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UBOT vs. THNQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


UBOTTHNQ
YTD Return13.17%3.93%
1Y Return37.19%43.01%
3Y Return (Ann)-15.76%2.39%
Sharpe Ratio0.902.06
Daily Std Dev42.40%21.79%
Max Drawdown-86.01%-50.56%
Current Drawdown-56.87%-11.09%

Correlation

-0.50.00.51.00.8

The correlation between UBOT and THNQ is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

UBOT vs. THNQ - Performance Comparison

In the year-to-date period, UBOT achieves a 13.17% return, which is significantly higher than THNQ's 3.93% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%20.00%40.00%60.00%80.00%100.00%December2024FebruaryMarchAprilMay
69.06%
69.44%
UBOT
THNQ

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Direxion Robotics, Artificial Intelligence & Automation Index Bull 3X Shares

ROBO Global Artificial Intelligence ETF

UBOT vs. THNQ - Expense Ratio Comparison

UBOT has a 1.29% expense ratio, which is higher than THNQ's 0.68% expense ratio.


UBOT
Direxion Robotics, Artificial Intelligence & Automation Index Bull 3X Shares
Expense ratio chart for UBOT: current value at 1.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.29%
Expense ratio chart for THNQ: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%

Risk-Adjusted Performance

UBOT vs. THNQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Robotics, Artificial Intelligence & Automation Index Bull 3X Shares (UBOT) and ROBO Global Artificial Intelligence ETF (THNQ). 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.


UBOT
Sharpe ratio
The chart of Sharpe ratio for UBOT, currently valued at 0.90, compared to the broader market0.002.004.000.90
Sortino ratio
The chart of Sortino ratio for UBOT, currently valued at 1.42, compared to the broader market-2.000.002.004.006.008.001.42
Omega ratio
The chart of Omega ratio for UBOT, currently valued at 1.17, compared to the broader market0.501.001.502.002.501.17
Calmar ratio
The chart of Calmar ratio for UBOT, currently valued at 0.50, compared to the broader market0.002.004.006.008.0010.0012.0014.000.50
Martin ratio
The chart of Martin ratio for UBOT, currently valued at 1.78, compared to the broader market0.0020.0040.0060.0080.001.78
THNQ
Sharpe ratio
The chart of Sharpe ratio for THNQ, currently valued at 2.06, compared to the broader market0.002.004.002.06
Sortino ratio
The chart of Sortino ratio for THNQ, currently valued at 2.71, compared to the broader market-2.000.002.004.006.008.002.71
Omega ratio
The chart of Omega ratio for THNQ, currently valued at 1.33, compared to the broader market0.501.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for THNQ, currently valued at 1.18, compared to the broader market0.002.004.006.008.0010.0012.0014.001.18
Martin ratio
The chart of Martin ratio for THNQ, currently valued at 7.56, compared to the broader market0.0020.0040.0060.0080.007.56

UBOT vs. THNQ - Sharpe Ratio Comparison

The current UBOT Sharpe Ratio is 0.90, which is lower than the THNQ Sharpe Ratio of 2.06. The chart below compares the 12-month rolling Sharpe Ratio of UBOT and THNQ.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50December2024FebruaryMarchAprilMay
0.90
2.06
UBOT
THNQ

Dividends

UBOT vs. THNQ - Dividend Comparison

UBOT's dividend yield for the trailing twelve months is around 0.84%, while THNQ has not paid dividends to shareholders.


TTM202320222021202020192018
UBOT
Direxion Robotics, Artificial Intelligence & Automation Index Bull 3X Shares
0.84%0.65%0.00%2.25%15.83%0.54%0.33%
THNQ
ROBO Global Artificial Intelligence ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

UBOT vs. THNQ - Drawdown Comparison

The maximum UBOT drawdown since its inception was -86.01%, which is greater than THNQ's maximum drawdown of -50.56%. Use the drawdown chart below to compare losses from any high point for UBOT and THNQ. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%December2024FebruaryMarchAprilMay
-56.87%
-11.09%
UBOT
THNQ

Volatility

UBOT vs. THNQ - Volatility Comparison

Direxion Robotics, Artificial Intelligence & Automation Index Bull 3X Shares (UBOT) has a higher volatility of 13.03% compared to ROBO Global Artificial Intelligence ETF (THNQ) at 7.33%. This indicates that UBOT's price experiences larger fluctuations and is considered to be riskier than THNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2024FebruaryMarchAprilMay
13.03%
7.33%
UBOT
THNQ