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BB vs. TMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BB vs. TMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackBerry Limited (BB) and Direxion Daily 20+ Year Treasury Bull 3X ETF (TMF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BB achieves a 168.60% return, which is significantly higher than TMF's -6.13% return. Over the past 10 years, BB has outperformed TMF with an annualized return of 3.44%, while TMF has yielded a comparatively lower -16.56% annualized return.


BB

1D
-1.36%
1M
82.44%
YTD
168.60%
6M
143.54%
1Y
156.42%
3Y*
24.23%
5Y*
-5.99%
10Y*
3.44%

TMF

1D
-1.14%
1M
1.22%
YTD
-6.13%
6M
-11.63%
1Y
0.90%
3Y*
-20.78%
5Y*
-30.52%
10Y*
-16.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BB vs. TMF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BB
BlackBerry Limited
168.60%0.26%6.78%8.59%-65.13%41.03%3.27%-9.70%-36.35%62.12%
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
-6.13%-2.94%-35.95%-13.01%-72.60%-19.80%39.02%34.75%-11.01%22.72%

Correlation

The correlation between BB and TMF is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.04

Correlation (3Y)
Calculated over the trailing 3-year period

0.12

Correlation (5Y)
Calculated over the trailing 5-year period

0.06

Correlation (10Y)
Calculated over the trailing 10-year period

-0.05

Correlation (All Time)
Calculated using the full available price history since Apr 17, 2009

-0.12

The correlation between BB and TMF shifts across timeframes, from -0.12 (all time) to 0.12 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

BB vs. TMF — Risk / Return Rank

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

BB
BB Risk / Return Rank: 9090
Overall Rank
BB Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
BB Sortino Ratio Rank: 9494
Sortino Ratio Rank
BB Omega Ratio Rank: 9292
Omega Ratio Rank
BB Calmar Ratio Rank: 8888
Calmar Ratio Rank
BB Martin Ratio Rank: 8383
Martin Ratio Rank

TMF
TMF Risk / Return Rank: 99
Overall Rank
TMF Sharpe Ratio Rank: 99
Sharpe Ratio Rank
TMF Sortino Ratio Rank: 99
Sortino Ratio Rank
TMF Omega Ratio Rank: 99
Omega Ratio Rank
TMF Calmar Ratio Rank: 99
Calmar Ratio Rank
TMF Martin Ratio Rank: 99
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.

BB vs. TMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackBerry Limited (BB) and Direxion Daily 20+ Year Treasury Bull 3X ETF (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.


BBTMFDifference
Sharpe ratioReturn per unit of total volatility

+3.03

Sortino ratioReturn per unit of downside risk

+3.70

Omega ratioGain probability vs. loss probability

1.47

1.03

+0.45

Calmar ratioReturn relative to maximum drawdown

4.25

0.03

+4.22

Martin ratioReturn relative to average drawdown

7.98

0.08

+7.90

BB vs. TMF - Sharpe Ratio Comparison

The current BB Sharpe Ratio is 3.06, which is higher than the TMF Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of BB and TMF, 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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Sharpe Ratios by Period


BBTMFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.06

0.03

+3.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

-0.66

+0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.06

-0.38

+0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

-0.14

+0.23

Drawdowns

BB vs. TMF - Drawdown Comparison

The maximum BB drawdown since its inception was -98.57%, which is greater than TMF's maximum drawdown of -92.89%. Use the drawdown chart below to compare losses from any high point for BB and TMF.


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Drawdown Indicators


BBTMFDifference

Max Drawdown

Largest peak-to-trough decline

-98.57%

-92.89%

-5.68%

Max Drawdown (1Y)

Largest decline over 1 year

-37.00%

-26.51%

-10.49%

Max Drawdown (3Y)

Largest decline over 3 years

-62.32%

-56.31%

-6.01%

Max Drawdown (5Y)

Largest decline over 5 years

-86.65%

-88.81%

+2.16%

Max Drawdown (10Y)

Largest decline over 10 years

-91.59%

-92.89%

+1.30%

Current Drawdown

Current decline from peak

-93.10%

-92.23%

-0.87%

Average Drawdown

Average peak-to-trough decline

-72.00%

-43.63%

-28.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.68%

11.49%

+8.19%

Volatility

BB vs. TMF - Volatility Comparison

BlackBerry Limited (BB) has a higher volatility of 21.14% compared to Direxion Daily 20+ Year Treasury Bull 3X ETF (TMF) at 8.09%. This indicates that BB's price experiences larger fluctuations and is considered to be riskier than TMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBTMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.14%

8.09%

+13.05%

Volatility (6M)

Calculated over the trailing 6-month period

39.78%

19.01%

+20.77%

Volatility (1Y)

Calculated over the trailing 1-year period

51.43%

28.76%

+22.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

57.85%

46.75%

+11.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.69%

43.92%

+15.77%

Dividends

BB vs. TMF - Dividend Comparison

BB has not paid dividends to shareholders, while TMF's dividend yield for the trailing twelve months is around 4.15%.


PositionTTM202520242023202220212020201920182017
BB
BlackBerry Limited
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
4.15%4.06%4.29%2.82%1.62%0.13%2.23%0.94%1.49%0.41%

Frequently Asked Questions


BB and TMF have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BB has higher volatility (21.14%) compared to TMF (8.09%). In terms of maximum drawdown, BB dropped -98.57% vs TMF's -92.89%.

BB currently has the higher Sharpe Ratio (3.06 vs 0.03), 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.

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