V vs. MUU

Last updated Jul 11, 2026

V (Visa Inc.) is a stock, while MUU (Direxion Daily MU Bull 2X Shares) is Leveraged Equities fund tracking the Micron Technology, Inc. (200% Daily). Over the past year, V returned -1.17% vs 3153.35% for MUU. At a 0.04 correlation, their price movements are largely independent.

Performance

V vs. MUU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Visa Inc. (V) and Direxion Daily MU Bull 2X Shares (MUU). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, V achieves a -0.08% return, which is significantly lower than MUU's 642.75% return.

V

• 1D: 0.22%
• 1M: 8.05%
• 6M: 0.18%
• YTD: -0.08%
• 1Y: -1.17%
• 3Y*: 14.07%
• 5Y*: 8.72%
• 10Y*: 17.06%

MUU

• 1D: -2.52%
• 1M: 7.47%
• 6M: 421.21%
• YTD: 642.75%
• 1Y: 3,153.35%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

V vs. MUU - Yearly Performance Comparison

	2026 (YTD)	2025	2024
V Visa Inc.	-0.08%	11.76%	14.34%
MUU Direxion Daily MU Bull 2X Shares	642.75%	599.03%	-40.91%

Correlation

The correlation between V and MUU is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.09
Correlation (All Time) Calculated using the full available price history since Oct 10, 2024	0.04

The correlation between V and MUU shifts across timeframes, from -0.09 (1 year) to 0.04 (all time), reflecting how their relationship changes across market environments.

Return for Risk

V vs. MUU — Risk / Return Rank

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

V

V Risk / Return Rank: 40
V Sharpe Ratio Rank: 43
V Sortino Ratio Rank: 36
V Omega Ratio Rank: 35
V Calmar Ratio Rank: 43
V Martin Ratio Rank: 42

MUU

MUU Risk / Return Rank: 99
MUU Sharpe Ratio Rank: 100
MUU Sortino Ratio Rank: 97
MUU Omega Ratio Rank: 97
MUU Calmar Ratio Rank: 100
MUU Martin Ratio Rank: 99

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.

V vs. MUU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Visa Inc. (V) and Direxion Daily MU Bull 2X Shares (MUU). 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.

	V	MUU	Difference
Sharpe ratio: Return per unit of total volatility	-0.05	27.27	-27.33
Sortino ratio: Return per unit of downside risk	0.08	5.80	-5.72
Omega ratio: Gain probability vs. loss probability	1.01	1.72	-0.71
Calmar ratio: Return relative to maximum drawdown	-0.07	75.03	-75.10
Martin ratio: Return relative to average drawdown	-0.15	245.78	-245.92

V vs. MUU - Sharpe Ratio Comparison

The current V Sharpe Ratio is -0.05, which is lower than the MUU Sharpe Ratio of 27.27. The chart below compares the historical Sharpe Ratios of V and MUU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

V vs. MUU - Drawdown Comparison

The maximum V drawdown since its inception was -51.90%, smaller than the maximum MUU drawdown of -75.07%. Use the drawdown chart below to compare losses from any high point for V and MUU.

Drawdown Indicators

	V	MUU	Difference
Max Drawdown Largest peak-to-trough decline	-51.90%	-75.07%	+23.17%
Max Drawdown (1Y) Largest decline over 1 year	-17.18%	-52.72%	+35.54%
Max Drawdown (3Y) Largest decline over 3 years	-20.38%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-28.60%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-36.36%	—	—
Current Drawdown Current decline from peak	-5.78%	-30.01%	+24.23%
Average Drawdown Average peak-to-trough decline	-8.26%	-23.40%	+15.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.99%	16.41%	-8.42%

Volatility

V vs. MUU - Volatility Comparison

The current volatility for Visa Inc. (V) is 6.37%, while Direxion Daily MU Bull 2X Shares (MUU) has a volatility of 67.23%. This indicates that V experiences smaller price fluctuations and is considered to be less risky than MUU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	V	MUU	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.37%	67.23%	-60.86%
Volatility (6M) Calculated over the trailing 6-month period	17.34%	116.08%	-98.74%
Volatility (1Y) Calculated over the trailing 1-year period	21.68%	145.04%	-123.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.92%	138.03%	-115.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.41%	138.03%	-113.62%

Dividends

V vs. MUU - Dividend Comparison

V's dividend yield for the trailing twelve months is around 0.75%, more than MUU's 0.64% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MUU Direxion Daily MU Bull 2X Shares	0.64%	4.27%	0.31%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
V Visa Inc.	0.75%	0.70%	0.68%	0.72%	0.76%	0.62%	0.56%	0.56%	0.67%	0.61%	0.75%	0.64%

Frequently Asked Questions

Can I hold both V and MUU in my portfolio?

V and MUU have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, V or MUU?

MUU has higher volatility (67.23%) compared to V (6.37%). In terms of maximum drawdown, V dropped -51.90% vs MUU's -75.07%.

Which has better risk-adjusted returns?

MUU currently has the higher Sharpe Ratio (27.27 vs -0.05), 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.