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AAPU vs. NVDU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AAPU and NVDU is 0.27, 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.


-0.50.00.51.00.3

Performance

AAPU vs. NVDU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily AAPL Bull 2X Shares (AAPU) and Direxion Daily NVDA Bull 2X Shares ETF (NVDU). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
41.25%
-7.73%
AAPU
NVDU

Key characteristics

Sharpe Ratio

AAPU:

1.42

NVDU:

3.16

Sortino Ratio

AAPU:

2.07

NVDU:

3.04

Omega Ratio

AAPU:

1.26

NVDU:

1.39

Calmar Ratio

AAPU:

2.14

NVDU:

6.12

Martin Ratio

AAPU:

5.41

NVDU:

16.17

Ulcer Index

AAPU:

11.30%

NVDU:

19.33%

Daily Std Dev

AAPU:

43.00%

NVDU:

98.90%

Max Drawdown

AAPU:

-41.79%

NVDU:

-51.13%

Current Drawdown

AAPU:

0.00%

NVDU:

-20.40%

Returns By Period

In the year-to-date period, AAPU achieves a 64.32% return, which is significantly lower than NVDU's 296.16% return.


AAPU

YTD

64.32%

1M

22.55%

6M

41.25%

1Y

61.49%

5Y*

N/A

10Y*

N/A

NVDU

YTD

296.16%

1M

-16.32%

6M

-7.73%

1Y

301.78%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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


AAPU vs. NVDU - Expense Ratio Comparison

Both AAPU and NVDU have an expense ratio of 1.04%.


AAPU
Direxion Daily AAPL Bull 2X Shares
Expense ratio chart for AAPU: current value at 1.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.04%
Expense ratio chart for NVDU: current value at 1.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.04%

Risk-Adjusted Performance

AAPU vs. NVDU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily AAPL Bull 2X Shares (AAPU) and Direxion Daily NVDA Bull 2X Shares ETF (NVDU). 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.


Sharpe ratio
The chart of Sharpe ratio for AAPU, currently valued at 1.42, compared to the broader market0.002.004.001.423.16
The chart of Sortino ratio for AAPU, currently valued at 2.07, compared to the broader market-2.000.002.004.006.008.0010.002.073.04
The chart of Omega ratio for AAPU, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.001.261.39
The chart of Calmar ratio for AAPU, currently valued at 2.22, compared to the broader market0.005.0010.0015.002.226.12
The chart of Martin ratio for AAPU, currently valued at 5.41, compared to the broader market0.0020.0040.0060.0080.00100.005.4116.17
AAPU
NVDU

The current AAPU Sharpe Ratio is 1.42, which is lower than the NVDU Sharpe Ratio of 3.16. The chart below compares the historical Sharpe Ratios of AAPU and NVDU, 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 Ratio1.002.003.004.005.00Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15
1.42
3.16
AAPU
NVDU

Dividends

AAPU vs. NVDU - Dividend Comparison

AAPU's dividend yield for the trailing twelve months is around 13.21%, less than NVDU's 15.77% yield.


TTM20232022
AAPU
Direxion Daily AAPL Bull 2X Shares
13.21%2.32%0.79%
NVDU
Direxion Daily NVDA Bull 2X Shares ETF
15.77%0.64%0.00%

Drawdowns

AAPU vs. NVDU - Drawdown Comparison

The maximum AAPU drawdown since its inception was -41.79%, smaller than the maximum NVDU drawdown of -51.13%. Use the drawdown chart below to compare losses from any high point for AAPU and NVDU. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember0
-20.40%
AAPU
NVDU

Volatility

AAPU vs. NVDU - Volatility Comparison

The current volatility for Direxion Daily AAPL Bull 2X Shares (AAPU) is 8.13%, while Direxion Daily NVDA Bull 2X Shares ETF (NVDU) has a volatility of 20.54%. This indicates that AAPU experiences smaller price fluctuations and is considered to be less risky than NVDU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
8.13%
20.54%
AAPU
NVDU
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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