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ZIJMY vs. MUU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZIJMY vs. MUU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Zijin Mining Group Co Ltd ADR (ZIJMY) and Direxion Daily MU Bull 2X Shares (MUU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


ZIJMY

1D
0.85%
1M
-4.74%
YTD
-10.43%
6M
-11.14%
1Y
68.45%
3Y*
42.20%
5Y*
28.20%
10Y*
32.64%

MUU

1D
14.03%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZIJMY vs. MUU - Yearly Performance Comparison


Correlation

The correlation between ZIJMY and MUU is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 16, 2026

0.00

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Return for Risk

ZIJMY vs. MUU — Risk / Return Rank

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

ZIJMY
ZIJMY Risk / Return Rank: 7676
Overall Rank
ZIJMY Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
ZIJMY Sortino Ratio Rank: 7373
Sortino Ratio Rank
ZIJMY Omega Ratio Rank: 7373
Omega Ratio Rank
ZIJMY Calmar Ratio Rank: 7575
Calmar Ratio Rank
ZIJMY Martin Ratio Rank: 7676
Martin Ratio Rank

MUU

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

ZIJMY vs. MUU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Zijin Mining Group Co Ltd ADR (ZIJMY) and Direxion Daily MU Bull 2X Shares (MUU). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ZIJMYMUUDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.24

Calmar ratioReturn relative to maximum drawdown

1.93

Martin ratioReturn relative to average drawdown

4.96

ZIJMY vs. MUU - Sharpe Ratio Comparison


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Drawdowns

ZIJMY vs. MUU - Drawdown Comparison

The maximum ZIJMY drawdown since its inception was -61.63%, which is greater than MUU's maximum drawdown of -14.14%. Use the drawdown chart below to compare losses from any high point for ZIJMY and MUU.


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Drawdown Indicators


ZIJMYMUUDifference

Max Drawdown

Largest peak-to-trough decline

-61.63%

-14.14%

-47.49%

Max Drawdown (1Y)

Largest decline over 1 year

-35.61%

Max Drawdown (3Y)

Largest decline over 3 years

-35.61%

Max Drawdown (5Y)

Largest decline over 5 years

-43.04%

Max Drawdown (10Y)

Largest decline over 10 years

-49.32%

Current Drawdown

Current decline from peak

-30.45%

0.00%

-30.45%

Average Drawdown

Average peak-to-trough decline

-23.15%

-6.17%

-16.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.84%

Volatility

ZIJMY vs. MUU - Volatility Comparison


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Volatility by Period


ZIJMYMUUDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.82%

Volatility (6M)

Calculated over the trailing 6-month period

39.39%

Volatility (1Y)

Calculated over the trailing 1-year period

49.45%

222.50%

-173.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.32%

222.50%

-178.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.99%

222.50%

-175.51%

Dividends

ZIJMY vs. MUU - Dividend Comparison

ZIJMY's dividend yield for the trailing twelve months is around 2.15%, while MUU has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
MUU
Direxion Daily MU Bull 2X Shares
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ZIJMY
Zijin Mining Group Co Ltd ADR
2.15%1.52%2.02%2.30%2.19%0.89%0.95%2.75%2.85%4.88%3.49%4.90%

Frequently Asked Questions


ZIJMY and MUU have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for ZIJMY and MUU

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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