PortfoliosLab logoPortfoliosLab logo
MVV vs. ERX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MVV vs. ERX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Midcap 400 (MVV) and Direxion Daily Energy Bull 2X Shares (ERX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

MVV vs. ERX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MVV
ProShares Ultra Midcap 400
4.75%3.48%17.75%22.51%-31.96%48.57%6.20%49.50%-25.44%30.81%
ERX
Direxion Daily Energy Bull 2X Shares
71.72%2.79%1.09%-12.26%130.58%111.91%-91.60%17.13%-55.94%-11.60%

Returns By Period

In the year-to-date period, MVV achieves a 4.75% return, which is significantly lower than ERX's 71.72% return. Over the past 10 years, MVV has outperformed ERX with an annualized return of 12.30%, while ERX has yielded a comparatively lower -6.32% annualized return.


MVV

1D
1.73%
1M
-11.15%
YTD
4.75%
6M
5.31%
1Y
24.57%
3Y*
14.18%
5Y*
3.91%
10Y*
12.30%

ERX

1D
-7.39%
1M
7.35%
YTD
71.72%
6M
71.12%
1Y
48.19%
3Y*
21.00%
5Y*
34.47%
10Y*
-6.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MVV vs. ERX - Expense Ratio Comparison

MVV has a 0.95% expense ratio, which is lower than ERX's 1.09% expense ratio.


Return for Risk

MVV vs. ERX — Risk / Return Rank

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

MVV
MVV Risk / Return Rank: 3535
Overall Rank
MVV Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
MVV Sortino Ratio Rank: 3636
Sortino Ratio Rank
MVV Omega Ratio Rank: 3535
Omega Ratio Rank
MVV Calmar Ratio Rank: 3636
Calmar Ratio Rank
MVV Martin Ratio Rank: 3838
Martin Ratio Rank

ERX
ERX Risk / Return Rank: 4848
Overall Rank
ERX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
ERX Sortino Ratio Rank: 5151
Sortino Ratio Rank
ERX Omega Ratio Rank: 5353
Omega Ratio Rank
ERX Calmar Ratio Rank: 5252
Calmar Ratio Rank
ERX Martin Ratio Rank: 3232
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.

MVV vs. ERX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Midcap 400 (MVV) and Direxion Daily Energy Bull 2X Shares (ERX). 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.


MVVERXDifference

Sharpe ratio

Return per unit of total volatility

0.57

0.97

-0.40

Sortino ratio

Return per unit of downside risk

1.09

1.42

-0.32

Omega ratio

Gain probability vs. loss probability

1.15

1.21

-0.06

Calmar ratio

Return relative to maximum drawdown

0.97

1.41

-0.44

Martin ratio

Return relative to average drawdown

3.72

2.87

+0.85

MVV vs. ERX - Sharpe Ratio Comparison

The current MVV Sharpe Ratio is 0.57, which is lower than the ERX Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of MVV and ERX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


MVVERXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

0.97

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.66

-0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

-0.09

+0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

-0.09

+0.32

Correlation

The correlation between MVV and ERX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

MVV vs. ERX - Dividend Comparison

MVV's dividend yield for the trailing twelve months is around 0.81%, less than ERX's 1.56% yield.


TTM20252024202320222021202020192018201720162015
MVV
ProShares Ultra Midcap 400
0.81%0.77%0.39%0.77%0.93%0.16%0.29%0.62%0.62%0.21%0.43%0.17%
ERX
Direxion Daily Energy Bull 2X Shares
1.56%2.54%2.94%3.17%2.23%2.16%2.35%1.56%3.10%0.85%0.00%0.00%

Drawdowns

MVV vs. ERX - Drawdown Comparison

The maximum MVV drawdown since its inception was -85.54%, smaller than the maximum ERX drawdown of -99.54%. Use the drawdown chart below to compare losses from any high point for MVV and ERX.


Loading graphics...

Drawdown Indicators


MVVERXDifference

Max Drawdown

Largest peak-to-trough decline

-85.54%

-99.54%

+14.00%

Max Drawdown (1Y)

Largest decline over 1 year

-26.85%

-35.17%

+8.32%

Max Drawdown (5Y)

Largest decline over 5 years

-45.53%

-46.90%

+1.37%

Max Drawdown (10Y)

Largest decline over 10 years

-69.19%

-98.59%

+29.40%

Current Drawdown

Current decline from peak

-11.34%

-91.33%

+79.99%

Average Drawdown

Average peak-to-trough decline

-20.70%

-66.78%

+46.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.97%

17.26%

-10.29%

Volatility

MVV vs. ERX - Volatility Comparison

ProShares Ultra Midcap 400 (MVV) and Direxion Daily Energy Bull 2X Shares (ERX) have volatilities of 12.99% and 13.01%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


MVVERXDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.99%

13.01%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

24.02%

29.14%

-5.12%

Volatility (1Y)

Calculated over the trailing 1-year period

43.30%

50.15%

-6.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.66%

52.18%

-12.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.32%

69.25%

-26.93%