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NVDD vs. NVDL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NVDD and NVDL is -0.80. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

NVDD vs. NVDL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily NVDA Bear 1X Shares (NVDD) and GraniteShares 2x Long NVDA Daily ETF (NVDL). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

NVDD:

59.59%

NVDL:

55.58%

Max Drawdown

NVDD:

-77.98%

NVDL:

-1.41%

Current Drawdown

NVDD:

-76.78%

NVDL:

-1.41%

Returns By Period


NVDD

YTD

-5.62%

1M

-10.88%

6M

3.37%

1Y

-44.27%

5Y*

N/A

10Y*

N/A

NVDL

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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NVDD vs. NVDL - Expense Ratio Comparison

NVDD has a 1.01% expense ratio, which is lower than NVDL's 1.15% expense ratio.


Risk-Adjusted Performance

NVDD vs. NVDL — Risk-Adjusted Performance Rank

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

NVDD
The Risk-Adjusted Performance Rank of NVDD is 22
Overall Rank
The Sharpe Ratio Rank of NVDD is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of NVDD is 22
Sortino Ratio Rank
The Omega Ratio Rank of NVDD is 22
Omega Ratio Rank
The Calmar Ratio Rank of NVDD is 11
Calmar Ratio Rank
The Martin Ratio Rank of NVDD is 33
Martin Ratio Rank

NVDL
The Risk-Adjusted Performance Rank of NVDL is 3434
Overall Rank
The Sharpe Ratio Rank of NVDL is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of NVDL is 6060
Sortino Ratio Rank
The Omega Ratio Rank of NVDL is 5454
Omega Ratio Rank
The Calmar Ratio Rank of NVDL is 1919
Calmar Ratio Rank
The Martin Ratio Rank of NVDL is 1919
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.

NVDD vs. NVDL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily NVDA Bear 1X Shares (NVDD) and GraniteShares 2x Long NVDA Daily ETF (NVDL). 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.



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Dividends

NVDD vs. NVDL - Dividend Comparison

Neither NVDD nor NVDL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

NVDD vs. NVDL - Drawdown Comparison

The maximum NVDD drawdown since its inception was -77.98%, which is greater than NVDL's maximum drawdown of -1.41%. Use the drawdown chart below to compare losses from any high point for NVDD and NVDL. For additional features, visit the drawdowns tool.


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Volatility

NVDD vs. NVDL - Volatility Comparison


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