TTMI vs. KORU
TTMI (TTM Technologies, Inc.) is a stock, while KORU (Direxion Daily South Korea Bull 3X Shares) is Leveraged Equities fund tracking the MSCI Korea 25-50 Index. Over the past 10 years, TTMI returned 39.57%/yr vs 15.15%/yr for KORU. At a 0.40 correlation, their price movements are largely independent.
Performance
TTMI vs. KORU - Performance Comparison
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Returns By Period
In the year-to-date period, TTMI achieves a 203.97% return, which is significantly lower than KORU's 308.29% return. Over the past 10 years, TTMI has outperformed KORU with an annualized return of 39.57%, while KORU has yielded a comparatively lower 15.15% annualized return.
TTMI
- 1D
- -1.61%
- 1M
- 10.44%
- YTD
- 203.97%
- 6M
- 188.94%
- 1Y
- 453.84%
- 3Y*
- 150.27%
- 5Y*
- 70.92%
- 10Y*
- 39.57%
KORU
- 1D
- 5.90%
- 1M
- -5.01%
- YTD
- 308.29%
- 6M
- 341.55%
- 1Y
- 789.62%
- 3Y*
- 104.57%
- 5Y*
- 12.17%
- 10Y*
- 15.15%
TTMI vs. KORU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TTMI TTM Technologies, Inc. | 203.97% | 178.79% | 56.55% | 4.84% | 1.21% | 8.01% | -8.34% | 54.68% | -37.91% | 14.97% |
KORU Direxion Daily South Korea Bull 3X Shares | 308.29% | 432.73% | -62.18% | 28.61% | -70.16% | -33.86% | 48.78% | 5.47% | -59.89% | 167.08% |
Correlation
The correlation between TTMI and KORU is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2013 | 0.40 |
The correlation between TTMI and KORU shifts across timeframes, from 0.40 (all time) to 0.53 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
TTMI vs. KORU — Risk / Return Rank
TTMI
KORU
TTMI vs. KORU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TTM Technologies, Inc. (TTMI) and Direxion Daily South Korea Bull 3X Shares (KORU). 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.
| TTMI | KORU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.69 | ||
| Sortino ratioReturn per unit of downside risk | +1.13 | ||
| Omega ratioGain probability vs. loss probability | 1.58 | 1.51 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 19.68 | 12.99 | +6.69 |
| Martin ratioReturn relative to average drawdown | 55.81 | 37.77 | +18.03 |
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Drawdowns
TTMI vs. KORU - Drawdown Comparison
The maximum TTMI drawdown since its inception was -94.68%, roughly equal to the maximum KORU drawdown of -95.79%. Use the drawdown chart below to compare losses from any high point for TTMI and KORU.
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Drawdown Indicators
| TTMI | KORU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.68% | -95.79% | +1.11% |
Max Drawdown (1Y)Largest decline over 1 year | -23.26% | -61.39% | +38.13% |
Max Drawdown (3Y)Largest decline over 3 years | -34.24% | -73.34% | +39.10% |
Max Drawdown (5Y)Largest decline over 5 years | -35.69% | -93.34% | +57.65% |
Max Drawdown (10Y)Largest decline over 10 years | -56.19% | -95.79% | +39.60% |
Current DrawdownCurrent decline from peak | -5.30% | -41.40% | +36.10% |
Average DrawdownAverage peak-to-trough decline | -49.77% | -57.41% | +7.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.18% | 21.07% | -12.89% |
Volatility
TTMI vs. KORU - Volatility Comparison
The current volatility for TTM Technologies, Inc. (TTMI) is 22.45%, while Direxion Daily South Korea Bull 3X Shares (KORU) has a volatility of 92.24%. This indicates that TTMI experiences smaller price fluctuations and is considered to be less risky than KORU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TTMI | KORU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.45% | 92.24% | -69.79% |
Volatility (6M)Calculated over the trailing 6-month period | 56.86% | 138.68% | -81.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 73.33% | 144.21% | -70.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.77% | 91.42% | -41.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.68% | 83.04% | -37.36% |
Dividends
TTMI vs. KORU - Dividend Comparison
TTMI has not paid dividends to shareholders, while KORU's dividend yield for the trailing twelve months is around 0.21%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
KORU Direxion Daily South Korea Bull 3X Shares | 0.21% | 0.89% | 4.10% | 2.55% | 0.48% | 0.76% | 0.01% | 0.93% | 1.40% | 3.59% |
TTMI TTM Technologies, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TTMI and KORU have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KORU has higher volatility (92.24%) compared to TTMI (22.45%). In terms of maximum drawdown, TTMI dropped -94.68% vs KORU's -95.79%.
TTMI currently has the higher Sharpe Ratio (6.24 vs 5.55), 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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