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MSFU vs. AAPL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MSFU vs. AAPL - Performance Comparison

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

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Returns By Period

In the year-to-date period, MSFU achieves a -45.68% return, which is significantly lower than AAPL's 8.46% return.


MSFU

1D
2.99%
1M
-22.25%
YTD
-45.68%
6M
-46.49%
1Y
-49.63%
3Y*
-9.21%
5Y*
10Y*

AAPL

1D
-0.91%
1M
-4.70%
YTD
8.46%
6M
8.26%
1Y
46.63%
3Y*
16.93%
5Y*
17.74%
10Y*
30.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSFU vs. AAPL - Yearly Performance Comparison


2026 (YTD)2025202420232022
MSFU
Direxion Daily MSFT Bull 2X Shares
-45.68%13.36%5.80%83.04%-13.28%
AAPL
Apple Inc
8.46%9.05%30.71%49.01%-15.78%

Correlation

The correlation between MSFU and AAPL is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

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

0.36

Correlation (All Time)
Calculated using the full available price history since Sep 7, 2022

0.44

Over the past year, the correlation between MSFU and AAPL has dropped to 0.12 - well below their long-term average of 0.44, suggesting their price drivers have been diverging.

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Return for Risk

MSFU vs. AAPL — Risk / Return Rank

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

MSFU
MSFU Risk / Return Rank: 22
Overall Rank
MSFU Sharpe Ratio Rank: 11
Sharpe Ratio Rank
MSFU Sortino Ratio Rank: 22
Sortino Ratio Rank
MSFU Omega Ratio Rank: 11
Omega Ratio Rank
MSFU Calmar Ratio Rank: 22
Calmar Ratio Rank
MSFU Martin Ratio Rank: 11
Martin Ratio Rank

AAPL
AAPL Risk / Return Rank: 8787
Overall Rank
AAPL Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
AAPL Sortino Ratio Rank: 8888
Sortino Ratio Rank
AAPL Omega Ratio Rank: 8888
Omega Ratio Rank
AAPL Calmar Ratio Rank: 8686
Calmar Ratio Rank
AAPL Martin Ratio Rank: 8585
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.

MSFU vs. AAPL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily MSFT Bull 2X Shares (MSFU) and Apple Inc (AAPL). 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.


MSFUAAPLDifference
Sharpe ratioReturn per unit of total volatility

-3.04

Sortino ratioReturn per unit of downside risk

-4.29

Omega ratioGain probability vs. loss probability

0.83

1.38

-0.55

Calmar ratioReturn relative to maximum drawdown

-0.83

3.40

-4.23

Martin ratioReturn relative to average drawdown

-1.50

8.35

-9.84

MSFU vs. AAPL - Sharpe Ratio Comparison

The current MSFU Sharpe Ratio is -0.96, which is lower than the AAPL Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of MSFU and AAPL, 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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Drawdowns

MSFU vs. AAPL - Drawdown Comparison

The maximum MSFU drawdown since its inception was -59.83%, smaller than the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for MSFU and AAPL.


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Drawdown Indicators


MSFUAAPLDifference

Max Drawdown

Largest peak-to-trough decline

-59.83%

-81.80%

+21.97%

Max Drawdown (1Y)

Largest decline over 1 year

-59.83%

-13.80%

-46.03%

Max Drawdown (3Y)

Largest decline over 3 years

-59.83%

-33.36%

-26.47%

Max Drawdown (5Y)

Largest decline over 5 years

-33.36%

Max Drawdown (10Y)

Largest decline over 10 years

-38.52%

Current Drawdown

Current decline from peak

-57.95%

-6.63%

-51.32%

Average Drawdown

Average peak-to-trough decline

-16.98%

-29.58%

+12.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

33.19%

5.60%

+27.59%

Volatility

MSFU vs. AAPL - Volatility Comparison

Direxion Daily MSFT Bull 2X Shares (MSFU) has a higher volatility of 22.49% compared to Apple Inc (AAPL) at 6.98%. This indicates that MSFU's price experiences larger fluctuations and is considered to be riskier than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MSFUAAPLDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.49%

6.98%

+15.51%

Volatility (6M)

Calculated over the trailing 6-month period

46.49%

16.62%

+29.87%

Volatility (1Y)

Calculated over the trailing 1-year period

51.94%

22.57%

+29.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.60%

27.52%

+19.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.60%

28.92%

+17.68%

Dividends

MSFU vs. AAPL - Dividend Comparison

MSFU's dividend yield for the trailing twelve months is around 14.56%, more than AAPL's 0.36% yield.


PositionTTM20252024202320222021202020192018201720162015
AAPL
Apple Inc
0.36%0.38%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%
MSFU
Direxion Daily MSFT Bull 2X Shares
14.56%8.15%7.00%2.11%0.54%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MSFU and AAPL have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSFU has higher volatility (22.49%) compared to AAPL (6.98%). In terms of maximum drawdown, MSFU dropped -59.83% vs AAPL's -81.80%.

AAPL currently has the higher Sharpe Ratio (2.08 vs -0.96), 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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