ACIC vs. SPXL

In the year-to-date period, ACIC achieves a -13.73% return, which is significantly higher than SPXL's -25.30% return. Over the past 10 years, ACIC has underperformed SPXL with an annualized return of -3.60%, while SPXL has yielded a comparatively higher 19.42% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for American Coastal Insurance Corp (ACIC) and Direxion Daily S&P 500 Bull 3X Shares (SPXL). 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 ACIC Sharpe Ratio is 0.17, which is higher than the SPXL Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of ACIC and SPXL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

ACIC's dividend yield for the trailing twelve months is around 4.47%, more than SPXL's 1.07% yield.

The maximum ACIC drawdown since its inception was -98.73%, which is greater than SPXL's maximum drawdown of -76.86%. Use the drawdown chart below to compare losses from any high point for ACIC and SPXL. For additional features, visit the drawdowns tool.

The current volatility for American Coastal Insurance Corp (ACIC) is 7.15%, while Direxion Daily S&P 500 Bull 3X Shares (SPXL) has a volatility of 41.59%. This indicates that ACIC experiences smaller price fluctuations and is considered to be less risky than SPXL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.