PortfoliosLab logoPortfoliosLab logo
OOQB vs. GUSH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OOQB vs. GUSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Volatility Shares One+One Nasdaq-100® and Bitcoin ETF (OOQB) and Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares (GUSH). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, OOQB achieves a -18.43% return, which is significantly lower than GUSH's 73.56% return.


OOQB

1D
0.00%
1M
0.00%
YTD
-18.43%
6M
-24.99%
1Y
-27.35%
3Y*
5Y*
10Y*

GUSH

1D
2.27%
1M
-12.07%
YTD
73.56%
6M
49.07%
1Y
75.56%
3Y*
13.02%
5Y*
11.54%
10Y*
-36.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OOQB vs. GUSH - Yearly Performance Comparison


Correlation

The correlation between OOQB and GUSH is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.08

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2025

0.22

The correlation between OOQB and GUSH shifts across timeframes, from 0.08 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

OOQB vs. GUSH — Risk / Return Rank

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

OOQB
OOQB Risk / Return Rank: 44
Overall Rank
OOQB Sharpe Ratio Rank: 44
Sharpe Ratio Rank
OOQB Sortino Ratio Rank: 55
Sortino Ratio Rank
OOQB Omega Ratio Rank: 44
Omega Ratio Rank
OOQB Calmar Ratio Rank: 44
Calmar Ratio Rank
OOQB Martin Ratio Rank: 55
Martin Ratio Rank

GUSH
GUSH Risk / Return Rank: 3939
Overall Rank
GUSH Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
GUSH Sortino Ratio Rank: 3434
Sortino Ratio Rank
GUSH Omega Ratio Rank: 3434
Omega Ratio Rank
GUSH Calmar Ratio Rank: 5252
Calmar Ratio Rank
GUSH Martin Ratio Rank: 3838
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.

OOQB vs. GUSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Volatility Shares One+One Nasdaq-100® and Bitcoin ETF (OOQB) and Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares (GUSH). 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.


OOQBGUSHDifference
Sharpe ratioReturn per unit of total volatility

-1.90

Sortino ratioReturn per unit of downside risk

-2.34

Omega ratioGain probability vs. loss probability

0.94

1.23

-0.29

Calmar ratioReturn relative to maximum drawdown

-0.51

2.62

-3.14

Martin ratioReturn relative to average drawdown

-0.91

6.06

-6.97

OOQB vs. GUSH - Sharpe Ratio Comparison

The current OOQB Sharpe Ratio is -0.53, which is lower than the GUSH Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of OOQB and GUSH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


OOQBGUSHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.53

1.37

-1.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.41

-0.44

+0.03

Drawdowns

OOQB vs. GUSH - Drawdown Comparison

The maximum OOQB drawdown since its inception was -53.44%, smaller than the maximum GUSH drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for OOQB and GUSH.


Loading charts...

Drawdown Indicators


OOQBGUSHDifference

Max Drawdown

Largest peak-to-trough decline

-53.44%

-99.98%

+46.54%

Max Drawdown (1Y)

Largest decline over 1 year

-53.44%

-28.94%

-24.50%

Max Drawdown (3Y)

Largest decline over 3 years

-63.59%

Max Drawdown (5Y)

Largest decline over 5 years

-73.64%

Max Drawdown (10Y)

Largest decline over 10 years

-99.94%

Current Drawdown

Current decline from peak

-43.69%

-99.79%

+56.10%

Average Drawdown

Average peak-to-trough decline

-23.26%

-92.92%

+69.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.11%

12.52%

+17.59%

Volatility

OOQB vs. GUSH - Volatility Comparison

The current volatility for Volatility Shares One+One Nasdaq-100® and Bitcoin ETF (OOQB) is 0.00%, while Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares (GUSH) has a volatility of 20.17%. This indicates that OOQB experiences smaller price fluctuations and is considered to be less risky than GUSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


OOQBGUSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

20.17%

-20.17%

Volatility (6M)

Calculated over the trailing 6-month period

39.39%

43.47%

-4.08%

Volatility (1Y)

Calculated over the trailing 1-year period

51.57%

55.62%

-4.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.12%

68.21%

-10.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

58.12%

93.72%

-35.60%

OOQB vs. GUSH - Expense Ratio Comparison

OOQB has a 0.75% expense ratio, which is lower than GUSH's 1.17% expense ratio.


Dividends

OOQB vs. GUSH - Dividend Comparison

OOQB's dividend yield for the trailing twelve months is around 11.62%, more than GUSH's 1.44% yield.


PositionTTM2025202420232022202120202019201820172016
GUSH
Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares
1.44%2.60%2.96%3.00%0.47%0.00%0.20%1.68%0.17%0.00%3.26%
OOQB
Volatility Shares One+One Nasdaq-100® and Bitcoin ETF
11.62%9.53%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


OOQB and GUSH have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GUSH has higher volatility (20.17%) compared to OOQB (0.00%). In terms of maximum drawdown, OOQB dropped -53.44% vs GUSH's -99.98%.

On 1-year performance, GUSH leads with 75.56% vs -27.35% for OOQB. On fees, OOQB is cheaper at 0.75% per year. On volatility, OOQB has been the lower-risk option at 0.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, GUSH has performed better with a 75.56% return vs -27.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

OOQB is cheaper with a 0.75% expense ratio, compared with 1.17% for GUSH.

OOQB has the higher dividend yield at 11.62%, compared with 1.44% for GUSH.

OOQB is categorized as Nasdaq-100, while GUSH is Leveraged Equities. They also come from different issuers: Volatility Shares and Direxion. Their fees differ too: 0.75% for OOQB and 1.17% for GUSH.

GUSH currently has the higher Sharpe Ratio (1.37 vs -0.53), 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

Find the right allocation for OOQB and GUSH

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer