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ORCX vs. GEMG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ORCX vs. GEMG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance Daily Target 2X Long ORCL ETF (ORCX) and Leverage Shares 2X Long GEMI Daily ETF (GEMG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ORCX achieves a -42.52% return, which is significantly higher than GEMG's -89.02% return.


ORCX

1D
-11.52%
1M
-30.81%
YTD
-42.52%
6M
-42.95%
1Y
-60.79%
3Y*
5Y*
10Y*

GEMG

1D
-6.14%
1M
-33.52%
YTD
-89.02%
6M
-91.24%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ORCX vs. GEMG - Yearly Performance Comparison


Correlation

The correlation between ORCX and GEMG is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 5, 2025

0.44

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Return for Risk

ORCX vs. GEMG — Risk / Return Rank

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

ORCX
ORCX Risk / Return Rank: 55
Overall Rank
ORCX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
ORCX Sortino Ratio Rank: 66
Sortino Ratio Rank
ORCX Omega Ratio Rank: 66
Omega Ratio Rank
ORCX Calmar Ratio Rank: 33
Calmar Ratio Rank
ORCX Martin Ratio Rank: 44
Martin Ratio Rank

GEMG

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

ORCX vs. GEMG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Daily Target 2X Long ORCL ETF (ORCX) and Leverage Shares 2X Long GEMI Daily ETF (GEMG). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ORCXGEMGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.97

Calmar ratioReturn relative to maximum drawdown

-0.71

Martin ratioReturn relative to average drawdown

-1.01

ORCX vs. GEMG - Sharpe Ratio Comparison


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Drawdowns

ORCX vs. GEMG - Drawdown Comparison

The maximum ORCX drawdown since its inception was -85.98%, smaller than the maximum GEMG drawdown of -97.26%. Use the drawdown chart below to compare losses from any high point for ORCX and GEMG.


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Drawdown Indicators


ORCXGEMGDifference

Max Drawdown

Largest peak-to-trough decline

-85.98%

-97.26%

+11.28%

Max Drawdown (1Y)

Largest decline over 1 year

-85.98%

Current Drawdown

Current decline from peak

-82.28%

-97.10%

+14.82%

Average Drawdown

Average peak-to-trough decline

-45.42%

-81.17%

+35.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

59.96%

Volatility

ORCX vs. GEMG - Volatility Comparison


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Volatility by Period


ORCXGEMGDifference

Volatility (1M)

Calculated over the trailing 1-month period

49.57%

Volatility (6M)

Calculated over the trailing 6-month period

84.44%

Volatility (1Y)

Calculated over the trailing 1-year period

129.20%

219.33%

-90.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

122.13%

219.33%

-97.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

122.13%

219.33%

-97.20%

ORCX vs. GEMG - Expense Ratio Comparison

ORCX has a 1.29% expense ratio, which is higher than GEMG's 0.75% expense ratio.


Dividends

ORCX vs. GEMG - Dividend Comparison

Neither ORCX nor GEMG has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ORCX and GEMG have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GEMG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GEMG is cheaper with a 0.75% expense ratio, compared with 1.29% for ORCX.

ORCX and GEMG have nearly identical dividend yields, around 0.00%.

They also come from different issuers: Defiance and Leverage Shares. Their fees differ too: 1.29% for ORCX and 0.75% for GEMG.

Portfolio Optimizer

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