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MULL vs. LABD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MULL vs. LABD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares 2x Long MU Daily ETF (MULL) and Direxion Daily S&P Biotech Bear 3x Shares (LABD). The values are adjusted to include any dividend payments, if applicable.

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MULL vs. LABD - Yearly Performance Comparison


2026 (YTD)20252024
MULL
GraniteShares 2x Long MU Daily ETF
18.59%558.51%-40.10%
LABD
Direxion Daily S&P Biotech Bear 3x Shares
-22.25%-70.07%34.21%

Returns By Period

In the year-to-date period, MULL achieves a 18.59% return, which is significantly higher than LABD's -22.25% return.


MULL

1D
9.98%
1M
-37.16%
YTD
18.59%
6M
194.62%
1Y
734.80%
3Y*
5Y*
10Y*

LABD

1D
-22.42%
1M
-7.39%
YTD
-22.25%
6M
-59.03%
1Y
-82.24%
3Y*
-55.49%
5Y*
-38.61%
10Y*
-57.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MULL vs. LABD - Expense Ratio Comparison

MULL has a 1.50% expense ratio, which is higher than LABD's 1.06% expense ratio.


Return for Risk

MULL vs. LABD — Risk / Return Rank

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

MULL
MULL Risk / Return Rank: 9898
Overall Rank
MULL Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
MULL Sortino Ratio Rank: 9797
Sortino Ratio Rank
MULL Omega Ratio Rank: 9696
Omega Ratio Rank
MULL Calmar Ratio Rank: 9999
Calmar Ratio Rank
MULL Martin Ratio Rank: 9898
Martin Ratio Rank

LABD
LABD Risk / Return Rank: 11
Overall Rank
LABD Sharpe Ratio Rank: 11
Sharpe Ratio Rank
LABD Sortino Ratio Rank: 00
Sortino Ratio Rank
LABD Omega Ratio Rank: 00
Omega Ratio Rank
LABD Calmar Ratio Rank: 00
Calmar Ratio Rank
LABD Martin Ratio Rank: 33
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.

MULL vs. LABD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Long MU Daily ETF (MULL) and Direxion Daily S&P Biotech Bear 3x Shares (LABD). 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.


MULLLABDDifference

Sharpe ratio

Return per unit of total volatility

5.72

-0.96

+6.67

Sortino ratio

Return per unit of downside risk

3.60

-2.04

+5.64

Omega ratio

Gain probability vs. loss probability

1.48

0.77

+0.71

Calmar ratio

Return relative to maximum drawdown

13.35

-0.91

+14.26

Martin ratio

Return relative to average drawdown

37.78

-1.17

+38.95

MULL vs. LABD - Sharpe Ratio Comparison

The current MULL Sharpe Ratio is 5.72, which is higher than the LABD Sharpe Ratio of -0.96. The chart below compares the historical Sharpe Ratios of MULL and LABD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MULLLABDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.72

-0.96

+6.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

1.62

-0.54

+2.17

Correlation

The correlation between MULL and LABD is -0.33. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

MULL vs. LABD - Dividend Comparison

MULL's dividend yield for the trailing twelve months is around 0.33%, less than LABD's 5.82% yield.


TTM20252024202320222021202020192018
MULL
GraniteShares 2x Long MU Daily ETF
0.33%0.39%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LABD
Direxion Daily S&P Biotech Bear 3x Shares
5.82%6.67%4.68%6.13%0.53%0.00%3.94%1.75%0.81%

Drawdowns

MULL vs. LABD - Drawdown Comparison

The maximum MULL drawdown since its inception was -72.29%, smaller than the maximum LABD drawdown of -99.99%. Use the drawdown chart below to compare losses from any high point for MULL and LABD.


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Drawdown Indicators


MULLLABDDifference

Max Drawdown

Largest peak-to-trough decline

-72.29%

-99.99%

+27.70%

Max Drawdown (1Y)

Largest decline over 1 year

-53.09%

-88.09%

+35.00%

Max Drawdown (5Y)

Largest decline over 5 years

-97.73%

Max Drawdown (10Y)

Largest decline over 10 years

-99.98%

Current Drawdown

Current decline from peak

-48.41%

-99.99%

+51.58%

Average Drawdown

Average peak-to-trough decline

-21.94%

-90.78%

+68.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.76%

68.46%

-49.70%

Volatility

MULL vs. LABD - Volatility Comparison

GraniteShares 2x Long MU Daily ETF (MULL) has a higher volatility of 47.04% compared to Direxion Daily S&P Biotech Bear 3x Shares (LABD) at 36.88%. This indicates that MULL's price experiences larger fluctuations and is considered to be riskier than LABD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MULLLABDDifference

Volatility (1M)

Calculated over the trailing 1-month period

47.04%

36.88%

+10.16%

Volatility (6M)

Calculated over the trailing 6-month period

98.50%

59.06%

+39.44%

Volatility (1Y)

Calculated over the trailing 1-year period

129.87%

87.11%

+42.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

129.40%

96.40%

+33.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

129.40%

96.40%

+33.00%