^SP600 vs. TMF

In the year-to-date period, ^SP600 achieves a -10.22% return, which is significantly lower than TMF's -3.12% return. Over the past 10 years, ^SP600 has outperformed TMF with an annualized return of 5.97%, while TMF has yielded a comparatively lower -13.35% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for S&P 600 (^SP600) and Direxion Daily 20-Year Treasury Bull 3X (TMF). 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 current ^SP600 Sharpe Ratio is -0.21, which is higher than the TMF Sharpe Ratio of -0.39. The chart below compares the historical Sharpe Ratios of ^SP600 and TMF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum ^SP600 drawdown since its inception was -59.17%, smaller than the maximum TMF drawdown of -92.11%. Use the drawdown chart below to compare losses from any high point for ^SP600 and TMF. For additional features, visit the drawdowns tool.