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LABU vs. COTG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LABU vs. COTG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily S&P Biotech Bull 3x Shares (LABU) and Leverage Shares 2X Long COST Daily ETF (COTG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LABU achieves a 12.44% return, which is significantly lower than COTG's 20.04% return.


LABU

1D
8.32%
1M
-4.23%
YTD
12.44%
6M
8.50%
1Y
218.84%
3Y*
10.35%
5Y*
-31.68%
10Y*
-13.53%

COTG

1D
2.32%
1M
-9.84%
YTD
20.04%
6M
10.13%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LABU vs. COTG - Yearly Performance Comparison


Correlation

The correlation between LABU and COTG is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 19, 2025

-0.11

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Return for Risk

LABU vs. COTG — Risk / Return Rank

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

LABU
LABU Risk / Return Rank: 8080
Overall Rank
LABU Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
LABU Sortino Ratio Rank: 6969
Sortino Ratio Rank
LABU Omega Ratio Rank: 6161
Omega Ratio Rank
LABU Calmar Ratio Rank: 9494
Calmar Ratio Rank
LABU Martin Ratio Rank: 9090
Martin Ratio Rank

COTG
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.

LABU vs. COTG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily S&P Biotech Bull 3x Shares (LABU) and Leverage Shares 2X Long COST Daily ETF (COTG). 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.


LABUCOTGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.37

Calmar ratioReturn relative to maximum drawdown

7.18

Martin ratioReturn relative to average drawdown

20.89

LABU vs. COTG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


LABUCOTGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.23

-0.21

-0.02

Drawdowns

LABU vs. COTG - Drawdown Comparison

The maximum LABU drawdown since its inception was -99.18%, which is greater than COTG's maximum drawdown of -25.69%. Use the drawdown chart below to compare losses from any high point for LABU and COTG.


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Drawdown Indicators


LABUCOTGDifference

Max Drawdown

Largest peak-to-trough decline

-99.18%

-25.69%

-73.49%

Max Drawdown (1Y)

Largest decline over 1 year

-30.70%

Max Drawdown (3Y)

Largest decline over 3 years

-78.30%

Max Drawdown (5Y)

Largest decline over 5 years

-97.59%

Max Drawdown (10Y)

Largest decline over 10 years

-98.96%

Current Drawdown

Current decline from peak

-96.04%

-21.71%

-74.33%

Average Drawdown

Average peak-to-trough decline

-81.68%

-8.42%

-73.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.53%

Volatility

LABU vs. COTG - Volatility Comparison


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Volatility by Period


LABUCOTGDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.11%

Volatility (6M)

Calculated over the trailing 6-month period

60.11%

Volatility (1Y)

Calculated over the trailing 1-year period

76.24%

40.63%

+35.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

95.65%

40.63%

+55.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

95.44%

40.63%

+54.81%

LABU vs. COTG - Expense Ratio Comparison

LABU has a 1.12% expense ratio, which is higher than COTG's 0.75% expense ratio.


Dividends

LABU vs. COTG - Dividend Comparison

LABU's dividend yield for the trailing twelve months is around 0.69%, while COTG has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
COTG
Leverage Shares 2X Long COST Daily ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LABU
Direxion Daily S&P Biotech Bull 3x Shares
0.69%0.84%0.35%0.35%0.00%0.00%0.00%0.28%0.64%0.17%

Frequently Asked Questions


LABU and COTG have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, COTG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

COTG is cheaper with a 0.75% expense ratio, compared with 1.12% for LABU.

LABU has the higher dividend yield at 0.69%, compared with 0.00% for COTG.

They also come from different issuers: Direxion and Leverage Shares. Their fees differ too: 1.12% for LABU and 0.75% for COTG.

Portfolio Optimizer

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