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 -45.34%/yr vs 68.22%/yr for GGLL. At a 0.21 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 -18.17% return, which is significantly lower than GGLL's 27.25% return.
SRPT
- 1D
- -1.95%
- 1M
- 11.67%
- 6M
- -22.76%
- YTD
- -18.17%
- 1Y
- -3.29%
- 3Y*
- -45.34%
- 5Y*
- -23.46%
- 10Y*
- -1.68%
GGLL
- 1D
- 6.34%
- 1M
- -0.85%
- 6M
- 11.03%
- YTD
- 27.25%
- 1Y
- 247.18%
- 3Y*
- 68.22%
- 5Y*
- —
- 10Y*
- —
SRPT vs. GGLL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SRPT Sarepta Therapeutics, Inc. | -18.17% | -82.30% | 26.09% | -25.58% | 19.23% |
GGLL Direxion Daily GOOGL Bull 2X Shares | 27.25% | 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 | 0.20 |
Correlation (All Time) Calculated using the full available price history since Sep 7, 2022 | 0.21 |
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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 | -4.18 | ||
| Sortino ratioReturn per unit of downside risk | -3.73 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.52 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.07 | 6.48 | -6.56 |
| Martin ratioReturn relative to average drawdown | -0.15 | 18.77 | -18.92 |
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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 | -90.15% | -17.78% | -72.37% |
Average DrawdownAverage peak-to-trough decline | -68.23% | -15.35% | -52.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.50% | 13.24% | +8.26% |
Volatility
SRPT vs. GGLL - Volatility Comparison
The current volatility for Sarepta Therapeutics, Inc. (SRPT) is 17.55%, while Direxion Daily GOOGL Bull 2X Shares (GGLL) has a volatility of 20.18%. 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 | 17.55% | 20.18% | -2.63% |
Volatility (6M)Calculated over the trailing 6-month period | 52.43% | 43.98% | +8.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 93.67% | 60.13% | +33.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 70.07% | 56.28% | +13.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 70.29% | 56.28% | +14.01% |
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 3.87%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
GGLL Direxion Daily GOOGL Bull 2X Shares | 3.87% | 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 (20.18%) compared to SRPT (17.55%). In terms of maximum drawdown, SRPT dropped -98.17% vs GGLL's -52.81%.
GGLL currently has the higher Sharpe Ratio (4.14 vs -0.04), 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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