NVTS vs. MUU
NVTS (Navitas Semiconductor Corporation) is a stock, while MUU (Direxion Daily MU Bull 2X Shares) is Leveraged Equities fund actively managed by Direxion. Over the past year, NVTS returned 352.36% vs 5396.82% for MUU. At a 0.39 correlation, their price movements are largely independent.
Performance
NVTS vs. MUU - Performance Comparison
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Returns By Period
In the year-to-date period, NVTS achieves a 329.55% return, which is significantly lower than MUU's 798.37% return.
NVTS
- 1D
- -0.55%
- 1M
- 74.76%
- YTD
- 329.55%
- 6M
- 224.55%
- 1Y
- 352.36%
- 3Y*
- 50.37%
- 5Y*
- 25.30%
- 10Y*
- —
MUU
- 1D
- -15.35%
- 1M
- 121.05%
- YTD
- 798.37%
- 6M
- 1,279.44%
- 1Y
- 5,396.82%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NVTS vs. MUU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
NVTS Navitas Semiconductor Corporation | 329.55% | 100.00% | 48.13% |
MUU Direxion Daily MU Bull 2X Shares | 798.37% | 599.03% | -43.09% |
Correlation
The correlation between NVTS and MUU is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Oct 11, 2024 | 0.39 |
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Return for Risk
NVTS vs. MUU — Risk / Return Rank
NVTS
MUU
NVTS vs. MUU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Navitas Semiconductor Corporation (NVTS) and Direxion Daily MU Bull 2X Shares (MUU). 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.
| NVTS | MUU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -38.47 | ||
| Sortino ratioReturn per unit of downside risk | -3.42 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.86 | -0.48 |
| Calmar ratioReturn relative to maximum drawdown | 6.10 | 104.05 | -97.95 |
| Martin ratioReturn relative to average drawdown | 10.03 | 352.22 | -342.19 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NVTS | MUU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.84 | 41.32 | -38.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 5.91 | -5.72 |
Drawdowns
NVTS vs. MUU - Drawdown Comparison
The maximum NVTS drawdown since its inception was -92.04%, which is greater than MUU's maximum drawdown of -75.07%. Use the drawdown chart below to compare losses from any high point for NVTS and MUU.
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Drawdown Indicators
| NVTS | MUU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.04% | -75.07% | -16.97% |
Max Drawdown (1Y)Largest decline over 1 year | -58.25% | -52.72% | -5.53% |
Max Drawdown (3Y)Largest decline over 3 years | -85.18% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -92.04% | — | — |
Current DrawdownCurrent decline from peak | -3.52% | -15.35% | +11.83% |
Average DrawdownAverage peak-to-trough decline | -58.27% | -23.42% | -34.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.35% | 15.54% | +19.81% |
Volatility
NVTS vs. MUU - Volatility Comparison
The current volatility for Navitas Semiconductor Corporation (NVTS) is 49.04%, while Direxion Daily MU Bull 2X Shares (MUU) has a volatility of 56.84%. This indicates that NVTS experiences smaller price fluctuations and is considered to be less risky than MUU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NVTS | MUU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 49.04% | 56.84% | -7.80% |
Volatility (6M)Calculated over the trailing 6-month period | 89.82% | 106.70% | -16.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 125.71% | 132.77% | -7.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 121.37% | 134.14% | -12.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 117.36% | 134.14% | -16.78% |
Dividends
NVTS vs. MUU - Dividend Comparison
NVTS has not paid dividends to shareholders, while MUU's dividend yield for the trailing twelve months is around 0.54%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
MUU Direxion Daily MU Bull 2X Shares | 0.54% | 4.27% | 0.31% |
NVTS Navitas Semiconductor Corporation | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
NVTS and MUU 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.
MUU has higher volatility (56.84%) compared to NVTS (49.04%). In terms of maximum drawdown, NVTS dropped -92.04% vs MUU's -75.07%.
MUU currently has the higher Sharpe Ratio (41.32 vs 2.84), 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.
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