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

Correlation

The correlation between YINN and YANG 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

YINN vs. YANG - Performance Comparison

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

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

Key characteristics

Sharpe Ratio

YINN:

0.59

YANG:

-0.74

Sortino Ratio

YINN:

1.51

YANG:

-1.25

Omega Ratio

YINN:

1.20

YANG:

0.84

Calmar Ratio

YINN:

0.63

YANG:

-0.80

Martin Ratio

YINN:

1.69

YANG:

-1.47

Ulcer Index

YINN:

36.81%

YANG:

54.37%

Daily Std Dev

YINN:

106.02%

YANG:

107.85%

Max Drawdown

YINN:

-98.87%

YANG:

-99.97%

Current Drawdown

YINN:

-97.31%

YANG:

-99.97%

Returns By Period

In the year-to-date period, YINN achieves a 17.09% return, which is significantly higher than YANG's -40.25% return. Over the past 10 years, YINN has outperformed YANG with an annualized return of -30.11%, while YANG has yielded a comparatively lower -33.47% annualized return.


YINN

YTD

17.09%

1M

-27.05%

6M

-1.80%

1Y

43.36%

5Y*

-32.62%

10Y*

-30.11%

YANG

YTD

-40.25%

1M

12.70%

6M

-41.78%

1Y

-77.10%

5Y*

-43.91%

10Y*

-33.47%

*Annualized

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YINN vs. YANG - Expense Ratio Comparison

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

YINN vs. YANG — 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

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
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. YANG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily China 3x Bull Shares (YINN) and Direxion Daily China 3x Bear Shares (YANG). 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
YANG: -0.74
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
YANG: -1.25
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
YANG: 0.84
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
YANG: -0.80
The chart of Martin ratio for YINN, currently valued at 1.69, compared to the broader market0.0020.0040.0060.00
YINN: 1.69
YANG: -1.47

The current YINN Sharpe Ratio is 0.59, which is higher than the YANG Sharpe Ratio of -0.74. The chart below compares the historical Sharpe Ratios of YINN and YANG, 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
0.59
-0.74
YINN
YANG

Dividends

YINN vs. YANG - Dividend Comparison

YINN's dividend yield for the trailing twelve months is around 1.75%, less than YANG's 11.87% 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%
YANG
Direxion Daily China 3x Bear Shares
11.87%9.41%3.66%0.00%0.00%0.68%1.54%0.56%0.00%0.00%0.00%0.00%

Drawdowns

YINN vs. YANG - Drawdown Comparison

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


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

Volatility

YINN vs. YANG - Volatility Comparison

Direxion Daily China 3x Bull Shares (YINN) has a higher volatility of 47.70% compared to Direxion Daily China 3x Bear Shares (YANG) at 44.11%. This indicates that YINN's price experiences larger fluctuations and is considered to be riskier than YANG 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
47.70%
44.11%
YINN
YANG