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PYPU vs. INTW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PYPU vs. INTW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily PYPL Bull 2X Shares (PYPU) and GraniteShares 2x Long INTC Daily ETF (INTW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


PYPU

1D
0.03%
1M
-3.07%
YTD
6M
1Y
3Y*
5Y*
10Y*

INTW

1D
6.18%
1M
21.54%
YTD
740.79%
6M
749.65%
1Y
1,683.68%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PYPU vs. INTW - Yearly Performance Comparison


Correlation

The correlation between PYPU and INTW is -0.01, 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 (All Time)
Calculated using the full available price history since Mar 25, 2026

-0.01

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Return for Risk

PYPU vs. INTW — Risk / Return Rank

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

PYPU

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


INTW
INTW Risk / Return Rank: 9898
Overall Rank
INTW Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
INTW Sortino Ratio Rank: 9696
Sortino Ratio Rank
INTW Omega Ratio Rank: 9595
Omega Ratio Rank
INTW Calmar Ratio Rank: 9999
Calmar Ratio Rank
INTW Martin Ratio Rank: 9999
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.

PYPU vs. INTW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily PYPL Bull 2X Shares (PYPU) and GraniteShares 2x Long INTC Daily ETF (INTW). 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.


PYPUINTWDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.62

Calmar ratioReturn relative to maximum drawdown

34.54

Martin ratioReturn relative to average drawdown

78.10

PYPU vs. INTW - Sharpe Ratio Comparison


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Drawdowns

PYPU vs. INTW - Drawdown Comparison

The maximum PYPU drawdown since its inception was -38.65%, smaller than the maximum INTW drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for PYPU and INTW.


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Drawdown Indicators


PYPUINTWDifference

Max Drawdown

Largest peak-to-trough decline

-38.65%

-60.58%

+21.93%

Max Drawdown (1Y)

Largest decline over 1 year

-49.34%

Current Drawdown

Current decline from peak

-28.71%

-13.46%

-15.25%

Average Drawdown

Average peak-to-trough decline

-18.11%

-29.48%

+11.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.78%

Volatility

PYPU vs. INTW - Volatility Comparison


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Volatility by Period


PYPUINTWDifference

Volatility (1M)

Calculated over the trailing 1-month period

56.44%

Volatility (6M)

Calculated over the trailing 6-month period

119.48%

Volatility (1Y)

Calculated over the trailing 1-year period

63.57%

150.33%

-86.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

63.57%

148.29%

-84.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

63.57%

148.29%

-84.72%

Dividends

PYPU vs. INTW - Dividend Comparison

PYPU's dividend yield for the trailing twelve months is around 0.71%, while INTW has not paid dividends to shareholders.


Frequently Asked Questions


PYPU and INTW have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PYPU has the higher dividend yield at 0.71%, compared with 0.00% for INTW.

They also come from different issuers: Direxion and GraniteShares.

Portfolio Optimizer

Find the right allocation for PYPU and INTW

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

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