PortfoliosLab logoPortfoliosLab logo
MUU vs. KORU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MUU vs. KORU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily MU Bull 2X Shares (MUU) and Direxion Daily South Korea Bull 3X Shares (KORU). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

MUU vs. KORU - Yearly Performance Comparison


2026 (YTD)20252024
MUU
Direxion Daily MU Bull 2X Shares
19.95%599.03%-43.09%
KORU
Direxion Daily South Korea Bull 3X Shares
56.49%432.73%-47.32%

Returns By Period

In the year-to-date period, MUU achieves a 19.95% return, which is significantly lower than KORU's 56.49% return.


MUU

1D
9.69%
1M
-37.04%
YTD
19.95%
6M
205.62%
1Y
790.28%
3Y*
5Y*
10Y*

KORU

1D
16.84%
1M
-54.89%
YTD
56.49%
6M
171.77%
1Y
653.24%
3Y*
51.09%
5Y*
-5.96%
10Y*
2.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MUU vs. KORU - Expense Ratio Comparison

MUU has a 1.06% expense ratio, which is lower than KORU's 1.29% expense ratio.


Return for Risk

MUU vs. KORU — Risk / Return Rank

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

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

KORU
KORU Risk / Return Rank: 9898
Overall Rank
KORU Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
KORU Sortino Ratio Rank: 9797
Sortino Ratio Rank
KORU Omega Ratio Rank: 9797
Omega Ratio Rank
KORU Calmar Ratio Rank: 9999
Calmar Ratio Rank
KORU Martin Ratio Rank: 9898
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.

MUU vs. KORU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily MU Bull 2X Shares (MUU) and Direxion Daily South Korea Bull 3X Shares (KORU). 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.


MUUKORUDifference

Sharpe ratio

Return per unit of total volatility

6.16

6.21

-0.05

Sortino ratio

Return per unit of downside risk

3.70

3.75

-0.05

Omega ratio

Gain probability vs. loss probability

1.49

1.53

-0.04

Calmar ratio

Return relative to maximum drawdown

14.42

10.12

+4.30

Martin ratio

Return relative to average drawdown

40.98

36.94

+4.04

MUU vs. KORU - Sharpe Ratio Comparison

The current MUU Sharpe Ratio is 6.16, which is comparable to the KORU Sharpe Ratio of 6.21. The chart below compares the historical Sharpe Ratios of MUU and KORU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


MUUKORUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

6.16

6.21

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

1.52

-0.03

+1.54

Correlation

The correlation between MUU and KORU is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

MUU vs. KORU - Dividend Comparison

MUU's dividend yield for the trailing twelve months is around 4.03%, more than KORU's 0.59% yield.


TTM202520242023202220212020201920182017
MUU
Direxion Daily MU Bull 2X Shares
4.03%4.27%0.31%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KORU
Direxion Daily South Korea Bull 3X Shares
0.59%0.89%4.10%2.55%0.48%0.76%0.01%0.93%1.40%3.59%

Drawdowns

MUU vs. KORU - Drawdown Comparison

The maximum MUU drawdown since its inception was -75.07%, smaller than the maximum KORU drawdown of -95.79%. Use the drawdown chart below to compare losses from any high point for MUU and KORU.


Loading graphics...

Drawdown Indicators


MUUKORUDifference

Max Drawdown

Largest peak-to-trough decline

-75.07%

-95.79%

+20.72%

Max Drawdown (1Y)

Largest decline over 1 year

-52.72%

-61.39%

+8.67%

Max Drawdown (5Y)

Largest decline over 5 years

-93.54%

Max Drawdown (10Y)

Largest decline over 10 years

-95.79%

Current Drawdown

Current decline from peak

-48.14%

-56.91%

+8.77%

Average Drawdown

Average peak-to-trough decline

-25.05%

-58.03%

+32.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.55%

16.82%

+1.73%

Volatility

MUU vs. KORU - Volatility Comparison

The current volatility for Direxion Daily MU Bull 2X Shares (MUU) is 46.74%, while Direxion Daily South Korea Bull 3X Shares (KORU) has a volatility of 68.35%. This indicates that MUU experiences smaller price fluctuations and is considered to be less risky than KORU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


MUUKORUDifference

Volatility (1M)

Calculated over the trailing 1-month period

46.74%

68.35%

-21.61%

Volatility (6M)

Calculated over the trailing 6-month period

98.12%

93.12%

+5.00%

Volatility (1Y)

Calculated over the trailing 1-year period

129.66%

106.25%

+23.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

127.08%

78.43%

+48.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

127.08%

76.31%

+50.77%