MIUFY vs. FAS
MIUFY (Mitsubishi UFJ Lease & Finance Co Ltd ADR) is a stock, while FAS (Direxion Daily Financial Bull 3X ETF) is Leveraged Equities fund tracking the Financial Select Sector Index. Over the past year, MIUFY returned 10.17% vs 7.94% for FAS. At a 0.04 correlation, their price movements are largely independent.
Performance
MIUFY vs. FAS - Performance Comparison
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Returns By Period
In the year-to-date period, MIUFY achieves a 3.83% return, which is significantly higher than FAS's -1.75% return.
MIUFY
- 1D
- 0.00%
- 1M
- 8.33%
- 6M
- 3.83%
- YTD
- 3.83%
- 1Y
- 10.17%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FAS
- 1D
- 0.72%
- 1M
- 13.58%
- 6M
- -6.28%
- YTD
- -1.75%
- 1Y
- 7.94%
- 3Y*
- 40.79%
- 5Y*
- 11.71%
- 10Y*
- 21.82%
MIUFY vs. FAS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
MIUFY Mitsubishi UFJ Lease & Finance Co Ltd ADR | 3.83% | 26.72% | -7.14% | 29.38% |
FAS Direxion Daily Financial Bull 3X ETF | -1.75% | 21.48% | 84.47% | 22.39% |
Correlation
The correlation between MIUFY and FAS is 0.04, 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 | 0.04 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2023 | 0.04 |
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Return for Risk
MIUFY vs. FAS — Risk / Return Rank
MIUFY
FAS
MIUFY vs. FAS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mitsubishi UFJ Lease & Finance Co Ltd ADR (MIUFY) and Direxion Daily Financial Bull 3X ETF (FAS). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MIUFY | FAS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.05 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.42 | 0.11 | +0.31 |
| Martin ratioReturn relative to average drawdown | 0.96 | 0.25 | +0.71 |
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Drawdowns
MIUFY vs. FAS - Drawdown Comparison
The maximum MIUFY drawdown since its inception was -24.43%, smaller than the maximum FAS drawdown of -91.61%. Use the drawdown chart below to compare losses from any high point for MIUFY and FAS.
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Drawdown Indicators
| MIUFY | FAS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.43% | -91.61% | +67.18% |
Max Drawdown (1Y)Largest decline over 1 year | -24.43% | -40.88% | +16.45% |
Max Drawdown (3Y)Largest decline over 3 years | — | -43.10% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -66.88% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -85.99% | — |
Current DrawdownCurrent decline from peak | -18.14% | -9.85% | -8.29% |
Average DrawdownAverage peak-to-trough decline | -7.88% | -31.05% | +23.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.63% | 18.42% | -7.79% |
Volatility
MIUFY vs. FAS - Volatility Comparison
The current volatility for Mitsubishi UFJ Lease & Finance Co Ltd ADR (MIUFY) is 10.76%, while Direxion Daily Financial Bull 3X ETF (FAS) has a volatility of 13.01%. This indicates that MIUFY experiences smaller price fluctuations and is considered to be less risky than FAS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MIUFY | FAS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.76% | 13.01% | -2.25% |
Volatility (6M)Calculated over the trailing 6-month period | 29.50% | 33.89% | -4.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.99% | 43.86% | +2.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.62% | 55.24% | -7.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.62% | 61.08% | -13.46% |
Dividends
MIUFY vs. FAS - Dividend Comparison
MIUFY has not paid dividends to shareholders, while FAS's dividend yield for the trailing twelve months is around 8.54%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
FAS Direxion Daily Financial Bull 3X ETF | 8.54% | 8.21% | 0.76% | 1.77% | 0.91% | 0.60% | 0.47% | 0.62% | 1.43% | 0.11% |
MIUFY Mitsubishi UFJ Lease & Finance Co Ltd ADR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MIUFY and FAS have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FAS has higher volatility (13.01%) compared to MIUFY (10.76%). In terms of maximum drawdown, MIUFY dropped -24.43% vs FAS's -91.61%.
MIUFY currently has the higher Sharpe Ratio (0.22 vs 0.10), 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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