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

Key characteristics


SPUUVOOG
YTD Return51.06%35.02%
1Y Return75.51%43.89%
3Y Return (Ann)12.27%8.08%
5Y Return (Ann)24.00%18.07%
10Y Return (Ann)21.05%15.23%
Sharpe Ratio3.342.72
Sortino Ratio3.933.46
Omega Ratio1.551.50
Calmar Ratio3.473.05
Martin Ratio20.6414.43
Ulcer Index3.92%3.21%
Daily Std Dev24.12%16.98%
Max Drawdown-59.35%-32.73%
Current Drawdown0.00%-0.18%

Correlation

-0.50.00.51.00.9

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.

Performance

SPUU vs. VOOG - Performance Comparison

In the year-to-date period, SPUU achieves a 51.06% return, which is significantly higher than VOOG's 35.02% return. Over the past 10 years, SPUU has outperformed VOOG with an annualized return of 21.05%, while VOOG has yielded a comparatively lower 15.23% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
27.21%
18.72%
SPUU
VOOG

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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.


SPUU
Sharpe ratio
The chart of Sharpe ratio for SPUU, currently valued at 3.34, compared to the broader market-2.000.002.004.006.003.34
Sortino ratio
The chart of Sortino ratio for SPUU, currently valued at 3.93, compared to the broader market0.005.0010.003.93
Omega ratio
The chart of Omega ratio for SPUU, currently valued at 1.55, compared to the broader market1.001.502.002.503.001.55
Calmar ratio
The chart of Calmar ratio for SPUU, currently valued at 3.47, compared to the broader market0.005.0010.0015.003.47
Martin ratio
The chart of Martin ratio for SPUU, currently valued at 20.64, compared to the broader market0.0020.0040.0060.0080.00100.00120.0020.64
VOOG
Sharpe ratio
The chart of Sharpe ratio for VOOG, currently valued at 2.72, compared to the broader market-2.000.002.004.006.002.72
Sortino ratio
The chart of Sortino ratio for VOOG, currently valued at 3.46, compared to the broader market0.005.0010.003.46
Omega ratio
The chart of Omega ratio for VOOG, currently valued at 1.50, compared to the broader market1.001.502.002.503.001.50
Calmar ratio
The chart of Calmar ratio for VOOG, currently valued at 3.05, compared to the broader market0.005.0010.0015.003.05
Martin ratio
The chart of Martin ratio for VOOG, currently valued at 14.43, compared to the broader market0.0020.0040.0060.0080.00100.00120.0014.43

SPUU vs. VOOG - Sharpe Ratio Comparison

The current SPUU Sharpe Ratio is 3.34, which is comparable to the VOOG Sharpe Ratio of 2.72. 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 Ratio1.001.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
3.34
2.72
SPUU
VOOG

Dividends

SPUU vs. VOOG - Dividend Comparison

SPUU's dividend yield for the trailing twelve months is around 0.65%, more than VOOG's 0.59% yield.


TTM20232022202120202019201820172016201520142013
SPUU
Direxion Daily S&P 500 Bull 2x Shares
0.65%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
0.59%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%JuneJulyAugustSeptemberOctoberNovember0
-0.18%
SPUU
VOOG

Volatility

SPUU vs. VOOG - Volatility Comparison

Direxion Daily S&P 500 Bull 2x Shares (SPUU) has a higher volatility of 7.80% compared to Vanguard S&P 500 Growth ETF (VOOG) at 5.26%. 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%JuneJulyAugustSeptemberOctoberNovember
7.80%
5.26%
SPUU
VOOG