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KORU vs. SNXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KORU vs. SNXX - Performance Comparison

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

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Returns By Period


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%

SNXX

1D
-4.86%
1M
46.48%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KORU vs. SNXX - Yearly Performance Comparison


Correlation

The correlation between KORU and SNXX is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 28, 2026

0.59

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Return for Risk

KORU vs. SNXX — 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

SNXX
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. SNXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily South Korea Bull 3X Shares (KORU) and Tradr 2X Long SNDK Daily ETF (SNXX). 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.


KORUSNXXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.67

Calmar ratioReturn relative to maximum drawdown

28.19

Martin ratioReturn relative to average drawdown

89.21

KORU vs. SNXX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


KORUSNXXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

13.88

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

266.61

-266.50

Drawdowns

KORU vs. SNXX - Drawdown Comparison

The maximum KORU drawdown since its inception was -95.79%, which is greater than SNXX's maximum drawdown of -48.39%. Use the drawdown chart below to compare losses from any high point for KORU and SNXX.


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Drawdown Indicators


KORUSNXXDifference

Max Drawdown

Largest peak-to-trough decline

-95.79%

-48.39%

-47.40%

Max Drawdown (1Y)

Largest decline over 1 year

-61.39%

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%

-4.86%

-12.15%

Average Drawdown

Average peak-to-trough decline

-57.52%

-15.51%

-42.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.36%

Volatility

KORU vs. SNXX - Volatility Comparison


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Volatility by Period


KORUSNXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

60.60%

Volatility (6M)

Calculated over the trailing 6-month period

111.66%

Volatility (1Y)

Calculated over the trailing 1-year period

124.91%

194.54%

-69.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

85.28%

194.54%

-109.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

79.99%

194.54%

-114.55%

KORU vs. SNXX - Expense Ratio Comparison

KORU has a 1.29% expense ratio, which is lower than SNXX's 1.49% expense ratio.


Dividends

KORU vs. SNXX - Dividend Comparison

KORU's dividend yield for the trailing twelve months is around 0.16%, while SNXX 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%
SNXX
Tradr 2X Long SNDK Daily 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 SNXX have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, KORU is cheaper at 1.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

KORU is cheaper with a 1.29% expense ratio, compared with 1.49% for SNXX.

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

They also come from different issuers: Direxion and Tradr. Their fees differ too: 1.29% for KORU and 1.49% for SNXX.

Portfolio Optimizer

Find the right allocation for KORU and SNXX

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