PortfoliosLab logoPortfoliosLab logo
PTXKY vs. METU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PTXKY vs. METU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in XL Axiata Tbk PT ADR (PTXKY) and Direxion Daily META Bull 2X ETF (METU). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both investments are quite close, with PTXKY having a -36.85% return and METU slightly higher at -36.42%.


PTXKY

1D
0.00%
1M
-15.30%
YTD
-36.85%
6M
-36.57%
1Y
-1.07%
3Y*
8.10%
5Y*
-2.25%
10Y*
-5.79%

METU

1D
-1.32%
1M
-17.64%
YTD
-36.42%
6M
-37.57%
1Y
-49.17%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PTXKY vs. METU - Yearly Performance Comparison


2026 (YTD)20252024
PTXKY
XL Axiata Tbk PT ADR
-36.85%77.85%-3.92%
METU
Direxion Daily META Bull 2X ETF
-36.42%-1.01%28.79%

Correlation

The correlation between PTXKY and METU is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

Correlation (All Time)
Calculated using the full available price history since Jun 5, 2024

0.12

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

PTXKY vs. METU — Risk / Return Rank

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

PTXKY
PTXKY Risk / Return Rank: 4747
Overall Rank
PTXKY Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
PTXKY Sortino Ratio Rank: 5353
Sortino Ratio Rank
PTXKY Omega Ratio Rank: 5454
Omega Ratio Rank
PTXKY Calmar Ratio Rank: 4242
Calmar Ratio Rank
PTXKY Martin Ratio Rank: 4242
Martin Ratio Rank

METU
METU Risk / Return Rank: 33
Overall Rank
METU Sharpe Ratio Rank: 44
Sharpe Ratio Rank
METU Sortino Ratio Rank: 44
Sortino Ratio Rank
METU Omega Ratio Rank: 44
Omega Ratio Rank
METU Calmar Ratio Rank: 22
Calmar Ratio Rank
METU Martin Ratio Rank: 11
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.

PTXKY vs. METU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for XL Axiata Tbk PT ADR (PTXKY) and Direxion Daily META Bull 2X ETF (METU). 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.


PTXKYMETUDifference
Sharpe ratioReturn per unit of total volatility

+0.67

Sortino ratioReturn per unit of downside risk

+1.67

Omega ratioGain probability vs. loss probability

1.12

0.90

+0.22

Calmar ratioReturn relative to maximum drawdown

-0.02

-0.80

+0.78

Martin ratioReturn relative to average drawdown

-0.04

-1.38

+1.35

PTXKY vs. METU - Sharpe Ratio Comparison

The current PTXKY Sharpe Ratio is -0.01, which is higher than the METU Sharpe Ratio of -0.68. The chart below compares the historical Sharpe Ratios of PTXKY and METU, 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...

Drawdowns

PTXKY vs. METU - Drawdown Comparison

The maximum PTXKY drawdown since its inception was -89.53%, which is greater than METU's maximum drawdown of -61.85%. Use the drawdown chart below to compare losses from any high point for PTXKY and METU.


Loading charts...

Drawdown Indicators


PTXKYMETUDifference

Max Drawdown

Largest peak-to-trough decline

-89.53%

-61.85%

-27.68%

Max Drawdown (1Y)

Largest decline over 1 year

-52.34%

-61.52%

+9.18%

Max Drawdown (3Y)

Largest decline over 3 years

-52.34%

Max Drawdown (5Y)

Largest decline over 5 years

-52.34%

Max Drawdown (10Y)

Largest decline over 10 years

-73.06%

Current Drawdown

Current decline from peak

-78.98%

-59.36%

-19.62%

Average Drawdown

Average peak-to-trough decline

-68.42%

-24.32%

-44.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.66%

35.54%

-6.88%

Volatility

PTXKY vs. METU - Volatility Comparison

The current volatility for XL Axiata Tbk PT ADR (PTXKY) is 21.68%, while Direxion Daily META Bull 2X ETF (METU) has a volatility of 25.96%. This indicates that PTXKY experiences smaller price fluctuations and is considered to be less risky than METU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


PTXKYMETUDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.68%

25.96%

-4.28%

Volatility (6M)

Calculated over the trailing 6-month period

62.51%

55.94%

+6.57%

Volatility (1Y)

Calculated over the trailing 1-year period

122.17%

72.28%

+49.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

95.79%

72.77%

+23.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

89.76%

72.77%

+16.99%

Dividends

PTXKY vs. METU - Dividend Comparison

PTXKY's dividend yield for the trailing twelve months is around 6.77%, more than METU's 4.86% yield.


PositionTTM202520242023202220212020
METU
Direxion Daily META Bull 2X ETF
4.86%3.00%1.40%0.00%0.00%0.00%0.00%
PTXKY
XL Axiata Tbk PT ADR
6.77%6.59%2.19%2.16%2.21%0.99%0.51%

Frequently Asked Questions


PTXKY and METU have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

METU has higher volatility (25.96%) compared to PTXKY (21.68%). In terms of maximum drawdown, PTXKY dropped -89.53% vs METU's -61.85%.

PTXKY currently has the higher Sharpe Ratio (-0.01 vs -0.68), 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 PTXKY and METU

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