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MSFY vs. GGLS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MSFY vs. GGLS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kurv Yield Premium Strategy Microsoft ETF (MSFY) and Direxion Daily GOOGL Bear 1X Shares (GGLS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with MSFY having a -13.99% return and GGLS slightly lower at -14.40%.


MSFY

1D
-3.43%
1M
4.37%
YTD
-13.99%
6M
-12.67%
1Y
-7.25%
3Y*
5Y*
10Y*

GGLS

1D
0.70%
1M
6.67%
YTD
-14.40%
6M
-12.57%
1Y
-55.43%
3Y*
-31.29%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSFY vs. GGLS - Yearly Performance Comparison


2026 (YTD)202520242023
MSFY
Kurv Yield Premium Strategy Microsoft ETF
-13.99%14.11%10.88%2.57%
GGLS
Direxion Daily GOOGL Bear 1X Shares
-14.40%-42.64%-26.50%-6.25%

Correlation

The correlation between MSFY and GGLS is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.16

Correlation (All Time)
Calculated using the full available price history since Nov 7, 2023

-0.42

Over the past year, the inverse relationship between MSFY and GGLS has weakened: their correlation has moved from -0.42 to -0.16, meaning they move in opposite directions less often than they have historically.

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Return for Risk

MSFY vs. GGLS — Risk / Return Rank

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

MSFY
MSFY Risk / Return Rank: 66
Overall Rank
MSFY Sharpe Ratio Rank: 66
Sharpe Ratio Rank
MSFY Sortino Ratio Rank: 66
Sortino Ratio Rank
MSFY Omega Ratio Rank: 66
Omega Ratio Rank
MSFY Calmar Ratio Rank: 77
Calmar Ratio Rank
MSFY Martin Ratio Rank: 77
Martin Ratio Rank

GGLS
GGLS Risk / Return Rank: 11
Overall Rank
GGLS Sharpe Ratio Rank: 00
Sharpe Ratio Rank
GGLS Sortino Ratio Rank: 00
Sortino Ratio Rank
GGLS Omega Ratio Rank: 00
Omega Ratio Rank
GGLS Calmar Ratio Rank: 11
Calmar Ratio Rank
GGLS 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.

MSFY vs. GGLS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kurv Yield Premium Strategy Microsoft ETF (MSFY) and Direxion Daily GOOGL Bear 1X Shares (GGLS). 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.


MSFYGGLSDifference
Sharpe ratioReturn per unit of total volatility

+1.64

Sortino ratioReturn per unit of downside risk

+2.87

Omega ratioGain probability vs. loss probability

0.97

0.63

+0.35

Calmar ratioReturn relative to maximum drawdown

-0.21

-0.92

+0.71

Martin ratioReturn relative to average drawdown

-0.47

-1.35

+0.88

MSFY vs. GGLS - Sharpe Ratio Comparison

The current MSFY Sharpe Ratio is -0.27, which is higher than the GGLS Sharpe Ratio of -1.91. The chart below compares the historical Sharpe Ratios of MSFY and GGLS, 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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Sharpe Ratios by Period


MSFYGGLSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.27

-1.91

+1.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

-0.95

+1.15

Drawdowns

MSFY vs. GGLS - Drawdown Comparison

The maximum MSFY drawdown since its inception was -34.21%, smaller than the maximum GGLS drawdown of -81.24%. Use the drawdown chart below to compare losses from any high point for MSFY and GGLS.


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Drawdown Indicators


MSFYGGLSDifference

Max Drawdown

Largest peak-to-trough decline

-34.21%

-81.24%

+47.03%

Max Drawdown (1Y)

Largest decline over 1 year

-34.21%

-60.43%

+26.22%

Max Drawdown (3Y)

Largest decline over 3 years

-73.06%

Current Drawdown

Current decline from peak

-20.53%

-78.97%

+58.44%

Average Drawdown

Average peak-to-trough decline

-7.20%

-46.86%

+39.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.40%

41.18%

-25.78%

Volatility

MSFY vs. GGLS - Volatility Comparison

Kurv Yield Premium Strategy Microsoft ETF (MSFY) has a higher volatility of 10.84% compared to Direxion Daily GOOGL Bear 1X Shares (GGLS) at 8.19%. This indicates that MSFY's price experiences larger fluctuations and is considered to be riskier than GGLS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MSFYGGLSDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.84%

8.19%

+2.65%

Volatility (6M)

Calculated over the trailing 6-month period

25.02%

21.23%

+3.79%

Volatility (1Y)

Calculated over the trailing 1-year period

26.51%

29.17%

-2.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.27%

31.27%

-9.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.27%

31.27%

-9.00%

MSFY vs. GGLS - Expense Ratio Comparison

MSFY has a 1.00% expense ratio, which is lower than GGLS's 1.09% expense ratio.


Dividends

MSFY vs. GGLS - Dividend Comparison

MSFY's dividend yield for the trailing twelve months is around 24.31%, more than GGLS's 4.93% yield.


PositionTTM2025202420232022
GGLS
Direxion Daily GOOGL Bear 1X Shares
4.93%4.87%4.31%5.80%0.20%
MSFY
Kurv Yield Premium Strategy Microsoft ETF
24.31%18.56%14.35%1.94%0.00%

Frequently Asked Questions


MSFY and GGLS have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSFY has higher volatility (10.84%) compared to GGLS (8.19%). In terms of maximum drawdown, MSFY dropped -34.21% vs GGLS's -81.24%.

On 1-year performance, MSFY leads with -7.25% vs -55.43% for GGLS. On fees, MSFY is cheaper at 1.00% per year. On volatility, GGLS has been the lower-risk option at 8.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, MSFY has performed better with a -7.25% return vs -55.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MSFY is cheaper with a 1.00% expense ratio, compared with 1.09% for GGLS.

MSFY has the higher dividend yield at 24.31%, compared with 4.93% for GGLS.

MSFY is categorized as Derivative Income, while GGLS is Inverse Equities. They also come from different issuers: Kurv and Direxion. Their fees differ too: 1.00% for MSFY and 1.09% for GGLS.

MSFY currently has the higher Sharpe Ratio (-0.27 vs -1.91), 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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