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

Correlation

The correlation between YINN and MCHI is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

YINN vs. MCHI - Performance Comparison

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

-100.00%-50.00%0.00%50.00%NovemberDecember2025FebruaryMarchApril
-96.40%
32.86%
YINN
MCHI

Key characteristics

Sharpe Ratio

YINN:

0.59

MCHI:

0.88

Sortino Ratio

YINN:

1.51

MCHI:

1.42

Omega Ratio

YINN:

1.20

MCHI:

1.19

Calmar Ratio

YINN:

0.63

MCHI:

0.55

Martin Ratio

YINN:

1.69

MCHI:

2.28

Ulcer Index

YINN:

36.81%

MCHI:

13.37%

Daily Std Dev

YINN:

106.02%

MCHI:

34.81%

Max Drawdown

YINN:

-98.87%

MCHI:

-62.84%

Current Drawdown

YINN:

-97.31%

MCHI:

-41.74%

Returns By Period

In the year-to-date period, YINN achieves a 17.09% return, which is significantly higher than MCHI's 10.78% return. Over the past 10 years, YINN has underperformed MCHI with an annualized return of -30.11%, while MCHI has yielded a comparatively higher -0.17% annualized return.


YINN

YTD

17.09%

1M

-27.05%

6M

-1.80%

1Y

43.36%

5Y*

-32.62%

10Y*

-30.11%

MCHI

YTD

10.78%

1M

-6.99%

6M

6.12%

1Y

25.46%

5Y*

-1.10%

10Y*

-0.17%

*Annualized

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YINN vs. MCHI - Expense Ratio Comparison

YINN has a 1.52% expense ratio, which is higher than MCHI's 0.59% 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 MCHI: current value is 0.59%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MCHI: 0.59%

Risk-Adjusted Performance

YINN vs. MCHI — 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 7171
Overall Rank
The Sharpe Ratio Rank of YINN is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of YINN is 8181
Sortino Ratio Rank
The Omega Ratio Rank of YINN is 8080
Omega Ratio Rank
The Calmar Ratio Rank of YINN is 7171
Calmar Ratio Rank
The Martin Ratio Rank of YINN is 5656
Martin Ratio Rank

MCHI
The Risk-Adjusted Performance Rank of MCHI is 7373
Overall Rank
The Sharpe Ratio Rank of MCHI is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of MCHI is 7979
Sortino Ratio Rank
The Omega Ratio Rank of MCHI is 7979
Omega Ratio Rank
The Calmar Ratio Rank of MCHI is 6767
Calmar Ratio Rank
The Martin Ratio Rank of MCHI is 6565
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. MCHI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily China 3x Bull Shares (YINN) and iShares MSCI China ETF (MCHI). 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 YINN, currently valued at 0.59, compared to the broader market-1.000.001.002.003.004.00
YINN: 0.59
MCHI: 0.88
The chart of Sortino ratio for YINN, currently valued at 1.51, compared to the broader market-2.000.002.004.006.008.00
YINN: 1.51
MCHI: 1.42
The chart of Omega ratio for YINN, currently valued at 1.20, compared to the broader market0.501.001.502.002.50
YINN: 1.20
MCHI: 1.19
The chart of Calmar ratio for YINN, currently valued at 0.63, compared to the broader market0.002.004.006.008.0010.0012.00
YINN: 0.63
MCHI: 0.55
The chart of Martin ratio for YINN, currently valued at 1.69, compared to the broader market0.0020.0040.0060.00
YINN: 1.69
MCHI: 2.28

The current YINN Sharpe Ratio is 0.59, which is lower than the MCHI Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of YINN and MCHI, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.59
0.88
YINN
MCHI

Dividends

YINN vs. MCHI - Dividend Comparison

YINN's dividend yield for the trailing twelve months is around 1.75%, less than MCHI's 2.08% yield.


TTM20242023202220212020201920182017201620152014
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%
MCHI
iShares MSCI China ETF
2.08%2.31%3.49%2.16%1.04%1.04%1.45%1.60%1.56%1.66%2.76%2.35%

Drawdowns

YINN vs. MCHI - Drawdown Comparison

The maximum YINN drawdown since its inception was -98.87%, which is greater than MCHI's maximum drawdown of -62.84%. Use the drawdown chart below to compare losses from any high point for YINN and MCHI. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%NovemberDecember2025FebruaryMarchApril
-97.31%
-41.74%
YINN
MCHI

Volatility

YINN vs. MCHI - Volatility Comparison

Direxion Daily China 3x Bull Shares (YINN) has a higher volatility of 47.70% compared to iShares MSCI China ETF (MCHI) at 14.44%. This indicates that YINN's price experiences larger fluctuations and is considered to be riskier than MCHI 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%NovemberDecember2025FebruaryMarchApril
47.70%
14.44%
YINN
MCHI