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MUU vs. ZIJMY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, MUU achieves a 449.17% return, which is significantly higher than ZIJMY's -16.00% return.


MUU

1D
-12.02%
1M
-37.86%
6M
305.92%
YTD
449.17%
1Y
2,599.25%
3Y*
5Y*
10Y*

ZIJMY

1D
-2.06%
1M
-11.30%
6M
-25.99%
YTD
-16.00%
1Y
47.04%
3Y*
35.11%
5Y*
25.15%
10Y*
29.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MUU vs. ZIJMY - Yearly Performance Comparison


2026 (YTD)20252024
MUU
Direxion Daily MU Bull 2X Shares
449.17%599.03%-40.91%
ZIJMY
Zijin Mining Group Co Ltd ADR
-16.00%151.45%-17.52%

Correlation

The correlation between MUU and ZIJMY is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

Correlation (All Time)
Calculated using the full available price history since Oct 10, 2024

0.19

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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: 9898
Overall Rank
MUU Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
MUU Sortino Ratio Rank: 9797
Sortino Ratio Rank
MUU Omega Ratio Rank: 9595
Omega Ratio Rank
MUU Calmar Ratio Rank: 9999
Calmar Ratio Rank
MUU Martin Ratio Rank: 9999
Martin Ratio Rank

ZIJMY
ZIJMY Risk / Return Rank: 6969
Overall Rank
ZIJMY Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
ZIJMY Sortino Ratio Rank: 6868
Sortino Ratio Rank
ZIJMY Omega Ratio Rank: 6767
Omega Ratio Rank
ZIJMY Calmar Ratio Rank: 6969
Calmar Ratio Rank
ZIJMY Martin Ratio Rank: 7070
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. 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.

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.


MUUZIJMYDifference
Sharpe ratioReturn per unit of total volatility

+16.37

Sortino ratioReturn per unit of downside risk

+3.56

Omega ratioGain probability vs. loss probability

1.63

1.18

+0.45

Calmar ratioReturn relative to maximum drawdown

47.69

1.20

+46.49

Martin ratioReturn relative to average drawdown

152.81

2.83

+149.98

MUU vs. ZIJMY - Sharpe Ratio Comparison

The current MUU Sharpe Ratio is 17.30, which is higher than the ZIJMY Sharpe Ratio of 0.93. 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.


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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.


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Drawdown Indicators


MUUZIJMYDifference

Max Drawdown

Largest peak-to-trough decline

-75.07%

-61.63%

-13.44%

Max Drawdown (1Y)

Largest decline over 1 year

-55.25%

-39.53%

-15.72%

Max Drawdown (3Y)

Largest decline over 3 years

-39.53%

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

-55.25%

-34.78%

-20.47%

Average Drawdown

Average peak-to-trough decline

-23.62%

-23.21%

-0.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.31%

16.68%

+0.63%

Volatility

MUU vs. ZIJMY - Volatility Comparison

Direxion Daily MU Bull 2X Shares (MUU) has a higher volatility of 62.52% compared to Zijin Mining Group Co Ltd ADR (ZIJMY) at 15.01%. 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.


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Volatility by Period


MUUZIJMYDifference

Volatility (1M)

Calculated over the trailing 1-month period

62.52%

15.01%

+47.51%

Volatility (6M)

Calculated over the trailing 6-month period

125.23%

38.33%

+86.90%

Volatility (1Y)

Calculated over the trailing 1-year period

152.52%

50.87%

+101.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

142.32%

44.66%

+97.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

142.32%

47.07%

+95.25%

Dividends

MUU vs. ZIJMY - Dividend Comparison

MUU's dividend yield for the trailing twelve months is around 1.24%, less than ZIJMY's 2.29% yield.


PositionTTM20252024202320222021202020192018201720162015
MUU
Direxion Daily MU Bull 2X Shares
1.24%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
2.29%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


MUU and ZIJMY have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MUU has higher volatility (62.52%) compared to ZIJMY (15.01%). In terms of maximum drawdown, MUU dropped -75.07% vs ZIJMY's -61.63%.

MUU currently has the higher Sharpe Ratio (17.30 vs 0.93), 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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Find the right allocation for MUU and ZIJMY

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