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URAA vs. SPXL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

URAA vs. SPXL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Uranium Industry Bull 2X Shares (URAA) and Direxion Daily S&P 500 Bull 3X Shares (SPXL). The values are adjusted to include any dividend payments, if applicable.

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URAA vs. SPXL - Yearly Performance Comparison


2026 (YTD)20252024
URAA
Direxion Daily Uranium Industry Bull 2X Shares
14.03%88.33%-26.53%
SPXL
Direxion Daily S&P 500 Bull 3X Shares
-15.99%31.94%14.78%

Returns By Period

In the year-to-date period, URAA achieves a 14.03% return, which is significantly higher than SPXL's -15.99% return.


URAA

1D
12.84%
1M
-23.94%
YTD
14.03%
6M
-8.51%
1Y
221.70%
3Y*
5Y*
10Y*

SPXL

1D
8.63%
1M
-15.66%
YTD
-15.99%
6M
-12.47%
1Y
32.76%
3Y*
37.47%
5Y*
16.98%
10Y*
25.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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URAA vs. SPXL - Expense Ratio Comparison

URAA has a 1.28% expense ratio, which is higher than SPXL's 1.02% expense ratio.


Return for Risk

URAA vs. SPXL — Risk / Return Rank

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

URAA
URAA Risk / Return Rank: 9090
Overall Rank
URAA Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
URAA Sortino Ratio Rank: 9292
Sortino Ratio Rank
URAA Omega Ratio Rank: 8484
Omega Ratio Rank
URAA Calmar Ratio Rank: 9696
Calmar Ratio Rank
URAA Martin Ratio Rank: 8484
Martin Ratio Rank

SPXL
SPXL Risk / Return Rank: 4545
Overall Rank
SPXL Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
SPXL Sortino Ratio Rank: 4646
Sortino Ratio Rank
SPXL Omega Ratio Rank: 5050
Omega Ratio Rank
SPXL Calmar Ratio Rank: 4646
Calmar Ratio Rank
SPXL Martin Ratio Rank: 4848
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.

URAA vs. SPXL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Uranium Industry Bull 2X Shares (URAA) and Direxion Daily S&P 500 Bull 3X Shares (SPXL). 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.


URAASPXLDifference

Sharpe ratio

Return per unit of total volatility

2.36

0.61

+1.76

Sortino ratio

Return per unit of downside risk

2.71

1.18

+1.54

Omega ratio

Gain probability vs. loss probability

1.33

1.18

+0.16

Calmar ratio

Return relative to maximum drawdown

4.42

1.05

+3.37

Martin ratio

Return relative to average drawdown

9.74

4.21

+5.53

URAA vs. SPXL - Sharpe Ratio Comparison

The current URAA Sharpe Ratio is 2.36, which is higher than the SPXL Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of URAA and SPXL, 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


URAASPXLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.36

0.61

+1.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.47

-0.14

Correlation

The correlation between URAA and SPXL is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

URAA vs. SPXL - Dividend Comparison

URAA's dividend yield for the trailing twelve months is around 8.92%, more than SPXL's 0.80% yield.


TTM202520242023202220212020201920182017
URAA
Direxion Daily Uranium Industry Bull 2X Shares
8.92%9.14%4.36%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPXL
Direxion Daily S&P 500 Bull 3X Shares
0.80%0.69%0.74%0.98%0.32%0.11%0.22%0.84%1.02%3.88%

Drawdowns

URAA vs. SPXL - Drawdown Comparison

The maximum URAA drawdown since its inception was -67.45%, smaller than the maximum SPXL drawdown of -76.86%. Use the drawdown chart below to compare losses from any high point for URAA and SPXL.


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Drawdown Indicators


URAASPXLDifference

Max Drawdown

Largest peak-to-trough decline

-67.45%

-76.86%

+9.41%

Max Drawdown (1Y)

Largest decline over 1 year

-49.11%

-33.42%

-15.69%

Max Drawdown (5Y)

Largest decline over 5 years

-63.80%

Max Drawdown (10Y)

Largest decline over 10 years

-76.86%

Current Drawdown

Current decline from peak

-42.58%

-20.45%

-22.13%

Average Drawdown

Average peak-to-trough decline

-26.33%

-15.85%

-10.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.29%

8.34%

+13.95%

Volatility

URAA vs. SPXL - Volatility Comparison

Direxion Daily Uranium Industry Bull 2X Shares (URAA) has a higher volatility of 31.90% compared to Direxion Daily S&P 500 Bull 3X Shares (SPXL) at 15.89%. This indicates that URAA's price experiences larger fluctuations and is considered to be riskier than SPXL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


URAASPXLDifference

Volatility (1M)

Calculated over the trailing 1-month period

31.90%

15.89%

+16.01%

Volatility (6M)

Calculated over the trailing 6-month period

73.88%

28.45%

+45.43%

Volatility (1Y)

Calculated over the trailing 1-year period

94.42%

54.30%

+40.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

88.37%

50.27%

+38.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

88.37%

53.37%

+35.00%