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TSMG vs. JNUG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TSMG vs. JNUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long TSM Daily ETF (TSMG) and Direxion Daily Junior Gold Miners Index Bull 2x Shares (JNUG). The values are adjusted to include any dividend payments, if applicable.

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TSMG vs. JNUG - Yearly Performance Comparison


Returns By Period

In the year-to-date period, TSMG achieves a 16.19% return, which is significantly higher than JNUG's -2.90% return.


TSMG

1D
13.90%
1M
-20.55%
YTD
16.19%
6M
30.36%
1Y
227.89%
3Y*
5Y*
10Y*

JNUG

1D
16.82%
1M
-43.82%
YTD
-2.90%
6M
23.61%
1Y
229.39%
3Y*
71.24%
5Y*
20.38%
10Y*
-17.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TSMG vs. JNUG - Expense Ratio Comparison

TSMG has a 0.75% expense ratio, which is lower than JNUG's 1.17% expense ratio.


Return for Risk

TSMG vs. JNUG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TSMG
TSMG Risk / Return Rank: 9696
Overall Rank
TSMG Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
TSMG Sortino Ratio Rank: 9595
Sortino Ratio Rank
TSMG Omega Ratio Rank: 9191
Omega Ratio Rank
TSMG Calmar Ratio Rank: 9898
Calmar Ratio Rank
TSMG Martin Ratio Rank: 9797
Martin Ratio Rank

JNUG
JNUG Risk / Return Rank: 9292
Overall Rank
JNUG Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
JNUG Sortino Ratio Rank: 8989
Sortino Ratio Rank
JNUG Omega Ratio Rank: 8787
Omega Ratio Rank
JNUG Calmar Ratio Rank: 9696
Calmar Ratio Rank
JNUG Martin Ratio Rank: 9393
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TSMG vs. JNUG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long TSM Daily ETF (TSMG) and Direxion Daily Junior Gold Miners Index Bull 2x Shares (JNUG). 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.


TSMGJNUGDifference

Sharpe ratio

Return per unit of total volatility

2.98

2.29

+0.69

Sortino ratio

Return per unit of downside risk

3.08

2.40

+0.68

Omega ratio

Gain probability vs. loss probability

1.39

1.34

+0.05

Calmar ratio

Return relative to maximum drawdown

6.44

4.14

+2.30

Martin ratio

Return relative to average drawdown

20.11

12.80

+7.31

TSMG vs. JNUG - Sharpe Ratio Comparison

The current TSMG Sharpe Ratio is 2.98, which is higher than the JNUG Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of TSMG and JNUG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TSMGJNUGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.98

2.29

+0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

1.00

-0.29

+1.29

Correlation

The correlation between TSMG and JNUG is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

TSMG vs. JNUG - Dividend Comparison

TSMG's dividend yield for the trailing twelve months is around 9.88%, more than JNUG's 1.26% yield.


TTM202520242023202220212020201920182017
TSMG
Leverage Shares 2X Long TSM Daily ETF
9.88%11.48%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JNUG
Direxion Daily Junior Gold Miners Index Bull 2x Shares
1.26%1.04%2.01%1.62%0.00%0.52%0.10%0.46%0.06%0.51%

Drawdowns

TSMG vs. JNUG - Drawdown Comparison

The maximum TSMG drawdown since its inception was -63.67%, smaller than the maximum JNUG drawdown of -99.95%. Use the drawdown chart below to compare losses from any high point for TSMG and JNUG.


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Drawdown Indicators


TSMGJNUGDifference

Max Drawdown

Largest peak-to-trough decline

-63.67%

-99.95%

+36.28%

Max Drawdown (1Y)

Largest decline over 1 year

-35.29%

-56.39%

+21.10%

Max Drawdown (5Y)

Largest decline over 5 years

-81.66%

Max Drawdown (10Y)

Largest decline over 10 years

-99.66%

Current Drawdown

Current decline from peak

-26.30%

-99.46%

+73.16%

Average Drawdown

Average peak-to-trough decline

-18.22%

-93.81%

+75.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.30%

18.24%

-6.94%

Volatility

TSMG vs. JNUG - Volatility Comparison

The current volatility for Leverage Shares 2X Long TSM Daily ETF (TSMG) is 29.05%, while Direxion Daily Junior Gold Miners Index Bull 2x Shares (JNUG) has a volatility of 42.10%. This indicates that TSMG experiences smaller price fluctuations and is considered to be less risky than JNUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSMGJNUGDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.05%

42.10%

-13.05%

Volatility (6M)

Calculated over the trailing 6-month period

54.76%

86.37%

-31.61%

Volatility (1Y)

Calculated over the trailing 1-year period

77.02%

100.96%

-23.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

81.35%

79.29%

+2.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

81.35%

108.98%

-27.63%