MSCI vs. MUU
MSCI (MSCI Inc.) is a stock, while MUU (Direxion Daily MU Bull 2X Shares) is Leveraged Equities fund tracking the Micron Technology, Inc. (200% Daily). Over the past year, MSCI returned 4.10% vs 2805.45% for MUU. Their -0.02 correlation means they have often moved in opposite directions in the past.
Performance
MSCI vs. MUU - Performance Comparison
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Returns By Period
In the year-to-date period, MSCI achieves a 0.50% return, which is significantly lower than MUU's 372.51% return.
MSCI
- 1D
- -0.61%
- 1M
- -5.12%
- 6M
- -5.36%
- YTD
- 0.50%
- 1Y
- 4.10%
- 3Y*
- 2.84%
- 5Y*
- 0.29%
- 10Y*
- 22.38%
- ALL TIME*
- 19.59%
MUU
- 1D
- -12.24%
- 1M
- -36.47%
- 6M
- 134.93%
- YTD
- 372.51%
- 1Y
- 2,805.45%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 419.04%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
MSCI MSCI Inc. | $558.68M | $425.84M | $423.23M |
| $1.51B | $1.57B | $2.27B |
MSCI vs. MUU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
MSCI MSCI Inc. | 0.50% | -3.17% | -0.47% |
MUU Direxion Daily MU Bull 2X Shares | 372.51% | 599.03% | -40.91% |
Correlation
The correlation between MSCI and MUU is -0.10, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.10 |
Correlation (All Time) Calculated using the full available price history since Oct 10, 2024 | -0.02 |
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Return for Risk
MSCI vs. MUU — Risk / Return Rank
MSCI
MUU
MSCI vs. MUU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MSCI Inc. (MSCI) and Direxion Daily MU Bull 2X Shares (MUU). 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.
| MSCI | MUU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -16.02 | ||
| Sortino ratioReturn per unit of downside risk | -4.50 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.61 | -0.56 |
| Calmar ratioReturn relative to maximum drawdown | 0.19 | 38.27 | -38.08 |
| Martin ratioReturn relative to average drawdown | 0.45 | 127.21 | -126.76 |
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Drawdowns
MSCI vs. MUU - Drawdown Comparison
The maximum MSCI drawdown since its inception was -69.06%, smaller than the maximum MUU drawdown of -75.07%. Use the drawdown chart below to compare losses from any high point for MSCI and MUU.
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Drawdown Indicators
| MSCI | MUU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.06% | -75.07% | +6.01% |
Max Drawdown (1Y)Largest decline over 1 year | -18.07% | -68.07% | +50.00% |
Max Drawdown (3Y)Largest decline over 3 years | -25.99% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -43.74% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -43.74% | — | — |
Current DrawdownCurrent decline from peak | -11.12% | -61.50% | +50.38% |
Average DrawdownAverage peak-to-trough decline | -13.04% | -24.34% | +11.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.46% | 20.44% | -12.98% |
Volatility
MSCI vs. MUU - Volatility Comparison
The current volatility for MSCI Inc. (MSCI) is 13.82%, while Direxion Daily MU Bull 2X Shares (MUU) has a volatility of 62.16%. This indicates that MSCI experiences smaller price fluctuations and is considered to be less risky than MUU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSCI | MUU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.82% | 62.16% | -48.34% |
Volatility (6M)Calculated over the trailing 6-month period | 24.75% | 134.20% | -109.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.48% | 161.94% | -131.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.36% | 146.71% | -115.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.47% | 146.71% | -115.24% |
Dividends
MSCI vs. MUU - Dividend Comparison
MSCI's dividend yield for the trailing twelve months is around 1.35%, less than MUU's 1.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSCI MSCI Inc. | 1.35% | 1.25% | 1.07% | 0.98% | 0.98% | 0.59% | 0.65% | 0.98% | 1.30% | 1.04% | 1.27% | 1.11% |
MUU Direxion Daily MU Bull 2X Shares | 1.44% | 4.27% | 0.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MSCI and MUU have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MUU has higher volatility (62.16%) compared to MSCI (13.82%). In terms of maximum drawdown, MSCI dropped -69.06% vs MUU's -75.07%.
MUU currently has the higher Sharpe Ratio (16.13 vs 0.11), 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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