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MUU vs. TSMX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MUU vs. TSMX - 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 TSM Bull 2X Shares (TSMX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


MUU

1D
-26.28%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

TSMX

1D
-13.50%
1M
12.92%
YTD
80.35%
6M
88.28%
1Y
240.03%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MUU vs. TSMX - Yearly Performance Comparison


Correlation

The correlation between MUU and TSMX is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 16, 2026

0.90

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Return for Risk

MUU vs. TSMX — Risk / Return Rank

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

MUU

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


TSMX
TSMX Risk / Return Rank: 8585
Overall Rank
TSMX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
TSMX Sortino Ratio Rank: 7575
Sortino Ratio Rank
TSMX Omega Ratio Rank: 6969
Omega Ratio Rank
TSMX Calmar Ratio Rank: 9494
Calmar Ratio Rank
TSMX Martin Ratio Rank: 9292
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. TSMX - 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 TSM Bull 2X Shares (TSMX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MUUTSMXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.39

Calmar ratioReturn relative to maximum drawdown

6.92

Martin ratioReturn relative to average drawdown

22.13

MUU vs. TSMX - Sharpe Ratio Comparison


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Drawdowns

MUU vs. TSMX - Drawdown Comparison

The maximum MUU drawdown since its inception was -26.28%, smaller than the maximum TSMX drawdown of -63.80%. Use the drawdown chart below to compare losses from any high point for MUU and TSMX.


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Drawdown Indicators


MUUTSMXDifference

Max Drawdown

Largest peak-to-trough decline

-26.28%

-63.80%

+37.52%

Max Drawdown (1Y)

Largest decline over 1 year

-34.93%

Current Drawdown

Current decline from peak

-26.28%

-13.50%

-12.78%

Average Drawdown

Average peak-to-trough decline

-10.19%

-15.59%

+5.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.90%

Volatility

MUU vs. TSMX - Volatility Comparison


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Volatility by Period


MUUTSMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

33.01%

Volatility (6M)

Calculated over the trailing 6-month period

60.15%

Volatility (1Y)

Calculated over the trailing 1-year period

295.32%

76.69%

+218.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

295.32%

82.69%

+212.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

295.32%

82.69%

+212.63%

MUU vs. TSMX - Expense Ratio Comparison

MUU has a 1.01% expense ratio, which is lower than TSMX's 1.05% expense ratio.


Dividends

MUU vs. TSMX - Dividend Comparison

MUU has not paid dividends to shareholders, while TSMX's dividend yield for the trailing twelve months is around 4.58%.


PositionTTM20252024
MUU
Direxion Daily MU Bull 2X Shares
0.00%0.00%0.00%
TSMX
Direxion Daily TSM Bull 2X Shares
4.58%8.01%0.53%

Frequently Asked Questions


With a correlation of 0.90, MUU and TSMX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, MUU is cheaper at 1.01% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MUU is cheaper with a 1.01% expense ratio, compared with 1.05% for TSMX.

TSMX has the higher dividend yield at 4.58%, compared with 0.00% for MUU.

Their fees differ too: 1.01% for MUU and 1.05% for TSMX.

Portfolio Optimizer

Find the right allocation for MUU and TSMX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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