PortfoliosLab logoPortfoliosLab logo
MPG vs. ORCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MPG vs. ORCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long MP Daily ETF (MPG) and Defiance Daily Target 2X Long ORCL ETF (ORCX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, MPG achieves a -43.34% return, which is significantly higher than ORCX's -68.21% return.


MPG

1D
-16.13%
1M
-38.73%
6M
-66.34%
YTD
-43.34%
1Y
3Y*
5Y*
10Y*

ORCX

1D
-12.56%
1M
-57.85%
6M
-66.24%
YTD
-68.21%
1Y
-83.80%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MPG vs. ORCX - Yearly Performance Comparison


Correlation

The correlation between MPG and ORCX is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 27, 2025

0.42

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

MPG vs. ORCX — Risk / Return Rank

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

MPG

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


ORCX
ORCX Risk / Return Rank: 33
Overall Rank
ORCX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
ORCX Sortino Ratio Rank: 22
Sortino Ratio Rank
ORCX Omega Ratio Rank: 33
Omega Ratio Rank
ORCX Calmar Ratio Rank: 11
Calmar Ratio Rank
ORCX Martin Ratio Rank: 22
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.

MPG vs. ORCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long MP Daily ETF (MPG) and Defiance Daily Target 2X Long ORCL ETF (ORCX). 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.


MPGORCXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.86

Calmar ratioReturn relative to maximum drawdown

-0.93

Martin ratioReturn relative to average drawdown

-1.31

MPG vs. ORCX - Sharpe Ratio Comparison


Loading charts...

Drawdowns

MPG vs. ORCX - Drawdown Comparison

The maximum MPG drawdown since its inception was -71.31%, smaller than the maximum ORCX drawdown of -90.20%. Use the drawdown chart below to compare losses from any high point for MPG and ORCX.


Loading charts...

Drawdown Indicators


MPGORCXDifference

Max Drawdown

Largest peak-to-trough decline

-71.31%

-90.20%

+18.89%

Max Drawdown (1Y)

Largest decline over 1 year

-90.20%

Current Drawdown

Current decline from peak

-71.31%

-90.20%

+18.89%

Average Drawdown

Average peak-to-trough decline

-37.68%

-47.27%

+9.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

63.85%

Volatility

MPG vs. ORCX - Volatility Comparison


Loading charts...

Volatility by Period


MPGORCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

26.36%

Volatility (6M)

Calculated over the trailing 6-month period

85.98%

Volatility (1Y)

Calculated over the trailing 1-year period

145.05%

130.39%

+14.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

145.05%

121.39%

+23.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

145.05%

121.39%

+23.66%

MPG vs. ORCX - Expense Ratio Comparison

MPG has a 0.75% expense ratio, which is lower than ORCX's 1.29% expense ratio.


Dividends

MPG vs. ORCX - Dividend Comparison

Neither MPG nor ORCX has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


MPG and ORCX have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

MPG is cheaper with a 0.75% expense ratio, compared with 1.29% for ORCX.

MPG and ORCX have nearly identical dividend yields, around 0.00%.

They also come from different issuers: Leverage Shares and Defiance. Their fees differ too: 0.75% for MPG and 1.29% for ORCX.

Portfolio Optimizer

Find the right allocation for MPG and ORCX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer