered to be riskier than NFLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KORUNFLUDifference

Volatility (1M)

Calculated over the trailing 1-month period

60.60%

13.19%

+47.41%

Volatility (6M)

Calculated over the trailing 6-month period

111.66%

51.31%

+60.35%

Volatility (1Y)

Calculated over the trailing 1-year period

124.91%

66.63%

+58.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

85.28%

69.10%

+16.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

79.99%

69.10%

+10.89%

KORU vs. NFLU - Expense Ratio Comparison

KORU has a 1.29% expense ratio, which is higher than NFLU's 1.05% expense ratio.


Dividends

KORU vs. NFLU - Dividend Comparison

KORU's dividend yield for the trailing twelve months is around 0.16%, while NFLU has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
KORU
Direxion Daily South Korea Bull 3X Shares
0.16%0.89%4.10%2.55%0.48%0.76%0.01%0.93%1.40%3.59%
NFLU
T-REX 2X Long Netflix Daily Target ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


KORU and NFLU have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KORU has higher volatility (60.60%) compared to NFLU (13.19%). In terms of maximum drawdown, KORU dropped -95.79% vs NFLU's -72.10%.

On 1-year performance, KORU leads with 1709.41% vs -65.71% for NFLU. On fees, NFLU is cheaper at 1.05% per year. On volatility, NFLU has been the lower-risk option at 13.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, KORU has performed better with a 1709.41% return vs -65.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

NFLU is cheaper with a 1.05% expense ratio, compared with 1.29% for KORU.

KORU has the higher dividend yield at 0.16%, compared with 0.00% for NFLU.

They also come from different issuers: Direxion and REX Shares. Their fees differ too: 1.29% for KORU and 1.05% for NFLU.

KORU currently has the higher Sharpe Ratio (13.88 vs -0.99), 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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