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CSCS vs. MSFD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSCS vs. MSFD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily CSCO Bear 1X Shares (CSCS) and Direxion Daily MSFT Bear 1X Shares (MSFD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CSCS achieves a -43.85% return, which is significantly lower than MSFD's 10.13% return.


CSCS

1D
-2.65%
1M
-29.36%
YTD
-43.85%
6M
-43.12%
1Y
3Y*
5Y*
10Y*

MSFD

1D
-0.27%
1M
-4.61%
YTD
10.13%
6M
9.68%
1Y
7.32%
3Y*
-7.21%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSCS vs. MSFD - Yearly Performance Comparison


2026 (YTD)2025
CSCS
Direxion Daily CSCO Bear 1X Shares
-43.85%-11.22%
MSFD
Direxion Daily MSFT Bear 1X Shares
10.13%3.09%

Correlation

The correlation between CSCS and MSFD is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 26, 2025

0.17

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Return for Risk

CSCS vs. MSFD — Risk / Return Rank

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

CSCS

MSFD
MSFD Risk / Return Rank: 1414
Overall Rank
MSFD Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
MSFD Sortino Ratio Rank: 1515
Sortino Ratio Rank
MSFD Omega Ratio Rank: 1515
Omega Ratio Rank
MSFD Calmar Ratio Rank: 1313
Calmar Ratio Rank
MSFD Martin Ratio Rank: 1414
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.

CSCS vs. MSFD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily CSCO Bear 1X Shares (CSCS) and Direxion Daily MSFT Bear 1X Shares (MSFD). 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.

CSCS vs. MSFD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CSCSMSFDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.71

-0.51

-1.20

Drawdowns

CSCS vs. MSFD - Drawdown Comparison

The maximum CSCS drawdown since its inception was -51.58%, smaller than the maximum MSFD drawdown of -59.90%. Use the drawdown chart below to compare losses from any high point for CSCS and MSFD.


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Drawdown Indicators


CSCSMSFDDifference

Max Drawdown

Largest peak-to-trough decline

-51.58%

-59.90%

+8.32%

Max Drawdown (1Y)

Largest decline over 1 year

-23.25%

Max Drawdown (3Y)

Largest decline over 3 years

-40.50%

Current Drawdown

Current decline from peak

-51.58%

-50.33%

-1.25%

Average Drawdown

Average peak-to-trough decline

-13.86%

-41.60%

+27.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.40%

Volatility

CSCS vs. MSFD - Volatility Comparison


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Volatility by Period


CSCSMSFDDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.09%

Volatility (6M)

Calculated over the trailing 6-month period

22.05%

Volatility (1Y)

Calculated over the trailing 1-year period

30.66%

25.32%

+5.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.66%

26.14%

+4.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.66%

26.14%

+4.52%

CSCS vs. MSFD - Expense Ratio Comparison

CSCS has a 1.00% expense ratio, which is lower than MSFD's 1.06% expense ratio.


Dividends

CSCS vs. MSFD - Dividend Comparison

CSCS's dividend yield for the trailing twelve months is around 4.13%, more than MSFD's 2.84% yield.


PositionTTM2025202420232022
CSCS
Direxion Daily CSCO Bear 1X Shares
4.13%1.72%0.00%0.00%0.00%
MSFD
Direxion Daily MSFT Bear 1X Shares
2.84%3.33%4.46%4.43%0.74%

Frequently Asked Questions


CSCS and MSFD have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CSCS is cheaper at 1.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CSCS is cheaper with a 1.00% expense ratio, compared with 1.06% for MSFD.

CSCS has the higher dividend yield at 4.13%, compared with 2.84% for MSFD.

Their fees differ too: 1.00% for CSCS and 1.06% for MSFD.

Portfolio Optimizer

Find the right allocation for CSCS and MSFD

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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