MUU vs. SNDK
MUU (Direxion Daily MU Bull 2X Shares) is Leveraged Equities fund actively managed by Direxion, while SNDK (Sandisk Corp) is a stock. Over the past year, MUU returned 6522.95% vs 4639.91% for SNDK. A 0.62 correlation means they provide meaningful diversification when combined.
Performance
MUU vs. SNDK - Performance Comparison
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Returns By Period
In the year-to-date period, MUU achieves a 961.23% return, which is significantly higher than SNDK's 671.55% return.
MUU
- 1D
- 3.08%
- 1M
- 218.90%
- YTD
- 961.23%
- 6M
- 1,422.01%
- 1Y
- 6,522.95%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SNDK
- 1D
- 6.71%
- 1M
- 45.84%
- YTD
- 671.55%
- 6M
- 842.23%
- 1Y
- 4,639.91%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MUU vs. SNDK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MUU Direxion Daily MU Bull 2X Shares | 961.23% | 485.78% |
SNDK Sandisk Corp | 671.55% | 388.44% |
Correlation
The correlation between MUU and SNDK is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Feb 25, 2025 | 0.62 |
The correlation between MUU and SNDK has been stable across timeframes, ranging from 0.62 to 0.65 - a consistent structural relationship.
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Return for Risk
MUU vs. SNDK — Risk / Return Rank
MUU
SNDK
MUU vs. SNDK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Daily MU Bull 2X Shares (MUU) and Sandisk Corp (SNDK). 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.
| MUU | SNDK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.23 | ||
| Sortino ratioReturn per unit of downside risk | -1.34 | ||
| Omega ratioGain probability vs. loss probability | 1.91 | 2.19 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 125.85 | 150.40 | -24.55 |
| Martin ratioReturn relative to average drawdown | 426.84 | 460.18 | -33.34 |
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
| MUU | SNDK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 50.40 | 48.18 | +2.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 6.68 | 16.96 | -10.28 |
Drawdowns
MUU vs. SNDK - Drawdown Comparison
The maximum MUU drawdown since its inception was -75.07%, which is greater than SNDK's maximum drawdown of -47.50%. Use the drawdown chart below to compare losses from any high point for MUU and SNDK.
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Drawdown Indicators
| MUU | SNDK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.07% | -47.50% | -27.57% |
Max Drawdown (1Y)Largest decline over 1 year | -52.72% | -31.34% | -21.38% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -23.44% | -13.79% | -9.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.51% | 10.22% | +5.29% |
Volatility
MUU vs. SNDK - Volatility Comparison
Direxion Daily MU Bull 2X Shares (MUU) has a higher volatility of 54.78% compared to Sandisk Corp (SNDK) at 26.91%. This indicates that MUU's price experiences larger fluctuations and is considered to be riskier than SNDK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MUU | SNDK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 54.78% | 26.91% | +27.87% |
Volatility (6M)Calculated over the trailing 6-month period | 105.07% | 70.59% | +34.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 131.77% | 97.85% | +33.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 133.67% | 97.01% | +36.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 133.67% | 97.01% | +36.66% |
Dividends
MUU vs. SNDK - Dividend Comparison
MUU's dividend yield for the trailing twelve months is around 0.46%, while SNDK has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
MUU Direxion Daily MU Bull 2X Shares | 0.46% | 4.27% | 0.31% |
SNDK Sandisk Corp | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MUU and SNDK have a correlation of 0.65, 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 SNDK (26.91%). In terms of maximum drawdown, MUU dropped -75.07% vs SNDK's -47.50%.
MUU currently has the higher Sharpe Ratio (50.40 vs 48.18), 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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