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 -47.30%/yr vs 62.76%/yr for GGLL. At a 0.22 correlation, their price movements are largely independent.
Performance
SRPT vs. GGLL - Performance Comparison
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Returns By Period
In the year-to-date period, SRPT achieves a -22.42% return, which is significantly lower than GGLL's 11.42% return.
SRPT
- 1D
- -3.27%
- 1M
- -0.63%
- YTD
- -22.42%
- 6M
- -25.20%
- 1Y
- -12.04%
- 3Y*
- -47.30%
- 5Y*
- -26.98%
- 10Y*
- -1.03%
GGLL
- 1D
- -0.51%
- 1M
- -20.12%
- YTD
- 11.42%
- 6M
- 10.36%
- 1Y
- 258.46%
- 3Y*
- 62.76%
- 5Y*
- —
- 10Y*
- —
SRPT vs. GGLL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SRPT Sarepta Therapeutics, Inc. | -22.42% | -82.30% | 26.09% | -25.58% | 19.23% |
GGLL Direxion Daily GOOGL Bull 2X Shares | 11.42% | 123.07% | 48.88% | 81.20% | -30.35% |
Correlation
The correlation between SRPT and GGLL is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Sep 7, 2022 | 0.22 |
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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 | -4.53 | ||
| Sortino ratioReturn per unit of downside risk | -3.99 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.54 | -0.47 |
| Calmar ratioReturn relative to maximum drawdown | -0.26 | 6.78 | -7.04 |
| Martin ratioReturn relative to average drawdown | -0.58 | 21.59 | -22.17 |
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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.
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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 | -45.70% | -38.39% | -7.31% |
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 | -90.66% | -28.01% | -62.65% |
Average DrawdownAverage peak-to-trough decline | -68.19% | -15.23% | -52.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.73% | 12.03% | +8.70% |
Volatility
SRPT vs. GGLL - Volatility Comparison
The current volatility for Sarepta Therapeutics, Inc. (SRPT) is 16.33%, while Direxion Daily GOOGL Bull 2X Shares (GGLL) has a volatility of 18.95%. 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.
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Volatility by Period
| SRPT | GGLL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.33% | 18.95% | -2.62% |
Volatility (6M)Calculated over the trailing 6-month period | 52.61% | 42.12% | +10.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 93.99% | 59.22% | +34.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 69.86% | 56.19% | +13.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 70.36% | 56.19% | +14.17% |
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 4.42%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
GGLL Direxion Daily GOOGL Bull 2X Shares | 4.42% | 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 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GGLL has higher volatility (18.95%) compared to SRPT (16.33%). In terms of maximum drawdown, SRPT dropped -98.17% vs GGLL's -52.81%.
GGLL currently has the higher Sharpe Ratio (4.40 vs -0.13), 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.
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