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CSSPX vs. SPXL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


CSSPXSPXL
YTD Return-6.61%12.49%
1Y Return-1.39%56.06%
3Y Return (Ann)-5.10%6.43%
5Y Return (Ann)0.57%18.89%
10Y Return (Ann)3.78%22.46%
Sharpe Ratio-0.131.60
Daily Std Dev15.87%34.71%
Max Drawdown-73.64%-76.86%
Current Drawdown-23.64%-18.60%

Correlation

-0.50.00.51.00.7

The correlation between CSSPX and SPXL is 0.72, 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.

Performance

CSSPX vs. SPXL - Performance Comparison

In the year-to-date period, CSSPX achieves a -6.61% return, which is significantly lower than SPXL's 12.49% return. Over the past 10 years, CSSPX has underperformed SPXL with an annualized return of 3.78%, while SPXL has yielded a comparatively higher 22.46% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%1,000.00%2,000.00%3,000.00%4,000.00%NovemberDecember2024FebruaryMarchApril
181.76%
3,398.43%
CSSPX
SPXL

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Cohen & Steers Global Realty Shares, Inc.

Direxion Daily S&P 500 Bull 3X Shares

CSSPX vs. SPXL - Expense Ratio Comparison

CSSPX has a 0.90% expense ratio, which is lower than SPXL's 1.02% expense ratio.


SPXL
Direxion Daily S&P 500 Bull 3X Shares
Expense ratio chart for SPXL: current value at 1.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.02%
Expense ratio chart for CSSPX: current value at 0.90% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.90%

Risk-Adjusted Performance

CSSPX vs. SPXL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Global Realty Shares, Inc. (CSSPX) and Direxion Daily S&P 500 Bull 3X Shares (SPXL). 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.


CSSPX
Sharpe ratio
The chart of Sharpe ratio for CSSPX, currently valued at -0.13, compared to the broader market-1.000.001.002.003.004.00-0.13
Sortino ratio
The chart of Sortino ratio for CSSPX, currently valued at -0.08, compared to the broader market-2.000.002.004.006.008.0010.00-0.08
Omega ratio
The chart of Omega ratio for CSSPX, currently valued at 0.99, compared to the broader market0.501.001.502.002.503.000.99
Calmar ratio
The chart of Calmar ratio for CSSPX, currently valued at -0.07, compared to the broader market0.002.004.006.008.0010.0012.00-0.07
Martin ratio
The chart of Martin ratio for CSSPX, currently valued at -0.35, compared to the broader market0.0010.0020.0030.0040.0050.0060.00-0.35
SPXL
Sharpe ratio
The chart of Sharpe ratio for SPXL, currently valued at 1.60, compared to the broader market-1.000.001.002.003.004.001.60
Sortino ratio
The chart of Sortino ratio for SPXL, currently valued at 2.19, compared to the broader market-2.000.002.004.006.008.0010.002.19
Omega ratio
The chart of Omega ratio for SPXL, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.001.26
Calmar ratio
The chart of Calmar ratio for SPXL, currently valued at 1.05, compared to the broader market0.002.004.006.008.0010.0012.001.05
Martin ratio
The chart of Martin ratio for SPXL, currently valued at 5.82, compared to the broader market0.0010.0020.0030.0040.0050.0060.005.82

CSSPX vs. SPXL - Sharpe Ratio Comparison

The current CSSPX Sharpe Ratio is -0.13, which is lower than the SPXL Sharpe Ratio of 1.60. The chart below compares the 12-month rolling Sharpe Ratio of CSSPX and SPXL.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2024FebruaryMarchApril
-0.13
1.60
CSSPX
SPXL

Dividends

CSSPX vs. SPXL - Dividend Comparison

CSSPX's dividend yield for the trailing twelve months is around 3.05%, more than SPXL's 0.99% yield.


TTM20232022202120202019201820172016201520142013
CSSPX
Cohen & Steers Global Realty Shares, Inc.
3.05%2.85%3.02%3.21%2.41%8.32%3.95%2.79%6.89%2.68%1.75%2.12%
SPXL
Direxion Daily S&P 500 Bull 3X Shares
0.99%0.98%0.32%0.11%0.22%0.84%1.02%3.88%0.00%0.00%0.00%0.00%

Drawdowns

CSSPX vs. SPXL - Drawdown Comparison

The maximum CSSPX drawdown since its inception was -73.64%, roughly equal to the maximum SPXL drawdown of -76.86%. Use the drawdown chart below to compare losses from any high point for CSSPX and SPXL. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2024FebruaryMarchApril
-23.64%
-18.60%
CSSPX
SPXL

Volatility

CSSPX vs. SPXL - Volatility Comparison

The current volatility for Cohen & Steers Global Realty Shares, Inc. (CSSPX) is 4.75%, while Direxion Daily S&P 500 Bull 3X Shares (SPXL) has a volatility of 11.64%. This indicates that CSSPX experiences smaller price fluctuations and is considered to be less risky than SPXL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2024FebruaryMarchApril
4.75%
11.64%
CSSPX
SPXL