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MOON vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


MOONVOO

Correlation

-0.50.00.51.00.6

The correlation between MOON and VOO is 0.61, 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.

Performance

MOON vs. VOO - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
8.27%
15.64%
MOON
VOO

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MOON vs. VOO - Expense Ratio Comparison

MOON has a 0.65% expense ratio, which is higher than VOO's 0.03% expense ratio.


MOON
Direxion Moonshot Innovators ETF
Expense ratio chart for MOON: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

MOON vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Moonshot Innovators ETF (MOON) and Vanguard S&P 500 ETF (VOO). 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.


MOON
Sharpe ratio
The chart of Sharpe ratio for MOON, currently valued at 0.34, compared to the broader market-2.000.002.004.000.34
Sortino ratio
The chart of Sortino ratio for MOON, currently valued at 0.72, compared to the broader market-2.000.002.004.006.008.0010.0012.000.72
Omega ratio
The chart of Omega ratio for MOON, currently valued at 1.10, compared to the broader market1.001.502.002.503.001.10
Calmar ratio
The chart of Calmar ratio for MOON, currently valued at 0.13, compared to the broader market0.005.0010.0015.000.13
Martin ratio
The chart of Martin ratio for MOON, currently valued at 0.88, compared to the broader market0.0020.0040.0060.0080.00100.000.88
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 3.15, compared to the broader market-2.000.002.004.003.15
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 4.19, compared to the broader market-2.000.002.004.006.008.0010.0012.004.19
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.59, compared to the broader market1.001.502.002.503.001.59
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 4.60, compared to the broader market0.005.0010.0015.004.60
Martin ratio
The chart of Martin ratio for VOO, currently valued at 21.00, compared to the broader market0.0020.0040.0060.0080.00100.0021.00

MOON vs. VOO - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
0.34
3.15
MOON
VOO

Dividends

MOON vs. VOO - Dividend Comparison

MOON has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.23%.


TTM20232022202120202019201820172016201520142013
MOON
Direxion Moonshot Innovators ETF
100.82%1.41%0.00%1.64%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.23%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

MOON vs. VOO - Drawdown Comparison


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-78.70%
0
MOON
VOO

Volatility

MOON vs. VOO - Volatility Comparison

The current volatility for Direxion Moonshot Innovators ETF (MOON) is 0.00%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.95%. This indicates that MOON experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember0
3.95%
MOON
VOO