MUD vs ONEO

Comparison between Direxion Daily MU Bear 1X Shares (MUD, ETF) and STATE STREET(R) SPDR(R) RUSSELL 1000 MOMENTUM FOCUS ETF (ONEO, ETF).

MUD vs ONEO - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	MUD(ETF)	ONEO(ETF)
Net Assets	$27M	$27M
Expense Ratio	1.02%	0.20%
Max Drawdown	96.36%	41.23%
Sharpe Ratio	-3.43	1.52
5Y Beta	-2.34	0.85
P/E Ratio	N/A	23.07
Forward P/E	N/A	16.72
5Y Dividends CAGR	N/A	8.42%
5Y EPS CAGR	N/A	17.73%
Debt to Equity	N/A	28.61%
P/S Ratio	N/A	1.61
P/B Ratio	N/A	3.40

Net Assets

MUD

$27M

Winner

ONEO

$27M

Expense Ratio

MUD

1.02%

Winner

ONEO

0.20%

Max Drawdown

MUD

96.36%

Winner

ONEO

41.23%

Sharpe Ratio

MUD

-3.43

Winner

ONEO

1.52

5Y Beta

Winner

MUD

-2.34

ONEO

0.85

P/E Ratio

MUD

N/A

ONEO

23.07

Forward P/E

MUD

N/A

ONEO

16.72

5Y Dividends CAGR

MUD

N/A

ONEO

8.42%

5Y EPS CAGR

MUD

N/A

ONEO

17.73%

Debt to Equity

MUD

N/A

ONEO

28.61%

P/S Ratio

MUD

N/A

ONEO

1.61

P/B Ratio

MUD

N/A

ONEO

3.40

MUD vs ONEO - Historical Returns

Returns include dividend reinvestment.

Period	MUD	ONEO
1 month	-33.93%	+2.97%
3 months	-62.62%	+8.45%
6 months	-79.84%	+15.48%
1 year	-91.89%	+25.45%
5 years(CAGR)	N/A	+10.03%
10 years(CAGR)	N/A	+11.61%
Max(CAGR)	-81.24%	+11.39%

MUD

-33.93%

Winner

ONEO

+2.97%

MUD

-62.62%

Winner

ONEO

+8.45%

MUD

-79.84%

Winner

ONEO

+15.48%

MUD

-91.89%

Winner

ONEO

+25.45%

5Y(CAGR)

MUD

N/A

ONEO

+10.03%

10Y(CAGR)

MUD

N/A

ONEO

+11.61%

Max(CAGR)

MUD

-81.24%

Winner

ONEO

+11.39%

MUD vs ONEO - Annual Returns (2015 - 2026)

Returns include dividend reinvestment.

Year	MUD	ONEO
2026	-72.28%	+14.07%
2025	-77.93%	+10.77%
2024	+19.12%	+15.69%
2023	N/A	+16.42%
2022	N/A	-11.69%
2021	N/A	+28.44%
2020	N/A	+10.18%
2019	N/A	+26.87%
2018	N/A	-12.86%
2017	N/A	+21.09%
2016	N/A	+11.32%
2015	N/A	-0.81%

MUD vs ONEO 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 ONEO was -40.85%, occurring on Mar 23, 2020. Recovery took 205 trading sessions.

The current MUD drawdown is -95.41%. The current ONEO drawdown is -2.17%.

Rank	MUD	ONEO
#1	-96.24% Apr 4, 2025 - Jun 3, 2026	-40.85% Jan 17, 2020 - Nov 9, 2020
#2	-24.70% Dec 31, 2024 - Apr 3, 2025	-22.57% Aug 29, 2018 - Nov 8, 2019
#3	-12.41% Nov 1, 2024 - Nov 15, 2024	-22.40% Nov 16, 2021 - Dec 14, 2023
#4	-12.08% Nov 15, 2024 - Dec 19, 2024	-19.72% Nov 25, 2024 - Aug 13, 2025
#5	-7.15% Oct 15, 2024 - Oct 31, 2024	-12.76% Dec 4, 2015 - Apr 18, 2016
#6	-3.52% Dec 19, 2024 - Dec 30, 2024	-8.80% Jan 26, 2018 - Aug 27, 2018
#7	-2.39% Oct 10, 2024 - Oct 15, 2024	-7.38% Feb 26, 2026 - Apr 16, 2026
#8	N/A	-6.98% Jul 16, 2024 - Aug 23, 2024
#9	N/A	-6.61% Mar 28, 2024 - Jul 16, 2024
#10	N/A	-5.58% Jun 6, 2016 - Jul 8, 2016
#11	N/A	-5.18% Oct 27, 2025 - Dec 10, 2025
#12	N/A	-4.88% Sep 16, 2016 - Nov 15, 2016
#13	N/A	-4.76% Jul 12, 2021 - Jul 29, 2021
#14	N/A	-4.74% Sep 2, 2021 - Oct 20, 2021
#15	N/A	-4.44% Jan 20, 2021 - Feb 8, 2021

Correlation

Correlation between MUD and ONEO is -0.89 which considered as a strong negative correlation - the stocks tend to move in opposite directions.

-0.89

-101

Dividend Comparison (2015 - 2026)

MUD vs ONEO dividend yield comparison.

Year	MUD	ONEO
2026	1.89%	0.33%
2025	9.21%	1.29%
2024	0.47%	1.30%
2023	0.00%	1.56%
2022	0.00%	1.73%
2021	0.00%	1.19%
2020	0.00%	1.28%
2019	0.00%	1.64%
2018	0.00%	1.72%
2017	0.00%	7.69%
2016	0.00%	1.82%
2015	0.00%	0.17%