MUD vs DDFJ

Comparison between Direxion Daily MU Bear 1X Shares (MUD, ETF) and Innovator Equity Dual Directional 15 Buffer ETF January (DDFJ, ETF).

MUD vs DDFJ - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	MUD(ETF)	DDFJ(ETF)
Net Assets	$73M	$73M
Expense Ratio	1.02%	0.79%
Max Drawdown	96.36%	3.34%
Sharpe Ratio	-3.51	0.70
5Y Beta	-2.34	0.36

Net Assets

MUD

$73M

Winner

DDFJ

$73M

Expense Ratio

MUD

1.02%

Winner

DDFJ

0.79%

Max Drawdown

MUD

96.36%

Winner

DDFJ

3.34%

Sharpe Ratio

MUD

-3.51

Winner

DDFJ

0.70

5Y Beta

Winner

MUD

-2.34

DDFJ

0.36

MUD vs DDFJ - Historical Returns

Returns include dividend reinvestment.

Period	MUD	DDFJ
1 month	-28.53%	+0.18%
3 months	-66.67%	+3.17%
6 months	-81.00%	+3.26%
1 year	-92.38%	N/A
Max(CAGR)	-82.21%	+7.76%

MUD

-28.53%

Winner

DDFJ

+0.18%

MUD

-66.67%

Winner

DDFJ

+3.17%

MUD

-81.00%

Winner

DDFJ

+3.26%

MUD

-92.38%

DDFJ

N/A

Max(CAGR)

MUD

-82.21%

Winner

DDFJ

+7.76%

MUD vs DDFJ - Annual Returns (2024 - 2026)

Returns include dividend reinvestment.

Year	MUD	DDFJ
2026	-74.96%	+3.26%
2025	-77.93%	N/A
2024	+19.12%	N/A

MUD vs DDFJ Drawdown Comparison

The maximum drawdown for MUD was -96.24%, occurring on Jun 3, 2026. This drawdown has not yet recovered.

The maximum drawdown for DDFJ was -3.34%, occurring on Mar 27, 2026. Recovery took 33 trading sessions.

The current MUD drawdown is -95.85%. The current DDFJ drawdown is -0.63%.

Rank	MUD	DDFJ
#1	-96.24% Apr 4, 2025 - Jun 3, 2026	-3.34% Feb 25, 2026 - Apr 14, 2026
#2	-24.70% Dec 31, 2024 - Apr 3, 2025	-0.78% Jun 4, 2026 - Jun 5, 2026
#3	-12.41% Nov 1, 2024 - Nov 15, 2024	-0.73% Jan 9, 2026 - Jan 26, 2026
#4	-12.08% Nov 15, 2024 - Dec 19, 2024	-0.68% Jan 27, 2026 - Feb 9, 2026
#5	-7.15% Oct 15, 2024 - Oct 31, 2024	-0.65% Feb 9, 2026 - Feb 25, 2026
#6	-3.52% Dec 19, 2024 - Dec 30, 2024	-0.61% May 14, 2026 - May 27, 2026
#7	-2.39% Oct 10, 2024 - Oct 15, 2024	-0.57% Apr 22, 2026 - May 1, 2026
#8	N/A	-0.45% Apr 17, 2026 - Apr 22, 2026
#9	N/A	-0.28% May 8, 2026 - May 13, 2026
#10	N/A	-0.15% May 28, 2026 - Jun 4, 2026
#11	N/A	-0.07% May 4, 2026 - May 6, 2026
#12	N/A	-0.05% May 6, 2026 - May 8, 2026
#13	N/A	-0.03% Jan 6, 2026 - Jan 9, 2026

Correlation

Correlation between MUD and DDFJ is -0.96 which considered as a very strong negative correlation - the stocks move almost identically in opposite directions.

-0.96

-101