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MUU vs. ZIJMY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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MUU vs. ZIJMY - Yearly Performance Comparison


2026 (YTD)20252024
MUU
Direxion Daily MU Bull 2X Shares
41.27%599.03%-43.09%
ZIJMY
Zijin Mining Group Co Ltd ADR
2.30%151.45%-17.52%

Returns By Period

In the year-to-date period, MUU achieves a 41.27% return, which is significantly higher than ZIJMY's 2.30% return.


MUU

1D
17.77%
1M
-25.73%
YTD
41.27%
6M
205.92%
1Y
904.96%
3Y*
5Y*
10Y*

ZIJMY

1D
2.69%
1M
-20.10%
YTD
2.30%
6M
10.57%
1Y
113.00%
3Y*
44.87%
5Y*
32.66%
10Y*
34.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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: 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: 9999
Martin Ratio Rank

ZIJMY
ZIJMY Risk / Return Rank: 8989
Overall Rank
ZIJMY Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
ZIJMY Sortino Ratio Rank: 8686
Sortino Ratio Rank
ZIJMY Omega Ratio Rank: 8686
Omega Ratio Rank
ZIJMY Calmar Ratio Rank: 9090
Calmar Ratio Rank
ZIJMY Martin Ratio Rank: 9393
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.


MUUZIJMYDifference

Sharpe ratio

Return per unit of total volatility

7.00

2.36

+4.64

Sortino ratio

Return per unit of downside risk

3.86

2.58

+1.28

Omega ratio

Gain probability vs. loss probability

1.52

1.35

+0.17

Calmar ratio

Return relative to maximum drawdown

17.99

3.95

+14.04

Martin ratio

Return relative to average drawdown

50.69

13.30

+37.39

MUU vs. ZIJMY - Sharpe Ratio Comparison

The current MUU Sharpe Ratio is 7.00, which is higher than the ZIJMY Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of MUU and ZIJMY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MUUZIJMYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

7.00

2.36

+4.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

1.77

0.47

+1.30

Correlation

The correlation between MUU and ZIJMY is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

MUU vs. ZIJMY - Dividend Comparison

MUU's dividend yield for the trailing twelve months is around 3.42%, more than ZIJMY's 1.49% yield.


TTM20252024202320222021202020192018201720162015
MUU
Direxion Daily MU Bull 2X Shares
3.42%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
1.49%1.52%2.02%2.30%2.19%0.89%0.95%2.75%2.85%4.88%3.49%4.90%

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

-52.72%

-27.84%

-24.88%

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

-38.92%

-20.57%

-18.35%

Average Drawdown

Average peak-to-trough decline

-25.08%

-23.14%

-1.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.71%

8.26%

+10.45%

Volatility

MUU vs. ZIJMY - Volatility Comparison

Direxion Daily MU Bull 2X Shares (MUU) has a higher volatility of 47.51% compared to Zijin Mining Group Co Ltd ADR (ZIJMY) at 14.80%. 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

47.51%

14.80%

+32.71%

Volatility (6M)

Calculated over the trailing 6-month period

99.28%

38.85%

+60.43%

Volatility (1Y)

Calculated over the trailing 1-year period

130.64%

48.22%

+82.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

127.68%

44.30%

+83.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

127.68%

46.53%

+81.15%