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XPP vs. YINN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XPP and YINN is 0.96, 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.


-0.50.00.51.01.0

Performance

XPP vs. YINN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra FTSE China 50 (XPP) and Direxion Daily China 3x Bull Shares (YINN). The values are adjusted to include any dividend payments, if applicable.

-100.00%-90.00%-80.00%-70.00%-60.00%JulyAugustSeptemberOctoberNovemberDecember
-73.78%
-95.94%
XPP
YINN

Key characteristics

Sharpe Ratio

XPP:

0.75

YINN:

0.55

Sortino Ratio

XPP:

1.49

YINN:

1.48

Omega Ratio

XPP:

1.19

YINN:

1.18

Calmar Ratio

XPP:

0.57

YINN:

0.56

Martin Ratio

XPP:

2.50

YINN:

1.87

Ulcer Index

XPP:

20.29%

YINN:

29.44%

Daily Std Dev

XPP:

67.41%

YINN:

99.89%

Max Drawdown

XPP:

-89.90%

YINN:

-98.87%

Current Drawdown

XPP:

-81.86%

YINN:

-97.70%

Returns By Period

The year-to-date returns for both stocks are quite close, with XPP having a 38.14% return and YINN slightly lower at 36.27%. Over the past 10 years, XPP has outperformed YINN with an annualized return of -10.87%, while YINN has yielded a comparatively lower -26.26% annualized return.


XPP

YTD

38.14%

1M

1.75%

6M

22.45%

1Y

49.39%

5Y*

-21.74%

10Y*

-10.87%

YINN

YTD

36.27%

1M

0.57%

6M

19.33%

1Y

52.83%

5Y*

-41.15%

10Y*

-26.26%

Compare stocks, funds, or ETFs

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


XPP vs. YINN - Expense Ratio Comparison

XPP has a 0.95% expense ratio, which is lower than YINN's 1.52% expense ratio.


YINN
Direxion Daily China 3x Bull Shares
Expense ratio chart for YINN: current value at 1.52% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.52%
Expense ratio chart for XPP: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%

Risk-Adjusted Performance

XPP vs. YINN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra FTSE China 50 (XPP) and Direxion Daily China 3x Bull Shares (YINN). 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.


Sharpe ratio
The chart of Sharpe ratio for XPP, currently valued at 0.75, compared to the broader market0.002.004.000.750.55
The chart of Sortino ratio for XPP, currently valued at 1.49, compared to the broader market-2.000.002.004.006.008.0010.001.491.48
The chart of Omega ratio for XPP, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.001.191.18
The chart of Calmar ratio for XPP, currently valued at 0.57, compared to the broader market0.005.0010.0015.000.570.56
The chart of Martin ratio for XPP, currently valued at 2.50, compared to the broader market0.0020.0040.0060.0080.00100.002.501.87
XPP
YINN

The current XPP Sharpe Ratio is 0.75, which is higher than the YINN Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of XPP and YINN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.75
0.55
XPP
YINN

Dividends

XPP vs. YINN - Dividend Comparison

XPP's dividend yield for the trailing twelve months is around 1.64%, more than YINN's 0.70% yield.


TTM2023202220212020201920182017201620152014
XPP
ProShares Ultra FTSE China 50
1.64%2.87%0.00%0.00%0.00%3.81%1.47%0.00%0.00%0.00%0.00%
YINN
Direxion Daily China 3x Bull Shares
0.70%4.17%1.16%0.73%0.76%1.38%1.02%1.11%0.00%0.00%0.19%

Drawdowns

XPP vs. YINN - Drawdown Comparison

The maximum XPP drawdown since its inception was -89.90%, smaller than the maximum YINN drawdown of -98.87%. Use the drawdown chart below to compare losses from any high point for XPP and YINN. For additional features, visit the drawdowns tool.


-100.00%-95.00%-90.00%-85.00%-80.00%-75.00%-70.00%JulyAugustSeptemberOctoberNovemberDecember
-81.86%
-97.70%
XPP
YINN

Volatility

XPP vs. YINN - Volatility Comparison

The current volatility for ProShares Ultra FTSE China 50 (XPP) is 20.73%, while Direxion Daily China 3x Bull Shares (YINN) has a volatility of 30.51%. This indicates that XPP experiences smaller price fluctuations and is considered to be less risky than YINN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
20.73%
30.51%
XPP
YINN
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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