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CSCS vs. TMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSCS vs. TMF - 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 20+ Year Treasury Bull 3X ETF (TMF). 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 -42.32% return, which is significantly lower than TMF's -6.13% return.


CSCS

1D
1.10%
1M
-28.69%
YTD
-42.32%
6M
-41.59%
1Y
3Y*
5Y*
10Y*

TMF

1D
-1.14%
1M
1.22%
YTD
-6.13%
6M
-11.63%
1Y
0.90%
3Y*
-20.78%
5Y*
-30.52%
10Y*
-16.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSCS vs. TMF - Yearly Performance Comparison


Correlation

The correlation between CSCS and TMF is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.01

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Return for Risk

CSCS vs. TMF — Risk / Return Rank

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

CSCS

TMF
TMF Risk / Return Rank: 99
Overall Rank
TMF Sharpe Ratio Rank: 99
Sharpe Ratio Rank
TMF Sortino Ratio Rank: 99
Sortino Ratio Rank
TMF Omega Ratio Rank: 99
Omega Ratio Rank
TMF Calmar Ratio Rank: 99
Calmar Ratio Rank
TMF Martin Ratio Rank: 99
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. TMF - 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 20+ Year Treasury Bull 3X ETF (TMF). 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. TMF - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CSCSTMFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.67

-0.14

-1.54

Drawdowns

CSCS vs. TMF - Drawdown Comparison

The maximum CSCS drawdown since its inception was -50.80%, smaller than the maximum TMF drawdown of -92.89%. Use the drawdown chart below to compare losses from any high point for CSCS and TMF.


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Drawdown Indicators


CSCSTMFDifference

Max Drawdown

Largest peak-to-trough decline

-50.80%

-92.89%

+42.09%

Max Drawdown (1Y)

Largest decline over 1 year

-26.51%

Max Drawdown (3Y)

Largest decline over 3 years

-56.31%

Max Drawdown (5Y)

Largest decline over 5 years

-88.81%

Max Drawdown (10Y)

Largest decline over 10 years

-92.89%

Current Drawdown

Current decline from peak

-50.26%

-92.23%

+41.97%

Average Drawdown

Average peak-to-trough decline

-13.70%

-43.63%

+29.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.49%

Volatility

CSCS vs. TMF - Volatility Comparison


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Volatility by Period


CSCSTMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.09%

Volatility (6M)

Calculated over the trailing 6-month period

19.01%

Volatility (1Y)

Calculated over the trailing 1-year period

30.62%

28.76%

+1.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.62%

46.75%

-16.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.62%

43.92%

-13.30%

CSCS vs. TMF - Expense Ratio Comparison

CSCS has a 1.00% expense ratio, which is lower than TMF's 1.01% expense ratio.


Dividends

CSCS vs. TMF - Dividend Comparison

CSCS's dividend yield for the trailing twelve months is around 4.02%, less than TMF's 4.15% yield.


PositionTTM202520242023202220212020201920182017
CSCS
Direxion Daily CSCO Bear 1X Shares
4.02%1.72%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
4.15%4.06%4.29%2.82%1.62%0.13%2.23%0.94%1.49%0.41%

Frequently Asked Questions


CSCS and TMF have a correlation of -0.01, 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 1.01% for TMF.

TMF has the higher dividend yield at 4.15%, compared with 4.02% for CSCS.

CSCS is categorized as Inverse Equities, while TMF is Leveraged Bonds. Their fees differ too: 1.00% for CSCS and 1.01% for TMF.

Portfolio Optimizer

Find the right allocation for CSCS and TMF

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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