BJ vs. TECL
BJ (BJ's Wholesale Club Holdings, Inc.) is a stock, while TECL (Direxion Daily Technology Bull 3X Shares) is Leveraged Equities fund tracking the Technology Select Sector Index (300%). Over the past 5 years, BJ returned 13.22%/yr vs 28.73%/yr for TECL. Their 0.17 correlation means their historical movements had little consistent relationship.
Performance
BJ vs. TECL - Performance Comparison
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Returns By Period
In the year-to-date period, BJ achieves a 7.35% return, which is significantly lower than TECL's 77.71% return.
BJ
- 1D
- -0.46%
- 1M
- 8.38%
- 6M
- 0.89%
- YTD
- 7.35%
- 1Y
- -10.33%
- 3Y*
- 12.42%
- 5Y*
- 13.22%
- 10Y*
- —
- ALL TIME*
- 20.56%
TECL
- 1D
- 14.98%
- 1M
- 6.72%
- 6M
- 88.27%
- YTD
- 77.71%
- 1Y
- 117.04%
- 3Y*
- 64.24%
- 5Y*
- 28.73%
- 10Y*
- 47.77%
- ALL TIME*
- 48.13%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $139.92M | $148.55M | $192.96M | |
| $156.89M | $152.83M | $226.69M |
BJ vs. TECL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
BJ BJ's Wholesale Club Holdings, Inc. | 7.35% | 0.76% | 34.04% | 0.76% | -1.21% | 79.64% | 63.94% | 2.62% | 4.28% |
TECL Direxion Daily Technology Bull 3X Shares | 77.71% | 38.60% | 36.15% | 203.14% | -74.32% | 112.80% | 69.46% | 185.58% | -34.18% |
Correlation
The correlation between BJ and TECL is -0.27, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.27 |
Correlation (3Y) Balances recent behavior with more history. | -0.06 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.08 |
Correlation (All Time) Calculated using the full available price history since Jun 28, 2018 | 0.17 |
The correlation between BJ and TECL shifts across timeframes, from -0.27 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BJ vs. TECL — Risk / Return Rank
BJ
TECL
BJ vs. TECL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BJ's Wholesale Club Holdings, Inc. (BJ) and Direxion Daily Technology Bull 3X Shares (TECL). 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.
| BJ | TECL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.87 | ||
| Sortino ratioReturn per unit of downside risk | -2.34 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.26 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.45 | 2.53 | -2.98 |
| Martin ratioReturn relative to average drawdown | -0.74 | 5.97 | -6.71 |
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Drawdowns
BJ vs. TECL - Drawdown Comparison
The maximum BJ drawdown since its inception was -38.76%, smaller than the maximum TECL drawdown of -77.96%. Use the drawdown chart below to compare losses from any high point for BJ and TECL.
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Drawdown Indicators
| BJ | TECL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.76% | -77.96% | +39.20% |
Max Drawdown (1Y)Largest decline over 1 year | -22.87% | -46.58% | +23.71% |
Max Drawdown (3Y)Largest decline over 3 years | -30.12% | -66.58% | +36.46% |
Max Drawdown (5Y)Largest decline over 5 years | -30.12% | -77.96% | +47.84% |
Max Drawdown (10Y)Largest decline over 10 years | — | -77.96% | — |
Current DrawdownCurrent decline from peak | -19.42% | -23.68% | +4.26% |
Average DrawdownAverage peak-to-trough decline | -12.69% | -18.45% | +5.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.99% | 19.69% | -5.70% |
Volatility
BJ vs. TECL - Volatility Comparison
The current volatility for BJ's Wholesale Club Holdings, Inc. (BJ) is 7.25%, while Direxion Daily Technology Bull 3X Shares (TECL) has a volatility of 30.57%. This indicates that BJ experiences smaller price fluctuations and is considered to be less risky than TECL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BJ | TECL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.25% | 30.57% | -23.32% |
Volatility (6M)Calculated over the trailing 6-month period | 22.30% | 66.53% | -44.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.05% | 77.41% | -47.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.39% | 76.96% | -44.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.01% | 73.75% | -36.74% |
Dividends
BJ vs. TECL - Dividend Comparison
BJ has not paid dividends to shareholders, while TECL's dividend yield for the trailing twelve months is around 4.01%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
BJ BJ's Wholesale Club Holdings, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TECL Direxion Daily Technology Bull 3X Shares | 4.01% | 7.19% | 0.29% | 0.28% | 0.22% | 0.32% | 0.52% | 0.25% | 0.47% | 0.10% |
Frequently Asked Questions
BJ and TECL have a correlation of -0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TECL has higher volatility (30.57%) compared to BJ (7.25%). In terms of maximum drawdown, BJ dropped -38.76% vs TECL's -77.96%.
TECL currently has the higher Sharpe Ratio (1.52 vs -0.35), 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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