CSCS vs. SARK
CSCS (Direxion Daily CSCO Bear 1X Shares) and SARK (Tradr Short Innovation Daily ETF) are both Inverse Equities funds. Over the past year, CSCS returned -46.14% vs -18.22% for SARK. At a 0.28 correlation, their price movements are largely independent. CSCS charges 1.00%/yr vs 0.75%/yr for SARK.
Performance
CSCS vs. SARK - Performance Comparison
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Returns By Period
In the year-to-date period, CSCS achieves a -39.33% return, which is significantly lower than SARK's -6.13% return.
CSCS
- 1D
- 0.93%
- 1M
- 0.03%
- YTD
- -39.33%
- 6M
- -38.37%
- 1Y
- -46.14%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SARK
- 1D
- 0.08%
- 1M
- -1.71%
- YTD
- -6.13%
- 6M
- -1.60%
- 1Y
- -18.22%
- 3Y*
- -30.28%
- 5Y*
- —
- 10Y*
- —
CSCS vs. SARK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CSCS Direxion Daily CSCO Bear 1X Shares | -39.33% | -11.22% |
SARK Tradr Short Innovation Daily ETF | -6.13% | -12.88% |
Correlation
The correlation between CSCS and SARK is 0.28, 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 25, 2025 | 0.28 |
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Return for Risk
CSCS vs. SARK — Risk / Return Rank
CSCS
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SARK
CSCS vs. SARK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Daily CSCO Bear 1X Shares (CSCS) and Tradr Short Innovation Daily ETF (SARK). 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.
| CSCS | SARK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 0.94 | — |
| Calmar ratioReturn relative to maximum drawdown | — | -0.69 | — |
| Martin ratioReturn relative to average drawdown | — | -1.15 | — |
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Drawdowns
CSCS vs. SARK - Drawdown Comparison
The maximum CSCS drawdown since its inception was -51.58%, smaller than the maximum SARK drawdown of -81.07%. Use the drawdown chart below to compare losses from any high point for CSCS and SARK.
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Drawdown Indicators
| CSCS | SARK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.58% | -81.07% | +29.49% |
Max Drawdown (1Y)Largest decline over 1 year | -51.58% | -26.61% | -24.97% |
Max Drawdown (3Y)Largest decline over 3 years | — | -74.42% | — |
Current DrawdownCurrent decline from peak | -47.68% | -79.28% | +31.60% |
Average DrawdownAverage peak-to-trough decline | -15.57% | -46.82% | +31.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 15.85% | — |
Volatility
CSCS vs. SARK - Volatility Comparison
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Volatility by Period
| CSCS | SARK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 12.56% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 26.56% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 31.11% | 35.79% | -4.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.11% | 56.13% | -25.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.11% | 56.13% | -25.02% |
CSCS vs. SARK - Expense Ratio Comparison
CSCS has a 1.00% expense ratio, which is higher than SARK's 0.75% expense ratio.
Dividends
CSCS vs. SARK - Dividend Comparison
CSCS's dividend yield for the trailing twelve months is around 4.70%, more than SARK's 3.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
CSCS Direxion Daily CSCO Bear 1X Shares | 4.70% | 1.72% | 0.00% | 0.00% | 0.00% |
SARK Tradr Short Innovation Daily ETF | 3.00% | 2.82% | 15.49% | 12.57% | 25.22% |
Frequently Asked Questions
CSCS and SARK have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On 1-year performance, SARK leads with -18.22% vs -46.14% for CSCS. On fees, SARK is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, SARK has performed better with a -18.22% return vs -46.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SARK is cheaper with a 0.75% expense ratio, compared with 1.00% for CSCS.
CSCS has the higher dividend yield at 4.70%, compared with 3.00% for SARK.
They also come from different issuers: Direxion and AXS. Their fees differ too: 1.00% for CSCS and 0.75% for SARK.
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