PortfoliosLab logoPortfoliosLab logo
KORU vs. OOQB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KORU vs. OOQB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily South Korea Bull 3X Shares (KORU) and Volatility Shares One+One Nasdaq-100® and Bitcoin ETF (OOQB). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

KORU vs. OOQB - Yearly Performance Comparison


Returns By Period

In the year-to-date period, KORU achieves a 68.52% return, which is significantly higher than OOQB's -27.42% return.


KORU

1D
7.69%
1M
-47.68%
YTD
68.52%
6M
174.68%
1Y
673.62%
3Y*
54.87%
5Y*
-4.56%
10Y*
3.68%

OOQB

1D
1.78%
1M
-6.25%
YTD
-27.42%
6M
-46.56%
1Y
-16.33%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


KORU vs. OOQB - Expense Ratio Comparison

KORU has a 1.29% expense ratio, which is higher than OOQB's 0.75% expense ratio.


Return for Risk

KORU vs. OOQB — Risk / Return Rank

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

KORU
KORU Risk / Return Rank: 9898
Overall Rank
KORU Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
KORU Sortino Ratio Rank: 9797
Sortino Ratio Rank
KORU Omega Ratio Rank: 9696
Omega Ratio Rank
KORU Calmar Ratio Rank: 9999
Calmar Ratio Rank
KORU Martin Ratio Rank: 9898
Martin Ratio Rank

OOQB
OOQB Risk / Return Rank: 88
Overall Rank
OOQB Sharpe Ratio Rank: 77
Sharpe Ratio Rank
OOQB Sortino Ratio Rank: 99
Sortino Ratio Rank
OOQB Omega Ratio Rank: 99
Omega Ratio Rank
OOQB Calmar Ratio Rank: 88
Calmar Ratio Rank
OOQB Martin Ratio Rank: 88
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. OOQB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily South Korea Bull 3X Shares (KORU) and Volatility Shares One+One Nasdaq-100® and Bitcoin ETF (OOQB). 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.


KORUOOQBDifference

Sharpe ratio

Return per unit of total volatility

6.40

-0.28

+6.67

Sortino ratio

Return per unit of downside risk

3.79

-0.01

+3.80

Omega ratio

Gain probability vs. loss probability

1.54

1.00

+0.54

Calmar ratio

Return relative to maximum drawdown

11.58

-0.24

+11.83

Martin ratio

Return relative to average drawdown

41.52

-0.54

+42.07

KORU vs. OOQB - Sharpe Ratio Comparison

The current KORU Sharpe Ratio is 6.40, which is higher than the OOQB Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of KORU and OOQB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


KORUOOQBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

6.40

-0.28

+6.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.02

-0.55

+0.53

Correlation

The correlation between KORU and OOQB is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

KORU vs. OOQB - Dividend Comparison

KORU's dividend yield for the trailing twelve months is around 0.55%, less than OOQB's 13.65% yield.


TTM202520242023202220212020201920182017
KORU
Direxion Daily South Korea Bull 3X Shares
0.55%0.89%4.10%2.55%0.48%0.76%0.01%0.93%1.40%3.59%
OOQB
Volatility Shares One+One Nasdaq-100® and Bitcoin ETF
13.65%9.53%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

KORU vs. OOQB - Drawdown Comparison

The maximum KORU drawdown since its inception was -95.79%, which is greater than OOQB's maximum drawdown of -53.44%. Use the drawdown chart below to compare losses from any high point for KORU and OOQB.


Loading graphics...

Drawdown Indicators


KORUOOQBDifference

Max Drawdown

Largest peak-to-trough decline

-95.79%

-53.44%

-42.35%

Max Drawdown (1Y)

Largest decline over 1 year

-61.39%

-53.44%

-7.95%

Max Drawdown (5Y)

Largest decline over 5 years

-93.54%

Max Drawdown (10Y)

Largest decline over 10 years

-95.79%

Current Drawdown

Current decline from peak

-53.60%

-49.90%

-3.70%

Average Drawdown

Average peak-to-trough decline

-58.03%

-20.05%

-37.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.13%

24.19%

-7.06%

Volatility

KORU vs. OOQB - Volatility Comparison

Direxion Daily South Korea Bull 3X Shares (KORU) has a higher volatility of 59.12% compared to Volatility Shares One+One Nasdaq-100® and Bitcoin ETF (OOQB) at 18.65%. This indicates that KORU's price experiences larger fluctuations and is considered to be riskier than OOQB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


KORUOOQBDifference

Volatility (1M)

Calculated over the trailing 1-month period

59.12%

18.65%

+40.47%

Volatility (6M)

Calculated over the trailing 6-month period

93.35%

46.10%

+47.25%

Volatility (1Y)

Calculated over the trailing 1-year period

106.33%

59.59%

+46.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

78.49%

61.88%

+16.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

76.33%

61.88%

+14.45%