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SPUU vs. VOOG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SPUU and VOOG is 0.92, 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.


-0.50.00.51.00.9

Performance

SPUU vs. VOOG - 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 Vanguard S&P 500 Growth ETF (VOOG). The values are adjusted to include any dividend payments, if applicable.

300.00%400.00%500.00%600.00%700.00%JulyAugustSeptemberOctoberNovemberDecember
628.37%
356.49%
SPUU
VOOG

Key characteristics

Sharpe Ratio

SPUU:

2.09

VOOG:

2.24

Sortino Ratio

SPUU:

2.63

VOOG:

2.88

Omega Ratio

SPUU:

1.36

VOOG:

1.41

Calmar Ratio

SPUU:

3.06

VOOG:

3.05

Martin Ratio

SPUU:

12.81

VOOG:

12.09

Ulcer Index

SPUU:

4.02%

VOOG:

3.24%

Daily Std Dev

SPUU:

24.60%

VOOG:

17.50%

Max Drawdown

SPUU:

-59.35%

VOOG:

-32.73%

Current Drawdown

SPUU:

-5.01%

VOOG:

-2.43%

Returns By Period

In the year-to-date period, SPUU achieves a 47.31% return, which is significantly higher than VOOG's 37.61% return. Over the past 10 years, SPUU has outperformed VOOG with an annualized return of 20.20%, while VOOG has yielded a comparatively lower 15.20% annualized return.


SPUU

YTD

47.31%

1M

-0.57%

6M

15.04%

1Y

48.18%

5Y*

21.30%

10Y*

20.20%

VOOG

YTD

37.61%

1M

3.33%

6M

11.61%

1Y

37.72%

5Y*

17.40%

10Y*

15.20%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SPUU vs. VOOG - Expense Ratio Comparison

SPUU has a 0.64% expense ratio, which is higher than VOOG's 0.10% expense ratio.


SPUU
Direxion Daily S&P 500 Bull 2x Shares
Expense ratio chart for SPUU: current value at 0.64% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.64%
Expense ratio chart for VOOG: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

SPUU vs. VOOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily S&P 500 Bull 2x Shares (SPUU) and Vanguard S&P 500 Growth ETF (VOOG). 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.


Sharpe ratio
The chart of Sharpe ratio for SPUU, currently valued at 2.09, compared to the broader market0.002.004.002.092.24
The chart of Sortino ratio for SPUU, currently valued at 2.63, compared to the broader market-2.000.002.004.006.008.0010.002.632.88
The chart of Omega ratio for SPUU, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.001.361.41
The chart of Calmar ratio for SPUU, currently valued at 3.06, compared to the broader market0.005.0010.0015.003.063.05
The chart of Martin ratio for SPUU, currently valued at 12.81, compared to the broader market0.0020.0040.0060.0080.00100.0012.8112.09
SPUU
VOOG

The current SPUU Sharpe Ratio is 2.09, which is comparable to the VOOG Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of SPUU and VOOG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
2.09
2.24
SPUU
VOOG

Dividends

SPUU vs. VOOG - Dividend Comparison

SPUU's dividend yield for the trailing twelve months is around 0.47%, more than VOOG's 0.34% yield.


TTM20232022202120202019201820172016201520142013
SPUU
Direxion Daily S&P 500 Bull 2x Shares
0.47%0.83%0.88%3.04%8.03%1.80%5.50%6.96%8.08%1.26%0.00%0.00%
VOOG
Vanguard S&P 500 Growth ETF
0.34%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%1.28%1.46%

Drawdowns

SPUU vs. VOOG - Drawdown Comparison

The maximum SPUU drawdown since its inception was -59.35%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for SPUU and VOOG. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.01%
-2.43%
SPUU
VOOG

Volatility

SPUU vs. VOOG - Volatility Comparison

Direxion Daily S&P 500 Bull 2x Shares (SPUU) has a higher volatility of 7.51% compared to Vanguard S&P 500 Growth ETF (VOOG) at 4.77%. This indicates that SPUU's price experiences larger fluctuations and is considered to be riskier than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
7.51%
4.77%
SPUU
VOOG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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