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NUGT vs. JNUG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NUGT and JNUG is 0.16, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

NUGT vs. JNUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Gold Miners Bull 2X Shares (NUGT) and Direxion Daily Junior Gold Miners Index Bull 2x Shares (JNUG). The values are adjusted to include any dividend payments, if applicable.

-100.00%-99.00%-98.00%-97.00%-96.00%NovemberDecember2025FebruaryMarchApril
-96.05%
-99.81%
NUGT
JNUG

Key characteristics

Sharpe Ratio

NUGT:

1.30

JNUG:

1.16

Sortino Ratio

NUGT:

1.86

JNUG:

1.80

Omega Ratio

NUGT:

1.24

JNUG:

1.23

Calmar Ratio

NUGT:

0.86

JNUG:

0.87

Martin Ratio

NUGT:

4.63

JNUG:

4.60

Ulcer Index

NUGT:

18.51%

JNUG:

18.80%

Daily Std Dev

NUGT:

65.99%

JNUG:

74.75%

Max Drawdown

NUGT:

-99.97%

JNUG:

-99.95%

Current Drawdown

NUGT:

-99.91%

JNUG:

-99.82%

Returns By Period

In the year-to-date period, NUGT achieves a 93.84% return, which is significantly higher than JNUG's 88.16% return. Over the past 10 years, NUGT has outperformed JNUG with an annualized return of -17.93%, while JNUG has yielded a comparatively lower -29.54% annualized return.


NUGT

YTD

93.84%

1M

15.93%

6M

27.93%

1Y

72.74%

5Y*

0.54%

10Y*

-17.93%

JNUG

YTD

88.16%

1M

15.89%

6M

25.33%

1Y

79.67%

5Y*

-2.66%

10Y*

-29.54%

*Annualized

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NUGT vs. JNUG - Expense Ratio Comparison

NUGT has a 1.23% expense ratio, which is higher than JNUG's 1.17% expense ratio.


Expense ratio chart for NUGT: current value is 1.23%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
NUGT: 1.23%
Expense ratio chart for JNUG: current value is 1.17%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JNUG: 1.17%

Risk-Adjusted Performance

NUGT vs. JNUG — Risk-Adjusted Performance Rank

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

NUGT
The Risk-Adjusted Performance Rank of NUGT is 8484
Overall Rank
The Sharpe Ratio Rank of NUGT is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of NUGT is 8686
Sortino Ratio Rank
The Omega Ratio Rank of NUGT is 8585
Omega Ratio Rank
The Calmar Ratio Rank of NUGT is 7979
Calmar Ratio Rank
The Martin Ratio Rank of NUGT is 8383
Martin Ratio Rank

JNUG
The Risk-Adjusted Performance Rank of JNUG is 8383
Overall Rank
The Sharpe Ratio Rank of JNUG is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of JNUG is 8585
Sortino Ratio Rank
The Omega Ratio Rank of JNUG is 8383
Omega Ratio Rank
The Calmar Ratio Rank of JNUG is 7979
Calmar Ratio Rank
The Martin Ratio Rank of JNUG is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NUGT vs. JNUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Gold Miners Bull 2X Shares (NUGT) and Direxion Daily Junior Gold Miners Index Bull 2x Shares (JNUG). 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.


The chart of Sharpe ratio for NUGT, currently valued at 1.30, compared to the broader market-1.000.001.002.003.004.00
NUGT: 1.30
JNUG: 1.16
The chart of Sortino ratio for NUGT, currently valued at 1.86, compared to the broader market-2.000.002.004.006.008.00
NUGT: 1.86
JNUG: 1.80
The chart of Omega ratio for NUGT, currently valued at 1.24, compared to the broader market0.501.001.502.002.50
NUGT: 1.24
JNUG: 1.23
The chart of Calmar ratio for NUGT, currently valued at 0.87, compared to the broader market0.002.004.006.008.0010.0012.00
NUGT: 0.87
JNUG: 0.87
The chart of Martin ratio for NUGT, currently valued at 4.63, compared to the broader market0.0020.0040.0060.00
NUGT: 4.63
JNUG: 4.60

The current NUGT Sharpe Ratio is 1.30, which is comparable to the JNUG Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of NUGT and JNUG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.30
1.16
NUGT
JNUG

Dividends

NUGT vs. JNUG - Dividend Comparison

NUGT's dividend yield for the trailing twelve months is around 0.85%, less than JNUG's 1.78% yield.


TTM20242023202220212020201920182017201620152014
NUGT
Direxion Daily Gold Miners Bull 2X Shares
0.85%1.79%1.67%0.70%0.00%0.00%0.63%0.57%0.00%0.00%0.00%0.00%
JNUG
Direxion Daily Junior Gold Miners Index Bull 2x Shares
1.78%2.01%1.62%0.00%0.52%0.10%0.49%0.05%0.52%0.00%0.00%4.64%

Drawdowns

NUGT vs. JNUG - Drawdown Comparison

The maximum NUGT drawdown since its inception was -99.97%, roughly equal to the maximum JNUG drawdown of -99.95%. Use the drawdown chart below to compare losses from any high point for NUGT and JNUG. For additional features, visit the drawdowns tool.


-100.00%-99.00%-98.00%-97.00%-96.00%NovemberDecember2025FebruaryMarchApril
-96.88%
-99.82%
NUGT
JNUG

Volatility

NUGT vs. JNUG - Volatility Comparison

The current volatility for Direxion Daily Gold Miners Bull 2X Shares (NUGT) is 31.78%, while Direxion Daily Junior Gold Miners Index Bull 2x Shares (JNUG) has a volatility of 34.94%. This indicates that NUGT experiences smaller price fluctuations and is considered to be less risky than JNUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


15.00%20.00%25.00%30.00%35.00%NovemberDecember2025FebruaryMarchApril
31.78%
34.94%
NUGT
JNUG