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

Correlation

The correlation between YANG and YINN is -0.59. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.6

Performance

YANG vs. YINN - Performance Comparison

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

-100.00%-98.00%-96.00%-94.00%-92.00%NovemberDecember2025FebruaryMarchApril
-99.96%
-95.25%
YANG
YINN

Key characteristics

Sharpe Ratio

YANG:

-0.74

YINN:

0.59

Sortino Ratio

YANG:

-1.25

YINN:

1.51

Omega Ratio

YANG:

0.84

YINN:

1.20

Calmar Ratio

YANG:

-0.80

YINN:

0.63

Martin Ratio

YANG:

-1.47

YINN:

1.69

Ulcer Index

YANG:

54.37%

YINN:

36.81%

Daily Std Dev

YANG:

107.85%

YINN:

106.02%

Max Drawdown

YANG:

-99.97%

YINN:

-98.87%

Current Drawdown

YANG:

-99.97%

YINN:

-97.31%

Returns By Period

In the year-to-date period, YANG achieves a -40.25% return, which is significantly lower than YINN's 17.09% return. Over the past 10 years, YANG has underperformed YINN with an annualized return of -33.19%, while YINN has yielded a comparatively higher -30.39% annualized return.


YANG

YTD

-40.25%

1M

8.49%

6M

-41.78%

1Y

-78.24%

5Y*

-44.57%

10Y*

-33.19%

YINN

YTD

17.09%

1M

-24.27%

6M

-1.80%

1Y

50.63%

5Y*

-31.80%

10Y*

-30.39%

*Annualized

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YANG vs. YINN - Expense Ratio Comparison

YANG has a 1.07% expense ratio, which is lower than YINN's 1.52% expense ratio.


Expense ratio chart for YINN: current value is 1.52%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
YINN: 1.52%
Expense ratio chart for YANG: current value is 1.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
YANG: 1.07%

Risk-Adjusted Performance

YANG vs. YINN — Risk-Adjusted Performance Rank

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

YANG
The Risk-Adjusted Performance Rank of YANG is 11
Overall Rank
The Sharpe Ratio Rank of YANG is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of YANG is 11
Sortino Ratio Rank
The Omega Ratio Rank of YANG is 11
Omega Ratio Rank
The Calmar Ratio Rank of YANG is 00
Calmar Ratio Rank
The Martin Ratio Rank of YANG is 22
Martin Ratio Rank

YINN
The Risk-Adjusted Performance Rank of YINN is 6969
Overall Rank
The Sharpe Ratio Rank of YINN is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of YINN is 8080
Sortino Ratio Rank
The Omega Ratio Rank of YINN is 7979
Omega Ratio Rank
The Calmar Ratio Rank of YINN is 7070
Calmar Ratio Rank
The Martin Ratio Rank of YINN is 5353
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

YANG vs. YINN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily China 3x Bear Shares (YANG) 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.


The chart of Sharpe ratio for YANG, currently valued at -0.74, compared to the broader market-1.000.001.002.003.004.00
YANG: -0.74
YINN: 0.59
The chart of Sortino ratio for YANG, currently valued at -1.25, compared to the broader market-2.000.002.004.006.008.00
YANG: -1.25
YINN: 1.51
The chart of Omega ratio for YANG, currently valued at 0.84, compared to the broader market0.501.001.502.002.50
YANG: 0.84
YINN: 1.20
The chart of Calmar ratio for YANG, currently valued at -0.80, compared to the broader market0.002.004.006.008.0010.0012.00
YANG: -0.80
YINN: 0.63
The chart of Martin ratio for YANG, currently valued at -1.47, compared to the broader market0.0020.0040.0060.00
YANG: -1.47
YINN: 1.69

The current YANG Sharpe Ratio is -0.74, which is lower than the YINN Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of YANG 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-1.00-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.74
0.59
YANG
YINN

Dividends

YANG vs. YINN - Dividend Comparison

YANG's dividend yield for the trailing twelve months is around 11.88%, more than YINN's 1.75% yield.


TTM20242023202220212020201920182017201620152014
YANG
Direxion Daily China 3x Bear Shares
11.88%9.42%3.66%0.00%0.00%0.68%1.54%0.56%0.00%0.00%0.00%0.00%
YINN
Direxion Daily China 3x Bull Shares
1.75%1.81%4.17%1.16%0.73%0.76%1.38%1.02%1.11%0.00%0.00%0.19%

Drawdowns

YANG vs. YINN - Drawdown Comparison

The maximum YANG drawdown since its inception was -99.97%, roughly equal to the maximum YINN drawdown of -98.87%. Use the drawdown chart below to compare losses from any high point for YANG and YINN. For additional features, visit the drawdowns tool.


-100.00%-99.00%-98.00%-97.00%-96.00%NovemberDecember2025FebruaryMarchApril
-99.97%
-97.31%
YANG
YINN

Volatility

YANG vs. YINN - Volatility Comparison

The current volatility for Direxion Daily China 3x Bear Shares (YANG) is 44.11%, while Direxion Daily China 3x Bull Shares (YINN) has a volatility of 47.70%. This indicates that YANG 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.


20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
44.11%
47.70%
YANG
YINN