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SPUU vs. MAGSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPUU vs. MAGSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily S&P 500 Bull 2x Shares (SPUU) and Madison Aggressive Allocation Fund (MAGSX). The values are adjusted to include any dividend payments, if applicable.

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SPUU vs. MAGSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPUU
Direxion Daily S&P 500 Bull 2x Shares
-10.01%26.55%44.25%47.28%-38.72%61.27%21.85%66.84%-14.59%44.33%
MAGSX
Madison Aggressive Allocation Fund
-3.24%12.48%6.46%12.32%-15.38%9.50%9.65%19.21%-6.59%18.04%

Returns By Period

In the year-to-date period, SPUU achieves a -10.01% return, which is significantly lower than MAGSX's -3.24% return. Over the past 10 years, SPUU has outperformed MAGSX with an annualized return of 21.67%, while MAGSX has yielded a comparatively lower 6.31% annualized return.


SPUU

1D
5.86%
1M
-10.17%
YTD
-10.01%
6M
-6.87%
1Y
27.13%
3Y*
28.85%
5Y*
15.86%
10Y*
21.67%

MAGSX

1D
-0.26%
1M
-8.20%
YTD
-3.24%
6M
-0.86%
1Y
9.31%
3Y*
7.71%
5Y*
3.38%
10Y*
6.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPUU vs. MAGSX - Expense Ratio Comparison

SPUU has a 0.64% expense ratio, which is lower than MAGSX's 0.71% expense ratio.


Return for Risk

SPUU vs. MAGSX — Risk / Return Rank

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

SPUU
SPUU Risk / Return Rank: 5252
Overall Rank
SPUU Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SPUU Sortino Ratio Rank: 5050
Sortino Ratio Rank
SPUU Omega Ratio Rank: 5353
Omega Ratio Rank
SPUU Calmar Ratio Rank: 5353
Calmar Ratio Rank
SPUU Martin Ratio Rank: 5959
Martin Ratio Rank

MAGSX
MAGSX Risk / Return Rank: 3131
Overall Rank
MAGSX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
MAGSX Sortino Ratio Rank: 3131
Sortino Ratio Rank
MAGSX Omega Ratio Rank: 3131
Omega Ratio Rank
MAGSX Calmar Ratio Rank: 2828
Calmar Ratio Rank
MAGSX Martin Ratio Rank: 3333
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.

SPUU vs. MAGSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily S&P 500 Bull 2x Shares (SPUU) and Madison Aggressive Allocation Fund (MAGSX). 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.


SPUUMAGSXDifference

Sharpe ratio

Return per unit of total volatility

0.75

0.70

+0.05

Sortino ratio

Return per unit of downside risk

1.26

1.07

+0.19

Omega ratio

Gain probability vs. loss probability

1.19

1.15

+0.04

Calmar ratio

Return relative to maximum drawdown

1.24

0.81

+0.43

Martin ratio

Return relative to average drawdown

5.35

3.48

+1.87

SPUU vs. MAGSX - Sharpe Ratio Comparison

The current SPUU Sharpe Ratio is 0.75, which is comparable to the MAGSX Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of SPUU and MAGSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SPUUMAGSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

0.70

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.28

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.49

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.32

+0.24

Correlation

The correlation between SPUU and MAGSX is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SPUU vs. MAGSX - Dividend Comparison

SPUU's dividend yield for the trailing twelve months is around 1.78%, less than MAGSX's 6.38% yield.


TTM20252024202320222021202020192018201720162015
SPUU
Direxion Daily S&P 500 Bull 2x Shares
1.78%1.63%0.55%0.83%0.88%3.04%8.03%1.80%5.50%6.96%8.08%4.42%
MAGSX
Madison Aggressive Allocation Fund
6.38%6.17%2.02%1.89%1.26%9.97%8.66%5.42%10.79%5.89%3.82%9.57%

Drawdowns

SPUU vs. MAGSX - Drawdown Comparison

The maximum SPUU drawdown since its inception was -59.35%, which is greater than MAGSX's maximum drawdown of -56.06%. Use the drawdown chart below to compare losses from any high point for SPUU and MAGSX.


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Drawdown Indicators


SPUUMAGSXDifference

Max Drawdown

Largest peak-to-trough decline

-59.35%

-56.06%

-3.29%

Max Drawdown (1Y)

Largest decline over 1 year

-23.10%

-10.11%

-12.99%

Max Drawdown (5Y)

Largest decline over 5 years

-46.59%

-21.13%

-25.46%

Max Drawdown (10Y)

Largest decline over 10 years

-59.35%

-23.20%

-36.15%

Current Drawdown

Current decline from peak

-13.39%

-8.63%

-4.76%

Average Drawdown

Average peak-to-trough decline

-9.62%

-9.54%

-0.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.35%

2.35%

+3.00%

Volatility

SPUU vs. MAGSX - Volatility Comparison

Direxion Daily S&P 500 Bull 2x Shares (SPUU) has a higher volatility of 10.70% compared to Madison Aggressive Allocation Fund (MAGSX) at 4.33%. This indicates that SPUU's price experiences larger fluctuations and is considered to be riskier than MAGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPUUMAGSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.70%

4.33%

+6.37%

Volatility (6M)

Calculated over the trailing 6-month period

19.17%

7.81%

+11.36%

Volatility (1Y)

Calculated over the trailing 1-year period

36.23%

13.99%

+22.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.47%

12.02%

+21.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.73%

12.99%

+22.74%