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CRCD vs. FLYD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CRCD vs. FLYD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T-REX 2X Inverse CRCL Daily Target ETF (CRCD) and MicroSectors Travel -3X Inverse Leveraged ETNs (FLYD). The values are adjusted to include any dividend payments, if applicable.

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CRCD vs. FLYD - Yearly Performance Comparison


Returns By Period

In the year-to-date period, CRCD achieves a -78.35% return, which is significantly lower than FLYD's 26.36% return.


CRCD

1D
10.22%
1M
-13.49%
YTD
-78.35%
6M
-67.72%
1Y
3Y*
5Y*
10Y*

FLYD

1D
-3.97%
1M
7.80%
YTD
26.36%
6M
5.01%
1Y
-62.53%
3Y*
-52.14%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CRCD vs. FLYD - Expense Ratio Comparison

CRCD has a 1.50% expense ratio, which is higher than FLYD's 0.95% expense ratio.


Return for Risk

CRCD vs. FLYD — Risk / Return Rank

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

CRCD

FLYD
FLYD Risk / Return Rank: 33
Overall Rank
FLYD Sharpe Ratio Rank: 22
Sharpe Ratio Rank
FLYD Sortino Ratio Rank: 33
Sortino Ratio Rank
FLYD Omega Ratio Rank: 33
Omega Ratio Rank
FLYD Calmar Ratio Rank: 11
Calmar Ratio Rank
FLYD Martin Ratio Rank: 55
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.

CRCD vs. FLYD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-REX 2X Inverse CRCL Daily Target ETF (CRCD) and MicroSectors Travel -3X Inverse Leveraged ETNs (FLYD). 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.


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

CRCD vs. FLYD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CRCDFLYDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.44

-0.72

+0.28

Correlation

The correlation between CRCD and FLYD is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CRCD vs. FLYD - Dividend Comparison

Neither CRCD nor FLYD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CRCD vs. FLYD - Drawdown Comparison

The maximum CRCD drawdown since its inception was -94.38%, roughly equal to the maximum FLYD drawdown of -97.96%. Use the drawdown chart below to compare losses from any high point for CRCD and FLYD.


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Drawdown Indicators


CRCDFLYDDifference

Max Drawdown

Largest peak-to-trough decline

-94.38%

-97.96%

+3.58%

Max Drawdown (1Y)

Largest decline over 1 year

-82.41%

Current Drawdown

Current decline from peak

-89.73%

-97.09%

+7.36%

Average Drawdown

Average peak-to-trough decline

-41.29%

-82.46%

+41.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

72.53%

Volatility

CRCD vs. FLYD - Volatility Comparison


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Volatility by Period


CRCDFLYDDifference

Volatility (1M)

Calculated over the trailing 1-month period

28.29%

Volatility (6M)

Calculated over the trailing 6-month period

54.96%

Volatility (1Y)

Calculated over the trailing 1-year period

203.67%

92.87%

+110.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

203.67%

83.48%

+120.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

203.67%

83.48%

+120.19%