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BNKD vs. SPDN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BNKD vs. SPDN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectors U.S. Big Banks Index -3X Inverse Leveraged ETNs (BNKD) and Direxion Daily S&P 500 Bear 1x Shares (SPDN). The values are adjusted to include any dividend payments, if applicable.

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BNKD vs. SPDN - Yearly Performance Comparison


Returns By Period

In the year-to-date period, BNKD achieves a 7.72% return, which is significantly higher than SPDN's 6.05% return.


BNKD

1D
-10.54%
1M
1.51%
YTD
7.72%
6M
-19.30%
1Y
-68.53%
3Y*
5Y*
10Y*

SPDN

1D
-2.74%
1M
5.71%
YTD
6.05%
6M
4.90%
1Y
-11.05%
3Y*
-9.57%
5Y*
-7.35%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BNKD vs. SPDN - Expense Ratio Comparison

BNKD has a 0.95% expense ratio, which is higher than SPDN's 0.50% expense ratio.


Return for Risk

BNKD vs. SPDN — Risk / Return Rank

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

BNKD
BNKD Risk / Return Rank: 11
Overall Rank
BNKD Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BNKD Sortino Ratio Rank: 00
Sortino Ratio Rank
BNKD Omega Ratio Rank: 11
Omega Ratio Rank
BNKD Calmar Ratio Rank: 11
Calmar Ratio Rank
BNKD Martin Ratio Rank: 44
Martin Ratio Rank

SPDN
SPDN Risk / Return Rank: 44
Overall Rank
SPDN Sharpe Ratio Rank: 33
Sharpe Ratio Rank
SPDN Sortino Ratio Rank: 33
Sortino Ratio Rank
SPDN Omega Ratio Rank: 22
Omega Ratio Rank
SPDN Calmar Ratio Rank: 55
Calmar Ratio Rank
SPDN Martin Ratio Rank: 88
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.

BNKD vs. SPDN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors U.S. Big Banks Index -3X Inverse Leveraged ETNs (BNKD) and Direxion Daily S&P 500 Bear 1x Shares (SPDN). 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.


BNKDSPDNDifference

Sharpe ratio

Return per unit of total volatility

-0.91

-0.60

-0.31

Sortino ratio

Return per unit of downside risk

-1.72

-0.73

-0.99

Omega ratio

Gain probability vs. loss probability

0.80

0.89

-0.09

Calmar ratio

Return relative to maximum drawdown

-0.83

-0.44

-0.39

Martin ratio

Return relative to average drawdown

-1.02

-0.53

-0.48

BNKD vs. SPDN - Sharpe Ratio Comparison

The current BNKD Sharpe Ratio is -0.91, which is lower than the SPDN Sharpe Ratio of -0.60. The chart below compares the historical Sharpe Ratios of BNKD and SPDN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BNKDSPDNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.91

-0.60

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.72

-0.63

-0.09

Correlation

The correlation between BNKD and SPDN is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BNKD vs. SPDN - Dividend Comparison

BNKD has not paid dividends to shareholders, while SPDN's dividend yield for the trailing twelve months is around 3.56%.


TTM202520242023202220212020201920182017
BNKD
MicroSectors U.S. Big Banks Index -3X Inverse Leveraged ETNs
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPDN
Direxion Daily S&P 500 Bear 1x Shares
3.56%4.06%5.32%5.84%0.96%0.00%0.10%1.89%1.24%0.42%

Drawdowns

BNKD vs. SPDN - Drawdown Comparison

The maximum BNKD drawdown since its inception was -84.27%, which is greater than SPDN's maximum drawdown of -73.52%. Use the drawdown chart below to compare losses from any high point for BNKD and SPDN.


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Drawdown Indicators


BNKDSPDNDifference

Max Drawdown

Largest peak-to-trough decline

-84.27%

-73.52%

-10.75%

Max Drawdown (1Y)

Largest decline over 1 year

-84.27%

-26.44%

-57.83%

Max Drawdown (5Y)

Largest decline over 5 years

-39.78%

Current Drawdown

Current decline from peak

-78.83%

-71.44%

-7.39%

Average Drawdown

Average peak-to-trough decline

-61.01%

-48.09%

-12.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

68.67%

21.69%

+46.98%

Volatility

BNKD vs. SPDN - Volatility Comparison

MicroSectors U.S. Big Banks Index -3X Inverse Leveraged ETNs (BNKD) has a higher volatility of 19.01% compared to Direxion Daily S&P 500 Bear 1x Shares (SPDN) at 5.48%. This indicates that BNKD's price experiences larger fluctuations and is considered to be riskier than SPDN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BNKDSPDNDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.01%

5.48%

+13.53%

Volatility (6M)

Calculated over the trailing 6-month period

45.69%

9.67%

+36.02%

Volatility (1Y)

Calculated over the trailing 1-year period

75.20%

18.51%

+56.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

77.02%

16.87%

+60.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

77.02%

18.13%

+58.89%