MUU vs. ZIJMY

Last updated Jun 5, 2026

MUU (Direxion Daily MU Bull 2X Shares) is Leveraged Equities fund actively managed by Direxion, while ZIJMY (Zijin Mining Group Co Ltd ADR) is a stock. Over the past year, MUU returned 5396.82% vs 84.44% for ZIJMY. At a 0.17 correlation, their price movements are largely independent.

Performance

MUU vs. ZIJMY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily MU Bull 2X Shares (MUU) and Zijin Mining Group Co Ltd ADR (ZIJMY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MUU achieves a 798.37% return, which is significantly higher than ZIJMY's -7.10% return.

MUU

• 1D: -15.35%
• 1M: 121.05%
• YTD: 798.37%
• 6M: 1,279.44%
• 1Y: 5,396.82%
• 3Y*: —
• 5Y*: —
• 10Y*: —

ZIJMY

• 1D: -1.33%
• 1M: -6.58%
• YTD: -7.10%
• 6M: -0.89%
• 1Y: 84.44%
• 3Y*: 46.29%
• 5Y*: 23.77%
• 10Y*: 32.89%

*Multi-year figures are annualized to reflect compound growth (CAGR)

MUU vs. ZIJMY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
MUU Direxion Daily MU Bull 2X Shares	798.37%	599.03%	-43.09%
ZIJMY Zijin Mining Group Co Ltd ADR	-7.10%	151.45%	-17.52%

Correlation

The correlation between MUU and ZIJMY is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.22
Correlation (All Time) Calculated using the full available price history since Oct 11, 2024	0.17

Return for Risk

MUU vs. ZIJMY — Risk / Return Rank

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

MUU

MUU Risk / Return Rank: 99
MUU Sharpe Ratio Rank: 100
MUU Sortino Ratio Rank: 98
MUU Omega Ratio Rank: 97
MUU Calmar Ratio Rank: 100
MUU Martin Ratio Rank: 100

ZIJMY

ZIJMY Risk / Return Rank: 81
ZIJMY Sharpe Ratio Rank: 85
ZIJMY Sortino Ratio Rank: 77
ZIJMY Omega Ratio Rank: 77
ZIJMY Calmar Ratio Rank: 82
ZIJMY Martin Ratio Rank: 81

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. ZIJMY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily MU Bull 2X Shares (MUU) and Zijin Mining Group Co Ltd ADR (ZIJMY). 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	ZIJMY	Difference
Sharpe ratio: Return per unit of total volatility	41.32	1.75	+39.57
Sortino ratio: Return per unit of downside risk	6.77	2.13	+4.64
Omega ratio: Gain probability vs. loss probability	1.86	1.28	+0.58
Calmar ratio: Return relative to maximum drawdown	104.05	2.92	+101.13
Martin ratio: Return relative to average drawdown	352.22	6.91	+345.30
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MUU vs. ZIJMY - Sharpe Ratio Comparison

The current MUU Sharpe Ratio is 41.32, which is higher than the ZIJMY Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of MUU and ZIJMY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	MUU	ZIJMY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	41.32	1.75	+39.57
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.53	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.71	—
Sharpe Ratio (All Time) Calculated using the full available price history	5.91	0.45	+5.46

Drawdowns

MUU vs. ZIJMY - Drawdown Comparison

The maximum MUU drawdown since its inception was -75.07%, which is greater than ZIJMY's maximum drawdown of -61.63%. Use the drawdown chart below to compare losses from any high point for MUU and ZIJMY.

Drawdown Indicators

	MUU	ZIJMY	Difference
Max Drawdown Largest peak-to-trough decline	-75.07%	-61.63%	-13.44%
Max Drawdown (1Y) Largest decline over 1 year	-52.72%	-29.08%	-23.64%
Max Drawdown (3Y) Largest decline over 3 years	—	-29.97%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-43.04%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-49.32%	—
Current Drawdown Current decline from peak	-15.35%	-27.87%	+12.52%
Average Drawdown Average peak-to-trough decline	-23.42%	-23.13%	-0.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.54%	12.26%	+3.28%

Volatility

MUU vs. ZIJMY - Volatility Comparison

Direxion Daily MU Bull 2X Shares (MUU) has a higher volatility of 56.84% compared to Zijin Mining Group Co Ltd ADR (ZIJMY) at 15.77%. This indicates that MUU's price experiences larger fluctuations and is considered to be riskier than ZIJMY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MUU	ZIJMY	Difference
Volatility (1M) Calculated over the trailing 1-month period	56.84%	15.77%	+41.07%
Volatility (6M) Calculated over the trailing 6-month period	106.70%	38.22%	+68.48%
Volatility (1Y) Calculated over the trailing 1-year period	132.77%	48.64%	+84.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	134.14%	44.88%	+89.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	134.14%	46.90%	+87.24%

Dividends

MUU vs. ZIJMY - Dividend Comparison

MUU's dividend yield for the trailing twelve months is around 0.54%, less than ZIJMY's 0.72% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MUU Direxion Daily MU Bull 2X Shares	0.54%	4.27%	0.31%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ZIJMY Zijin Mining Group Co Ltd ADR	0.72%	1.52%	2.02%	2.30%	2.19%	0.89%	0.95%	2.75%	2.85%	4.88%	3.49%	4.90%

Frequently Asked Questions

Can I hold both MUU and ZIJMY in my portfolio?

MUU and ZIJMY have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MUU or ZIJMY?

MUU has higher volatility (56.84%) compared to ZIJMY (15.77%). In terms of maximum drawdown, MUU dropped -75.07% vs ZIJMY's -61.63%.

Which has better risk-adjusted returns?

MUU currently has the higher Sharpe Ratio (41.32 vs 1.75), 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.