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WRDLY vs. MUU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WRDLY vs. MUU - Performance Comparison

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

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Returns By Period

In the year-to-date period, WRDLY achieves a 51,735.42% return, which is significantly higher than MUU's 450.36% return.


WRDLY

1D
0.00%
1M
0.00%
6M
59,923.12%
YTD
51,735.42%
1Y
26,381.59%
3Y*
193.73%
5Y*
58.85%
10Y*
ALL TIME*
49.95%

MUU

1D
14.92%
1M
-26.01%
6M
169.13%
YTD
450.36%
1Y
3,107.14%
3Y*
5Y*
10Y*
ALL TIME*
458.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.48B$1.48B$2.29B
$357.39$2.01K$2.46K

WRDLY vs. MUU - Yearly Performance Comparison


2026 (YTD)20252024
WRDLY
Worldline SA
51,735.42%-78.78%24.27%
MUU
Direxion Daily MU Bull 2X Shares
450.36%599.03%-40.91%

Correlation

The correlation between WRDLY and MUU is -0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.02

Correlation (All Time)
Calculated using the full available price history since Oct 10, 2024

0.03

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Return for Risk

WRDLY vs. MUU — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

WRDLY
WRDLY Risk / Return Rank: 100100
Overall Rank
WRDLY Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
WRDLY Sortino Ratio Rank: 100100
Sortino Ratio Rank
WRDLY Omega Ratio Rank: 100100
Omega Ratio Rank
WRDLY Calmar Ratio Rank: 100100
Calmar Ratio Rank
WRDLY Martin Ratio Rank: 100100
Martin Ratio Rank

MUU
MUU Risk / Return Rank: 9898
Overall Rank
MUU Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
MUU Sortino Ratio Rank: 9797
Sortino Ratio Rank
MUU Omega Ratio Rank: 9696
Omega Ratio Rank
MUU Calmar Ratio Rank: 9999
Calmar Ratio Rank
MUU Martin Ratio Rank: 9999
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

WRDLY vs. MUU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Worldline SA (WRDLY) 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.


WRDLYMUUDifference
Sharpe ratioReturn per unit of total volatility

-14.49

Sortino ratioReturn per unit of downside risk

+67.21

Omega ratioGain probability vs. loss probability

12.54

1.64

+10.90

Calmar ratioReturn relative to maximum drawdown

322.68

46.30

+276.38

Martin ratioReturn relative to average drawdown

649.70

149.20

+500.50

WRDLY vs. MUU - Sharpe Ratio Comparison

The current WRDLY Sharpe Ratio is 5.00, which is lower than the MUU Sharpe Ratio of 19.49. The chart below compares the historical Sharpe Ratios of WRDLY 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.


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Drawdowns

WRDLY vs. MUU - Drawdown Comparison

The maximum WRDLY drawdown since its inception was -99.40%, which is greater than MUU's maximum drawdown of -75.07%. Use the drawdown chart below to compare losses from any high point for WRDLY and MUU.


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Drawdown Indicators


WRDLYMUUDifference

Max Drawdown

Largest peak-to-trough decline

-99.40%

-75.07%

-24.33%

Max Drawdown (1Y)

Largest decline over 1 year

-83.60%

-68.07%

-15.53%

Max Drawdown (3Y)

Largest decline over 3 years

-98.37%

Max Drawdown (5Y)

Largest decline over 5 years

-99.36%

Current Drawdown

Current decline from peak

-9.81%

-55.16%

+45.35%

Average Drawdown

Average peak-to-trough decline

-59.48%

-24.49%

-34.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

41.44%

21.08%

+20.36%

Volatility

WRDLY vs. MUU - Volatility Comparison

The current volatility for Worldline SA (WRDLY) is 4.51%, while Direxion Daily MU Bull 2X Shares (MUU) has a volatility of 63.27%. This indicates that WRDLY 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.


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Volatility by Period


WRDLYMUUDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.51%

63.27%

-58.76%

Volatility (6M)

Calculated over the trailing 6-month period

524.91%

134.06%

+390.85%

Volatility (1Y)

Calculated over the trailing 1-year period

5,391.94%

161.74%

+5,230.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2,420.83%

146.75%

+2,274.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2,166.55%

146.75%

+2,019.80%

Dividends

WRDLY vs. MUU - Dividend Comparison

WRDLY's dividend yield for the trailing twelve months is around 7.11%, more than MUU's 1.23% yield.


PositionTTM20252024
MUU
Direxion Daily MU Bull 2X Shares
1.23%4.27%0.31%
WRDLY
Worldline SA
7.11%0.00%0.00%

Frequently Asked Questions


WRDLY and MUU have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MUU has higher volatility (63.27%) compared to WRDLY (4.51%). In terms of maximum drawdown, WRDLY dropped -99.40% vs MUU's -75.07%.

MUU currently has the higher Sharpe Ratio (19.49 vs 5.00), 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.

Portfolio Optimizer

Find the right allocation for WRDLY and MUU

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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