SRPT vs. GGLL
SRPT (Sarepta Therapeutics, Inc.) is a stock, while GGLL (Direxion Daily GOOGL Bull 2X Shares) is Leveraged Equities fund tracking the Alphabet Inc. Class A (200%). Over the past 3 years, SRPT returned -46.72%/yr vs 62.90%/yr for GGLL. Their 0.21 correlation means their historical movements had little consistent relationship.
Performance
SRPT vs. GGLL - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SRPT achieves a -25.98% return, which is significantly lower than GGLL's 18.50% return.
SRPT
- 1D
- -2.81%
- 1M
- -16.94%
- 6M
- -19.26%
- YTD
- -25.98%
- 1Y
- -4.90%
- 3Y*
- -46.72%
- 5Y*
- -27.55%
- 10Y*
- -4.91%
- ALL TIME*
- -3.33%
GGLL
- 1D
- -8.14%
- 1M
- -5.00%
- 6M
- 5.77%
- YTD
- 18.50%
- 1Y
- 185.41%
- 3Y*
- 62.90%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 50.67%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $234.73M | $181.11M | $185.98M | |
| $48.42M | $52.85M | $57.85M |
SRPT vs. GGLL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SRPT Sarepta Therapeutics, Inc. | -25.98% | -82.30% | 26.09% | -25.58% | 19.23% |
GGLL Direxion Daily GOOGL Bull 2X Shares | 18.50% | 123.07% | 48.88% | 81.20% | -30.35% |
Correlation
The correlation between SRPT and GGLL is 0.24, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.24 |
Correlation (3Y) Balances recent behavior with more history. | 0.20 |
Correlation (All Time) Calculated using the full available price history since Sep 7, 2022 | 0.21 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SRPT vs. GGLL — Risk / Return Rank
SRPT
GGLL
SRPT vs. GGLL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sarepta Therapeutics, Inc. (SRPT) and Direxion Daily GOOGL Bull 2X Shares (GGLL). 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.
| SRPT | GGLL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.93 | ||
| Sortino ratioReturn per unit of downside risk | -2.83 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.41 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.13 | 4.63 | -4.75 |
| Martin ratioReturn relative to average drawdown | -0.23 | 12.30 | -12.53 |
Loading charts...
Drawdowns
SRPT vs. GGLL - Drawdown Comparison
The maximum SRPT drawdown since its inception was -98.17%, which is greater than GGLL's maximum drawdown of -52.81%. Use the drawdown chart below to compare losses from any high point for SRPT and GGLL.
Loading charts...
Drawdown Indicators
| SRPT | GGLL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.17% | -52.81% | -45.36% |
Max Drawdown (1Y)Largest decline over 1 year | -39.22% | -40.32% | +1.10% |
Max Drawdown (3Y)Largest decline over 3 years | -92.72% | -52.81% | -39.91% |
Max Drawdown (5Y)Largest decline over 5 years | -92.72% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -93.33% | — | — |
Current DrawdownCurrent decline from peak | -91.09% | -23.43% | -67.66% |
Average DrawdownAverage peak-to-trough decline | -68.28% | -15.57% | -52.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.55% | 15.14% | +6.41% |
Volatility
SRPT vs. GGLL - Volatility Comparison
The current volatility for Sarepta Therapeutics, Inc. (SRPT) is 14.49%, while Direxion Daily GOOGL Bull 2X Shares (GGLL) has a volatility of 29.22%. This indicates that SRPT experiences smaller price fluctuations and is considered to be less risky than GGLL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SRPT | GGLL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.49% | 29.22% | -14.73% |
Volatility (6M)Calculated over the trailing 6-month period | 51.61% | 50.98% | +0.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 80.76% | 65.08% | +15.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 69.76% | 57.50% | +12.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 70.28% | 57.50% | +12.78% |
Dividends
SRPT vs. GGLL - Dividend Comparison
SRPT has not paid dividends to shareholders, while GGLL's dividend yield for the trailing twelve months is around 4.16%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
GGLL Direxion Daily GOOGL Bull 2X Shares | 4.16% | 4.16% | 3.29% | 2.05% | 0.59% |
SRPT Sarepta Therapeutics, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SRPT and GGLL have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GGLL has higher volatility (29.22%) compared to SRPT (14.49%). In terms of maximum drawdown, SRPT dropped -98.17% vs GGLL's -52.81%.
GGLL currently has the higher Sharpe Ratio (2.87 vs -0.06), 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.
Find the right allocation for SRPT and GGLL
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer