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AS vs. DFEN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AS vs. DFEN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amer Sports, Inc (AS) and Direxion Daily Aerospace & Defense Bull 3X Shares (DFEN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AS achieves a -5.06% return, which is significantly lower than DFEN's 13.12% return.


AS

1D
-0.39%
1M
8.18%
YTD
-5.06%
6M
-7.56%
1Y
-5.21%
3Y*
5Y*
10Y*

DFEN

1D
-2.71%
1M
7.74%
YTD
13.12%
6M
20.44%
1Y
76.99%
3Y*
64.38%
5Y*
29.22%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AS vs. DFEN - Yearly Performance Comparison


2026 (YTD)20252024
AS
Amer Sports, Inc
-5.06%33.58%108.66%
DFEN
Direxion Daily Aerospace & Defense Bull 3X Shares
13.12%156.62%41.84%

Correlation

The correlation between AS and DFEN is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Feb 1, 2024

0.32

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Return for Risk

AS vs. DFEN — Risk / Return Rank

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

AS
AS Risk / Return Rank: 3636
Overall Rank
AS Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
AS Sortino Ratio Rank: 3434
Sortino Ratio Rank
AS Omega Ratio Rank: 3434
Omega Ratio Rank
AS Calmar Ratio Rank: 3737
Calmar Ratio Rank
AS Martin Ratio Rank: 3737
Martin Ratio Rank

DFEN
DFEN Risk / Return Rank: 3838
Overall Rank
DFEN Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
DFEN Sortino Ratio Rank: 4040
Sortino Ratio Rank
DFEN Omega Ratio Rank: 3636
Omega Ratio Rank
DFEN Calmar Ratio Rank: 4242
Calmar Ratio Rank
DFEN Martin Ratio Rank: 3333
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.

AS vs. DFEN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amer Sports, Inc (AS) and Direxion Daily Aerospace & Defense Bull 3X Shares (DFEN). 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.


ASDFENDifference
Sharpe ratioReturn per unit of total volatility

-1.30

Sortino ratioReturn per unit of downside risk

-1.74

Omega ratioGain probability vs. loss probability

1.01

1.22

-0.20

Calmar ratioReturn relative to maximum drawdown

-0.18

1.85

-2.04

Martin ratioReturn relative to average drawdown

-0.36

4.29

-4.65

AS vs. DFEN - Sharpe Ratio Comparison

The current AS Sharpe Ratio is -0.13, which is lower than the DFEN Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of AS and DFEN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AS vs. DFEN - Drawdown Comparison

The maximum AS drawdown since its inception was -40.71%, smaller than the maximum DFEN drawdown of -91.36%. Use the drawdown chart below to compare losses from any high point for AS and DFEN.


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Drawdown Indicators


ASDFENDifference

Max Drawdown

Largest peak-to-trough decline

-40.71%

-91.36%

+50.65%

Max Drawdown (1Y)

Largest decline over 1 year

-28.78%

-41.75%

+12.97%

Max Drawdown (3Y)

Largest decline over 3 years

-43.13%

Max Drawdown (5Y)

Largest decline over 5 years

-55.30%

Current Drawdown

Current decline from peak

-15.49%

-25.87%

+10.38%

Average Drawdown

Average peak-to-trough decline

-13.29%

-45.20%

+31.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.56%

17.99%

-3.43%

Volatility

AS vs. DFEN - Volatility Comparison

The current volatility for Amer Sports, Inc (AS) is 10.17%, while Direxion Daily Aerospace & Defense Bull 3X Shares (DFEN) has a volatility of 27.31%. This indicates that AS experiences smaller price fluctuations and is considered to be less risky than DFEN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ASDFENDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.17%

27.31%

-17.14%

Volatility (6M)

Calculated over the trailing 6-month period

29.10%

55.81%

-26.71%

Volatility (1Y)

Calculated over the trailing 1-year period

41.31%

65.81%

-24.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.55%

60.74%

-11.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.55%

71.66%

-22.11%

Dividends

AS vs. DFEN - Dividend Comparison

AS has not paid dividends to shareholders, while DFEN's dividend yield for the trailing twelve months is around 7.89%.


PositionTTM202520242023202220212020201920182017
AS
Amer Sports, Inc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DFEN
Direxion Daily Aerospace & Defense Bull 3X Shares
7.89%8.89%14.12%1.13%0.46%1.89%0.48%0.50%1.07%1.50%

Frequently Asked Questions


AS and DFEN have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DFEN has higher volatility (27.31%) compared to AS (10.17%). In terms of maximum drawdown, AS dropped -40.71% vs DFEN's -91.36%.

DFEN currently has the higher Sharpe Ratio (1.18 vs -0.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for AS and DFEN

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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