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LRN vs. GGLL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LRN vs. GGLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Stride, Inc. (LRN) and Direxion Daily GOOGL Bull 2X Shares (GGLL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LRN achieves a 53.44% return, which is significantly higher than GGLL's 22.24% return.


LRN

1D
1.76%
1M
7.99%
YTD
53.44%
6M
62.77%
1Y
-30.11%
3Y*
33.48%
5Y*
28.19%
10Y*
23.78%

GGLL

1D
-1.40%
1M
-13.22%
YTD
22.24%
6M
15.91%
1Y
293.20%
3Y*
65.97%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LRN vs. GGLL - Yearly Performance Comparison


2026 (YTD)2025202420232022
LRN
Stride, Inc.
53.44%-37.53%75.05%89.80%-18.58%
GGLL
Direxion Daily GOOGL Bull 2X Shares
22.24%123.07%48.88%81.20%-30.35%

Correlation

The correlation between LRN and GGLL is 0.00, 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

0.00

Correlation (3Y)
Calculated over the trailing 3-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Sep 8, 2022

0.12

The correlation between LRN and GGLL shifts across timeframes, from 0.00 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

LRN vs. GGLL — Risk / Return Rank

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

LRN
LRN Risk / Return Rank: 2525
Overall Rank
LRN Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
LRN Sortino Ratio Rank: 2727
Sortino Ratio Rank
LRN Omega Ratio Rank: 2626
Omega Ratio Rank
LRN Calmar Ratio Rank: 2525
Calmar Ratio Rank
LRN Martin Ratio Rank: 2727
Martin Ratio Rank

GGLL
GGLL Risk / Return Rank: 9494
Overall Rank
GGLL Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
GGLL Sortino Ratio Rank: 9494
Sortino Ratio Rank
GGLL Omega Ratio Rank: 9090
Omega Ratio Rank
GGLL Calmar Ratio Rank: 9494
Calmar Ratio Rank
GGLL Martin Ratio Rank: 9494
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.

LRN vs. GGLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Stride, Inc. (LRN) and Direxion Daily GOOGL Bull 2X Shares (GGLL). 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.


LRNGGLLDifference
Sharpe ratioReturn per unit of total volatility

-5.52

Sortino ratioReturn per unit of downside risk

-5.04

Omega ratioGain probability vs. loss probability

0.98

1.60

-0.62

Calmar ratioReturn relative to maximum drawdown

-0.47

7.69

-8.16

Martin ratioReturn relative to average drawdown

-0.73

26.53

-27.25

LRN vs. GGLL - Sharpe Ratio Comparison

The current LRN Sharpe Ratio is -0.45, which is lower than the GGLL Sharpe Ratio of 5.07. The chart below compares the historical Sharpe Ratios of LRN and GGLL, 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


LRNGGLLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.45

5.07

-5.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.99

-0.83

Drawdowns

LRN vs. GGLL - Drawdown Comparison

The maximum LRN drawdown since its inception was -81.41%, which is greater than GGLL's maximum drawdown of -52.81%. Use the drawdown chart below to compare losses from any high point for LRN and GGLL.


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Drawdown Indicators


LRNGGLLDifference

Max Drawdown

Largest peak-to-trough decline

-81.41%

-52.81%

-28.60%

Max Drawdown (1Y)

Largest decline over 1 year

-64.07%

-38.39%

-25.68%

Max Drawdown (3Y)

Largest decline over 3 years

-64.07%

-52.81%

-11.26%

Max Drawdown (5Y)

Largest decline over 5 years

-64.07%

Max Drawdown (10Y)

Largest decline over 10 years

-64.07%

Current Drawdown

Current decline from peak

-41.33%

-21.02%

-20.31%

Average Drawdown

Average peak-to-trough decline

-36.27%

-15.17%

-21.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

41.53%

11.11%

+30.42%

Volatility

LRN vs. GGLL - Volatility Comparison

The current volatility for Stride, Inc. (LRN) is 7.85%, while Direxion Daily GOOGL Bull 2X Shares (GGLL) has a volatility of 16.60%. This indicates that LRN experiences smaller price fluctuations and is considered to be less risky than GGLL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LRNGGLLDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.85%

16.60%

-8.75%

Volatility (6M)

Calculated over the trailing 6-month period

23.81%

40.70%

-16.89%

Volatility (1Y)

Calculated over the trailing 1-year period

67.31%

58.40%

+8.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.38%

56.03%

-4.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.23%

56.03%

-6.80%

Dividends

LRN vs. GGLL - Dividend Comparison

LRN has not paid dividends to shareholders, while GGLL's dividend yield for the trailing twelve months is around 3.73%.


PositionTTM2025202420232022
GGLL
Direxion Daily GOOGL Bull 2X Shares
3.73%4.16%3.29%2.05%0.59%
LRN
Stride, Inc.
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


LRN and GGLL have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GGLL has higher volatility (16.60%) compared to LRN (7.85%). In terms of maximum drawdown, LRN dropped -81.41% vs GGLL's -52.81%.

GGLL currently has the higher Sharpe Ratio (5.07 vs -0.45), 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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