PortfoliosLab logoPortfoliosLab logo
YINN vs. OOQB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

YINN vs. OOQB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily China 3x Bull Shares (YINN) and Volatility Shares One+One Nasdaq-100® and Bitcoin ETF (OOQB). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

YINN vs. OOQB - Yearly Performance Comparison


Returns By Period

In the year-to-date period, YINN achieves a -24.84% return, which is significantly higher than OOQB's -27.42% return.


YINN

1D
-2.62%
1M
-12.56%
YTD
-24.84%
6M
-41.84%
1Y
-21.62%
3Y*
-10.54%
5Y*
-38.80%
10Y*
-18.56%

OOQB

1D
1.78%
1M
-6.25%
YTD
-27.42%
6M
-46.56%
1Y
-16.33%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


YINN vs. OOQB - Expense Ratio Comparison

YINN has a 1.52% expense ratio, which is higher than OOQB's 0.75% expense ratio.


Return for Risk

YINN vs. OOQB — Risk / Return Rank

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

YINN
YINN Risk / Return Rank: 77
Overall Rank
YINN Sharpe Ratio Rank: 77
Sharpe Ratio Rank
YINN Sortino Ratio Rank: 1010
Sortino Ratio Rank
YINN Omega Ratio Rank: 1010
Omega Ratio Rank
YINN Calmar Ratio Rank: 44
Calmar Ratio Rank
YINN Martin Ratio Rank: 33
Martin Ratio Rank

OOQB
OOQB Risk / Return Rank: 88
Overall Rank
OOQB Sharpe Ratio Rank: 77
Sharpe Ratio Rank
OOQB Sortino Ratio Rank: 99
Sortino Ratio Rank
OOQB Omega Ratio Rank: 99
Omega Ratio Rank
OOQB Calmar Ratio Rank: 88
Calmar Ratio Rank
OOQB Martin Ratio Rank: 88
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

YINN vs. OOQB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily China 3x Bull Shares (YINN) and Volatility Shares One+One Nasdaq-100® and Bitcoin ETF (OOQB). 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.


YINNOOQBDifference

Sharpe ratio

Return per unit of total volatility

-0.30

-0.28

-0.03

Sortino ratio

Return per unit of downside risk

0.04

-0.01

+0.05

Omega ratio

Gain probability vs. loss probability

1.01

1.00

+0.01

Calmar ratio

Return relative to maximum drawdown

-0.47

-0.24

-0.23

Martin ratio

Return relative to average drawdown

-1.13

-0.54

-0.58

YINN vs. OOQB - Sharpe Ratio Comparison

The current YINN Sharpe Ratio is -0.30, which is comparable to the OOQB Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of YINN and OOQB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


YINNOOQBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.30

-0.28

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.22

-0.55

+0.33

Correlation

The correlation between YINN and OOQB is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

YINN vs. OOQB - Dividend Comparison

YINN's dividend yield for the trailing twelve months is around 1.33%, less than OOQB's 13.65% yield.


TTM202520242023202220212020201920182017
YINN
Direxion Daily China 3x Bull Shares
1.33%1.12%1.81%4.17%1.16%0.73%0.76%1.38%1.02%1.11%
OOQB
Volatility Shares One+One Nasdaq-100® and Bitcoin ETF
13.65%9.53%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

YINN vs. OOQB - Drawdown Comparison

The maximum YINN drawdown since its inception was -98.87%, which is greater than OOQB's maximum drawdown of -53.44%. Use the drawdown chart below to compare losses from any high point for YINN and OOQB.


Loading graphics...

Drawdown Indicators


YINNOOQBDifference

Max Drawdown

Largest peak-to-trough decline

-98.87%

-53.44%

-45.43%

Max Drawdown (1Y)

Largest decline over 1 year

-46.61%

-53.44%

+6.83%

Max Drawdown (5Y)

Largest decline over 5 years

-96.42%

Max Drawdown (10Y)

Largest decline over 10 years

-98.59%

Current Drawdown

Current decline from peak

-97.33%

-49.90%

-47.43%

Average Drawdown

Average peak-to-trough decline

-68.17%

-20.05%

-48.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.65%

24.19%

-4.54%

Volatility

YINN vs. OOQB - Volatility Comparison

Direxion Daily China 3x Bull Shares (YINN) has a higher volatility of 19.90% compared to Volatility Shares One+One Nasdaq-100® and Bitcoin ETF (OOQB) at 18.65%. This indicates that YINN's price experiences larger fluctuations and is considered to be riskier than OOQB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


YINNOOQBDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.90%

18.65%

+1.25%

Volatility (6M)

Calculated over the trailing 6-month period

43.88%

46.10%

-2.22%

Volatility (1Y)

Calculated over the trailing 1-year period

71.63%

59.59%

+12.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

94.09%

61.88%

+32.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

81.89%

61.88%

+20.01%