SHAZ vs. MUU

Last updated Jul 18, 2026

SHAZ (SharonAI Holdings Inc) is a stock, while MUU (Direxion Daily MU Bull 2X Shares) is Leveraged Equities fund tracking the Micron Technology, Inc. (200% Daily). Over the past year, SHAZ returned 42326.67% vs 2679.93% for MUU. At a 0.14 correlation, their price movements are largely independent.

Performance

SHAZ vs. MUU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SharonAI Holdings Inc (SHAZ) and Direxion Daily MU Bull 2X Shares (MUU). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SHAZ achieves a 3,340.00% return, which is significantly higher than MUU's 443.78% return.

SHAZ

• 1D: -2.99%
• 1M: -31.35%
• 6M: 3,340.00%
• YTD: 3,340.00%
• 1Y: 42,326.67%
• 3Y*: 81.75%
• 5Y*: —
• 10Y*: —

MUU

• 1D: -0.98%
• 1M: -49.48%
• 6M: 248.19%
• YTD: 443.78%
• 1Y: 2,679.93%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SHAZ vs. MUU - Yearly Performance Comparison

	2026 (YTD)	2025	2024
SHAZ SharonAI Holdings Inc	3,340.00%	6,066.67%	-90.29%
MUU Direxion Daily MU Bull 2X Shares	443.78%	599.03%	-40.91%

Correlation

The correlation between SHAZ and MUU is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.18
Correlation (All Time) Calculated using the full available price history since Oct 10, 2024	0.14

Return for Risk

SHAZ vs. MUU — Risk / Return Rank

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

SHAZ

SHAZ Risk / Return Rank: 100
SHAZ Sharpe Ratio Rank: 100
SHAZ Sortino Ratio Rank: 100
SHAZ Omega Ratio Rank: 100
SHAZ Calmar Ratio Rank: 100
SHAZ Martin Ratio Rank: 100

MUU

MUU Risk / Return Rank: 98
MUU Sharpe Ratio Rank: 100
MUU Sortino Ratio Rank: 97
MUU Omega Ratio Rank: 96
MUU Calmar Ratio Rank: 99
MUU Martin Ratio Rank: 99

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.

SHAZ vs. MUU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SharonAI Holdings Inc (SHAZ) 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.

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.

	SHAZ	MUU	Difference
Sharpe ratio: Return per unit of total volatility	40.01	18.17	+21.83
Sortino ratio: Return per unit of downside risk	35.45	5.06	+30.39
Omega ratio: Gain probability vs. loss probability	7.39	1.64	+5.76
Calmar ratio: Return relative to maximum drawdown	1,551.20	49.66	+1,501.54
Martin ratio: Return relative to average drawdown	3,717.09	157.16	+3,559.93

SHAZ vs. MUU - Sharpe Ratio Comparison

The current SHAZ Sharpe Ratio is 40.01, which is higher than the MUU Sharpe Ratio of 18.17. The chart below compares the historical Sharpe Ratios of SHAZ and MUU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SHAZ vs. MUU - Drawdown Comparison

The maximum SHAZ drawdown since its inception was -99.78%, which is greater than MUU's maximum drawdown of -75.07%. Use the drawdown chart below to compare losses from any high point for SHAZ and MUU.

Drawdown Indicators

	SHAZ	MUU	Difference
Max Drawdown Largest peak-to-trough decline	-99.78%	-75.07%	-24.71%
Max Drawdown (1Y) Largest decline over 1 year	-44.73%	-55.69%	+10.96%
Max Drawdown (3Y) Largest decline over 3 years	-99.78%	—	—
Current Drawdown Current decline from peak	-31.35%	-55.69%	+24.34%
Average Drawdown Average peak-to-trough decline	-35.38%	-23.69%	-11.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.95%	17.56%	+0.39%

Volatility

SHAZ vs. MUU - Volatility Comparison

The current volatility for SharonAI Holdings Inc (SHAZ) is 35.64%, while Direxion Daily MU Bull 2X Shares (MUU) has a volatility of 61.71%. This indicates that SHAZ 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.

Volatility by Period

	SHAZ	MUU	Difference
Volatility (1M) Calculated over the trailing 1-month period	35.64%	61.71%	-26.07%
Volatility (6M) Calculated over the trailing 6-month period	291.50%	125.18%	+166.32%
Volatility (1Y) Calculated over the trailing 1-year period	1,734.46%	152.35%	+1,582.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	1,798.04%	142.17%	+1,655.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	1,798.04%	142.17%	+1,655.87%

Dividends

SHAZ vs. MUU - Dividend Comparison

SHAZ has not paid dividends to shareholders, while MUU's dividend yield for the trailing twelve months is around 1.25%.

Position	TTM	2025	2024
MUU Direxion Daily MU Bull 2X Shares	1.25%	4.27%	0.31%
SHAZ SharonAI Holdings Inc	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SHAZ and MUU in my portfolio?

SHAZ and MUU have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SHAZ or MUU?

MUU has higher volatility (61.71%) compared to SHAZ (35.64%). In terms of maximum drawdown, SHAZ dropped -99.78% vs MUU's -75.07%.

Which has better risk-adjusted returns?

SHAZ currently has the higher Sharpe Ratio (40.01 vs 18.17), 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.