MSGS vs. MUU
MSGS (Madison Square Garden Sports Corp.) is a stock, while MUU (Direxion Daily MU Bull 2X Shares) is Leveraged Equities fund actively managed by Direxion. Over the past year, MSGS returned 101.13% vs 6522.95% for MUU. At a 0.21 correlation, their price movements are largely independent.
Performance
MSGS vs. MUU - Performance Comparison
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Returns By Period
In the year-to-date period, MSGS achieves a 47.23% return, which is significantly lower than MUU's 961.23% return.
MSGS
- 1D
- -0.50%
- 1M
- 11.95%
- YTD
- 47.23%
- 6M
- 70.36%
- 1Y
- 101.13%
- 3Y*
- 28.76%
- 5Y*
- 17.73%
- 10Y*
- 16.70%
MUU
- 1D
- 3.08%
- 1M
- 218.90%
- YTD
- 961.23%
- 6M
- 1,422.01%
- 1Y
- 6,522.95%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MSGS vs. MUU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
MSGS Madison Square Garden Sports Corp. | 47.23% | 14.61% | 5.85% |
MUU Direxion Daily MU Bull 2X Shares | 961.23% | 599.03% | -43.09% |
Correlation
The correlation between MSGS and MUU is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Oct 11, 2024 | 0.21 |
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Return for Risk
MSGS vs. MUU — Risk / Return Rank
MSGS
MUU
MSGS vs. MUU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Madison Square Garden Sports Corp. (MSGS) 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.
| MSGS | MUU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -46.96 | ||
| Sortino ratioReturn per unit of downside risk | -2.19 | ||
| Omega ratioGain probability vs. loss probability | 1.64 | 1.91 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 10.09 | 125.85 | -115.76 |
| Martin ratioReturn relative to average drawdown | 24.05 | 426.84 | -402.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MSGS | MUU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.45 | 50.40 | -46.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 6.68 | -6.16 |
Drawdowns
MSGS vs. MUU - Drawdown Comparison
The maximum MSGS drawdown since its inception was -41.57%, smaller than the maximum MUU drawdown of -75.07%. Use the drawdown chart below to compare losses from any high point for MSGS and MUU.
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Drawdown Indicators
| MSGS | MUU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.57% | -75.07% | +33.50% |
Max Drawdown (1Y)Largest decline over 1 year | -10.08% | -52.72% | +42.64% |
Max Drawdown (3Y)Largest decline over 3 years | -25.54% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -31.96% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -41.57% | — | — |
Current DrawdownCurrent decline from peak | -0.50% | 0.00% | -0.50% |
Average DrawdownAverage peak-to-trough decline | -10.58% | -23.44% | +12.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.22% | 15.51% | -11.29% |
Volatility
MSGS vs. MUU - Volatility Comparison
The current volatility for Madison Square Garden Sports Corp. (MSGS) is 7.21%, while Direxion Daily MU Bull 2X Shares (MUU) has a volatility of 54.78%. This indicates that MSGS 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
| MSGS | MUU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.21% | 54.78% | -47.57% |
Volatility (6M)Calculated over the trailing 6-month period | 23.35% | 105.07% | -81.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.52% | 131.77% | -102.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.35% | 133.67% | -108.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.44% | 133.67% | -102.23% |
Dividends
MSGS vs. MUU - Dividend Comparison
MSGS has not paid dividends to shareholders, while MUU's dividend yield for the trailing twelve months is around 0.46%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
MSGS Madison Square Garden Sports Corp. | 0.00% | 0.00% | 0.00% | 0.00% | 3.82% | 0.00% | 36.97% |
MUU Direxion Daily MU Bull 2X Shares | 0.46% | 4.27% | 0.31% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MSGS and MUU have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MUU has higher volatility (54.78%) compared to MSGS (7.21%). In terms of maximum drawdown, MSGS dropped -41.57% vs MUU's -75.07%.
MUU currently has the higher Sharpe Ratio (50.40 vs 3.45), 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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