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

Correlation

The correlation between YINN and AFTY is 0.70, 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.


-0.50.00.51.00.7

Performance

YINN vs. AFTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily China 3x Bull Shares (YINN) and Pacer CSOP FTSE China A50 ETF (AFTY). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%AugustSeptemberOctoberNovemberDecember2025
25.83%
15.73%
YINN
AFTY

Key characteristics

Returns By Period


YINN

YTD

-2.08%

1M

-2.23%

6M

20.25%

1Y

84.52%

5Y*

-41.54%

10Y*

-28.12%

AFTY

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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YINN vs. AFTY - Expense Ratio Comparison

YINN has a 1.52% expense ratio, which is higher than AFTY's 0.70% 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 AFTY: current value at 0.70% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.70%

Risk-Adjusted Performance

YINN vs. AFTY — Risk-Adjusted Performance Rank

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

YINN
The Risk-Adjusted Performance Rank of YINN is 4040
Overall Rank
The Sharpe Ratio Rank of YINN is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of YINN is 4949
Sortino Ratio Rank
The Omega Ratio Rank of YINN is 4949
Omega Ratio Rank
The Calmar Ratio Rank of YINN is 3939
Calmar Ratio Rank
The Martin Ratio Rank of YINN is 3131
Martin Ratio Rank

AFTY
The Risk-Adjusted Performance Rank of AFTY is 2121
Overall Rank
The Sharpe Ratio Rank of AFTY is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of AFTY is 2828
Sortino Ratio Rank
The Omega Ratio Rank of AFTY is 2424
Omega Ratio Rank
The Calmar Ratio Rank of AFTY is 1414
Calmar Ratio Rank
The Martin Ratio Rank of AFTY is 2020
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.

YINN vs. AFTY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily China 3x Bull Shares (YINN) and Pacer CSOP FTSE China A50 ETF (AFTY). 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 YINN, currently valued at 0.91, compared to the broader market0.002.004.000.911.66
The chart of Sortino ratio for YINN, currently valued at 1.82, compared to the broader market0.005.0010.001.823.60
The chart of Omega ratio for YINN, currently valued at 1.23, compared to the broader market1.002.003.001.231.47
The chart of Calmar ratio for YINN, currently valued at 0.91, compared to the broader market0.005.0010.0015.0020.000.910.59
The chart of Martin ratio for YINN, currently valued at 2.84, compared to the broader market0.0020.0040.0060.0080.00100.002.848.36
YINN
AFTY


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
0.91
1.66
YINN
AFTY

Dividends

YINN vs. AFTY - Dividend Comparison

YINN's dividend yield for the trailing twelve months is around 1.85%, while AFTY has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
YINN
Direxion Daily China 3x Bull Shares
1.85%1.81%4.17%1.16%0.73%0.76%1.38%1.02%1.11%0.00%0.00%0.19%
AFTY
Pacer CSOP FTSE China A50 ETF
100.00%100.00%2.23%0.00%1.84%1.48%8.63%1.85%6.62%1.19%16.76%0.00%

Drawdowns

YINN vs. AFTY - Drawdown Comparison


-100.00%-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%AugustSeptemberOctoberNovemberDecember2025
-97.75%
-36.46%
YINN
AFTY

Volatility

YINN vs. AFTY - Volatility Comparison

Direxion Daily China 3x Bull Shares (YINN) has a higher volatility of 19.32% compared to Pacer CSOP FTSE China A50 ETF (AFTY) at 0.00%. This indicates that YINN's price experiences larger fluctuations and is considered to be riskier than AFTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%AugustSeptemberOctoberNovemberDecember2025
19.32%
0
YINN
AFTY
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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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