Direxion Daily LLY Bull 2X Shares

10-Year Study

ELIL.US · · US · ETF

Executive Summary: Direxion Daily LLY Bull 2X Shares has compounded at -9.3% annually over the last 10 years, with a maximum drawdown of 40.4% and an annualized volatility of 283.4%.

1Y CAGR
+24.1%
3Y CAGR
-9.3%
5Y CAGR
-9.3%
10Y CAGR
-9.3%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
40.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.16
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.30
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
76.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +-34.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -34.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
0%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-8.4-0.1-25.3-3.9————————-34.3%
2025———12.8-34.59.5-11.2-6.47.125.653.0-0.937.0%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 283.4%. The dominant macroeconomic risk driver is QQQ.US, accounting for 23.5% of variance. Idiosyncratic stock-specific factors contribute 0.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2025-03-0110000
2025-04-0111279.848848194171
2025-05-017385.994234915098
2025-06-018089.140808565268
2025-07-017182.22997359688
2025-08-016722.3312259283475
2025-09-017196.570016713901
2025-10-019037.812174502822
2025-11-0113826.902114671899
2025-12-0113700.554707748954
2026-01-0112552.382336555
2026-02-0112537.84850907153
2026-03-019366.567352178863
2026-04-019001.13848315287
Annual Return Matrix
YearAnnual Return
2026-0.3430091937765206
Total Factor Risk
2.8343614240129065
VTI.US Exposure
0.0020692169605269774
VEA.US Exposure
0.040991063257712096
VWO.US Exposure
0.08799598891179408
QQQ.US Exposure
0.2346988683281895
VTV.US Exposure
0.07437634555532455
IJR.US Exposure
0.14541629062146444
QUAL.US Exposure
-0.030834047898424585
SHV.US Exposure
0.1791755977373787
TLT.US Exposure
0.1590368391394016
LQD.US Exposure
-0.018575332627286452
HYG.US Exposure
0.0299561884602343
GLD.US Exposure
0.0024100447665187322
USO.US Exposure
-0.0006434741920745852
VNQ.US Exposure
-0.013463345394389505
BTC-USD.CC Exposure
0.05762296555735604
CPER.US Exposure
0.011686134528810076
VIX.INDX Exposure
-0.0020603038655274976
UUP.US Exposure
0.00201357204204878
TIP.US Exposure
0.038127386866171356
Idiosyncratic Exposure
1.244771232332348e-9
Value Score
37.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
283.4%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →30.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$939.4B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$26
Avg Yield on Cost
0.26%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$25.680.26%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-16.5%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-9.9%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
39.2% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Direxion Daily LLY Bull 2X Shares a high-risk investment?

Direxion Daily LLY Bull 2X Shares (ELIL.US) has an annualized volatility of 283.4% and experienced a maximum drawdown of 40.4% over the last 10 years. Its primary macro risk driver is QQQ.US.

What is the 10-year return of ELIL.US?

Over the past 10 years, ELIL.US has generated a Compound Annual Growth Rate (CAGR) of -9.3%. It has had a positive return in 0% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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