UPS vs. METU
UPS (United Parcel Service, Inc.) is a stock, while METU (Direxion Daily META Bull 2X ETF) is Leveraged Equities fund actively managed by Direxion. Over the past year, UPS returned 15.53% vs -45.28% for METU. At a 0.09 correlation, their price movements are largely independent.
Performance
UPS vs. METU - Performance Comparison
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Returns By Period
In the year-to-date period, UPS achieves a 12.37% return, which is significantly higher than METU's -34.42% return.
UPS
- 1D
- -0.51%
- 1M
- 11.11%
- YTD
- 12.37%
- 6M
- 10.44%
- 1Y
- 15.53%
- 3Y*
- -9.66%
- 5Y*
- -7.78%
- 10Y*
- 4.31%
METU
- 1D
- -0.71%
- 1M
- -16.47%
- YTD
- -34.42%
- 6M
- -31.54%
- 1Y
- -45.28%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
UPS vs. METU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
UPS United Parcel Service, Inc. | 12.37% | -15.93% | -4.68% |
METU Direxion Daily META Bull 2X ETF | -34.42% | -1.01% | 28.79% |
Correlation
The correlation between UPS and METU is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Jun 5, 2024 | 0.09 |
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Return for Risk
UPS vs. METU — Risk / Return Rank
UPS
METU
UPS vs. METU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for United Parcel Service, Inc. (UPS) and Direxion Daily META Bull 2X ETF (METU). 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.
| UPS | METU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.15 | ||
| Sortino ratioReturn per unit of downside risk | +1.58 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 0.90 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.72 | -0.77 | +1.48 |
| Martin ratioReturn relative to average drawdown | 1.22 | -1.36 | +2.58 |
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Drawdowns
UPS vs. METU - Drawdown Comparison
The maximum UPS drawdown since its inception was -57.92%, smaller than the maximum METU drawdown of -61.85%. Use the drawdown chart below to compare losses from any high point for UPS and METU.
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Drawdown Indicators
| UPS | METU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.92% | -61.85% | +3.93% |
Max Drawdown (1Y)Largest decline over 1 year | -20.28% | -61.52% | +41.24% |
Max Drawdown (3Y)Largest decline over 3 years | -50.71% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -57.92% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -57.92% | — | — |
Current DrawdownCurrent decline from peak | -42.22% | -58.08% | +15.86% |
Average DrawdownAverage peak-to-trough decline | -15.33% | -23.93% | +8.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.93% | 34.46% | -22.53% |
Volatility
UPS vs. METU - Volatility Comparison
The current volatility for United Parcel Service, Inc. (UPS) is 9.06%, while Direxion Daily META Bull 2X ETF (METU) has a volatility of 20.46%. This indicates that UPS experiences smaller price fluctuations and is considered to be less risky than METU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UPS | METU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.06% | 20.46% | -11.40% |
Volatility (6M)Calculated over the trailing 6-month period | 21.69% | 54.04% | -32.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.72% | 70.96% | -41.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.46% | 72.35% | -43.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.61% | 72.35% | -44.74% |
Dividends
UPS vs. METU - Dividend Comparison
UPS's dividend yield for the trailing twelve months is around 6.07%, more than METU's 4.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
METU Direxion Daily META Bull 2X ETF | 4.71% | 3.00% | 1.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UPS United Parcel Service, Inc. | 6.07% | 6.61% | 5.17% | 4.12% | 3.50% | 1.90% | 2.40% | 3.28% | 3.73% | 2.79% | 2.72% | 3.03% |
Frequently Asked Questions
UPS and METU have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
METU has higher volatility (20.46%) compared to UPS (9.06%). In terms of maximum drawdown, UPS dropped -57.92% vs METU's -61.85%.
UPS currently has the higher Sharpe Ratio (0.49 vs -0.66), 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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