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NUGT vs. SPXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NUGT vs. SPXS - 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 S&P 500 Bear 3X Shares (SPXS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NUGT achieves a -16.05% return, which is significantly higher than SPXS's -25.49% return. Over the past 10 years, NUGT has outperformed SPXS with an annualized return of -8.54%, while SPXS has yielded a comparatively lower -42.01% annualized return.


NUGT

1D
-6.64%
1M
-4.13%
YTD
-16.05%
6M
-6.29%
1Y
97.46%
3Y*
60.96%
5Y*
16.32%
10Y*
-8.54%

SPXS

1D
2.19%
1M
-13.11%
YTD
-25.49%
6M
-24.86%
1Y
-48.73%
3Y*
-42.68%
5Y*
-34.76%
10Y*
-42.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NUGT vs. SPXS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NUGT
Direxion Daily Gold Miners Bull 2X Shares
-16.05%425.05%2.89%2.60%-32.10%-26.31%-60.16%100.73%-44.52%3.73%
SPXS
Direxion Daily S&P 500 Bear 3X Shares
-25.49%-41.53%-42.84%-45.97%36.14%-58.11%-70.47%-56.40%3.44%-44.52%

Correlation

The correlation between NUGT and SPXS is -0.34, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.34

Correlation (3Y)
Calculated over the trailing 3-year period

-0.29

Correlation (5Y)
Calculated over the trailing 5-year period

-0.28

Correlation (10Y)
Calculated over the trailing 10-year period

-0.18

Correlation (All Time)
Calculated using the full available price history since Dec 9, 2010

-0.18

The correlation between NUGT and SPXS shifts across timeframes, from -0.34 (1 year) to -0.18 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

NUGT vs. SPXS — Risk / Return Rank

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

NUGT
NUGT Risk / Return Rank: 3232
Overall Rank
NUGT Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
NUGT Sortino Ratio Rank: 3030
Sortino Ratio Rank
NUGT Omega Ratio Rank: 3434
Omega Ratio Rank
NUGT Calmar Ratio Rank: 3737
Calmar Ratio Rank
NUGT Martin Ratio Rank: 2929
Martin Ratio Rank

SPXS
SPXS Risk / Return Rank: 11
Overall Rank
SPXS Sharpe Ratio Rank: 00
Sharpe Ratio Rank
SPXS Sortino Ratio Rank: 00
Sortino Ratio Rank
SPXS Omega Ratio Rank: 00
Omega Ratio Rank
SPXS Calmar Ratio Rank: 11
Calmar Ratio Rank
SPXS Martin Ratio Rank: 11
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.

NUGT vs. SPXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Gold Miners Bull 2X Shares (NUGT) and Direxion Daily S&P 500 Bear 3X Shares (SPXS). 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.


NUGTSPXSDifference
Sharpe ratioReturn per unit of total volatility

+2.47

Sortino ratioReturn per unit of downside risk

+3.98

Omega ratioGain probability vs. loss probability

1.23

0.75

+0.48

Calmar ratioReturn relative to maximum drawdown

1.83

-0.96

+2.79

Martin ratioReturn relative to average drawdown

4.18

-1.62

+5.81

NUGT vs. SPXS - Sharpe Ratio Comparison

The current NUGT Sharpe Ratio is 1.09, which is higher than the SPXS Sharpe Ratio of -1.38. The chart below compares the historical Sharpe Ratios of NUGT and SPXS, 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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Sharpe Ratios by Period


NUGTSPXSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

-1.38

+2.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

-0.69

+0.92

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.10

-0.79

+0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.33

-0.83

+0.50

Drawdowns

NUGT vs. SPXS - Drawdown Comparison

The maximum NUGT drawdown since its inception was -99.97%, roughly equal to the maximum SPXS drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for NUGT and SPXS.


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Drawdown Indicators


NUGTSPXSDifference

Max Drawdown

Largest peak-to-trough decline

-99.97%

-100.00%

+0.03%

Max Drawdown (1Y)

Largest decline over 1 year

-53.58%

-50.77%

-2.81%

Max Drawdown (3Y)

Largest decline over 3 years

-53.58%

-84.13%

+30.55%

Max Drawdown (5Y)

Largest decline over 5 years

-73.72%

-90.11%

+16.39%

Max Drawdown (10Y)

Largest decline over 10 years

-96.91%

-99.63%

+2.72%

Current Drawdown

Current decline from peak

-99.80%

-100.00%

+0.20%

Average Drawdown

Average peak-to-trough decline

-91.52%

-96.30%

+4.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.39%

30.04%

-6.65%

Volatility

NUGT vs. SPXS - Volatility Comparison

Direxion Daily Gold Miners Bull 2X Shares (NUGT) has a higher volatility of 30.32% compared to Direxion Daily S&P 500 Bear 3X Shares (SPXS) at 8.51%. This indicates that NUGT's price experiences larger fluctuations and is considered to be riskier than SPXS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NUGTSPXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

30.32%

8.51%

+21.81%

Volatility (6M)

Calculated over the trailing 6-month period

75.18%

26.82%

+48.36%

Volatility (1Y)

Calculated over the trailing 1-year period

90.01%

35.54%

+54.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

71.96%

50.39%

+21.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

87.90%

53.54%

+34.36%

NUGT vs. SPXS - Expense Ratio Comparison

NUGT has a 1.23% expense ratio, which is higher than SPXS's 1.08% expense ratio.


Dividends

NUGT vs. SPXS - Dividend Comparison

NUGT's dividend yield for the trailing twelve months is around 0.36%, less than SPXS's 4.91% yield.


PositionTTM20252024202320222021202020192018
NUGT
Direxion Daily Gold Miners Bull 2X Shares
0.36%0.22%1.79%1.67%0.70%0.00%0.00%0.63%0.57%
SPXS
Direxion Daily S&P 500 Bear 3X Shares
4.91%4.93%6.18%5.66%0.00%0.00%0.51%1.74%0.58%

Frequently Asked Questions


NUGT and SPXS have a correlation of -0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NUGT has higher volatility (30.32%) compared to SPXS (8.51%). In terms of maximum drawdown, NUGT dropped -99.97% vs SPXS's -100.00%.

On 10-year performance, NUGT leads with -8.54% vs -42.01% for SPXS. On fees, SPXS is cheaper at 1.08% per year. On volatility, SPXS has been the lower-risk option at 8.51%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, NUGT has performed better with a -8.54% return vs -42.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPXS is cheaper with a 1.08% expense ratio, compared with 1.23% for NUGT.

SPXS has the higher dividend yield at 4.91%, compared with 0.36% for NUGT.

NUGT is categorized as Leveraged Equities, while SPXS is Inverse Equities. NUGT tracks NYSE Arca Gold Miners Index (300%), while SPXS tracks S&P 500 Index (-300%). Their fees differ too: 1.23% for NUGT and 1.08% for SPXS.

NUGT currently has the higher Sharpe Ratio (1.09 vs -1.38), 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.

Portfolio Optimizer

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