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ADBU vs. TNA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ADBU vs. TNA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily ADBE Bull 2X ETF (ADBU) and Direxion Daily Small Cap Bull 3X Shares (TNA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


ADBU

1D
-0.77%
1M
-37.98%
YTD
6M
1Y
3Y*
5Y*
10Y*

TNA

1D
1.47%
1M
11.33%
YTD
59.40%
6M
47.15%
1Y
120.91%
3Y*
33.02%
5Y*
-5.67%
10Y*
9.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ADBU vs. TNA - Yearly Performance Comparison


Correlation

The correlation between ADBU and TNA is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 25, 2026

-0.13

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Return for Risk

ADBU vs. TNA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ADBU

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


TNA
TNA Risk / Return Rank: 6868
Overall Rank
TNA Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
TNA Sortino Ratio Rank: 6060
Sortino Ratio Rank
TNA Omega Ratio Rank: 5353
Omega Ratio Rank
TNA Calmar Ratio Rank: 7979
Calmar Ratio Rank
TNA Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ADBU vs. TNA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily ADBE Bull 2X ETF (ADBU) and Direxion Daily Small Cap Bull 3X Shares (TNA). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ADBUTNADifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.30

Calmar ratioReturn relative to maximum drawdown

3.74

Martin ratioReturn relative to average drawdown

12.27

ADBU vs. TNA - Sharpe Ratio Comparison


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Drawdowns

ADBU vs. TNA - Drawdown Comparison

The maximum ADBU drawdown since its inception was -50.89%, smaller than the maximum TNA drawdown of -88.09%. Use the drawdown chart below to compare losses from any high point for ADBU and TNA.


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Drawdown Indicators


ADBUTNADifference

Max Drawdown

Largest peak-to-trough decline

-50.89%

-88.09%

+37.20%

Max Drawdown (1Y)

Largest decline over 1 year

-32.53%

Max Drawdown (3Y)

Largest decline over 3 years

-65.78%

Max Drawdown (5Y)

Largest decline over 5 years

-82.36%

Max Drawdown (10Y)

Largest decline over 10 years

-88.09%

Current Drawdown

Current decline from peak

-50.17%

-32.59%

-17.58%

Average Drawdown

Average peak-to-trough decline

-13.17%

-33.92%

+20.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.90%

Volatility

ADBU vs. TNA - Volatility Comparison


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Volatility by Period


ADBUTNADifference

Volatility (1M)

Calculated over the trailing 1-month period

19.70%

Volatility (6M)

Calculated over the trailing 6-month period

42.65%

Volatility (1Y)

Calculated over the trailing 1-year period

92.69%

58.68%

+34.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

92.69%

67.55%

+25.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

92.69%

68.49%

+24.20%

ADBU vs. TNA - Expense Ratio Comparison

ADBU has a 0.97% expense ratio, which is lower than TNA's 1.05% expense ratio.


Dividends

ADBU vs. TNA - Dividend Comparison

ADBU has not paid dividends to shareholders, while TNA's dividend yield for the trailing twelve months is around 0.29%.


PositionTTM202520242023202220212020201920182017
ADBU
Direxion Daily ADBE Bull 2X ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TNA
Direxion Daily Small Cap Bull 3X Shares
0.29%0.78%0.93%1.27%0.31%0.06%0.03%0.44%0.36%0.15%

Frequently Asked Questions


ADBU and TNA have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ADBU is cheaper at 0.97% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ADBU is cheaper with a 0.97% expense ratio, compared with 1.05% for TNA.

TNA has the higher dividend yield at 0.29%, compared with 0.00% for ADBU.

ADBU tracks Adobe Inc., while TNA tracks Russell 2000 Index (300% Daily). Their fees differ too: 0.97% for ADBU and 1.05% for TNA.

Portfolio Optimizer

Find the right allocation for ADBU and TNA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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