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CURE vs. PILL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CURE and PILL is 0.65, 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.


Performance

CURE vs. PILL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Healthcare Bull 3x Shares (CURE) and Direxion Daily Pharmaceutical & Medical Bull 3X Shares (PILL). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

CURE:

-0.74

PILL:

-0.39

Sortino Ratio

CURE:

-0.77

PILL:

-0.15

Omega Ratio

CURE:

0.90

PILL:

0.98

Calmar Ratio

CURE:

-0.63

PILL:

-0.25

Martin Ratio

CURE:

-1.45

PILL:

-0.90

Ulcer Index

CURE:

22.34%

PILL:

24.81%

Daily Std Dev

CURE:

47.11%

PILL:

60.75%

Max Drawdown

CURE:

-69.19%

PILL:

-88.76%

Current Drawdown

CURE:

-46.12%

PILL:

-85.36%

Returns By Period

In the year-to-date period, CURE achieves a -16.81% return, which is significantly higher than PILL's -25.17% return.


CURE

YTD

-16.81%

1M

-9.58%

6M

-24.48%

1Y

-34.84%

5Y*

7.47%

10Y*

7.34%

PILL

YTD

-25.17%

1M

22.69%

6M

-36.18%

1Y

-23.54%

5Y*

-18.65%

10Y*

N/A

*Annualized

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CURE vs. PILL - Expense Ratio Comparison

CURE has a 1.08% expense ratio, which is higher than PILL's 0.98% expense ratio.


Risk-Adjusted Performance

CURE vs. PILL — Risk-Adjusted Performance Rank

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

CURE
The Risk-Adjusted Performance Rank of CURE is 22
Overall Rank
The Sharpe Ratio Rank of CURE is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of CURE is 22
Sortino Ratio Rank
The Omega Ratio Rank of CURE is 22
Omega Ratio Rank
The Calmar Ratio Rank of CURE is 11
Calmar Ratio Rank
The Martin Ratio Rank of CURE is 11
Martin Ratio Rank

PILL
The Risk-Adjusted Performance Rank of PILL is 77
Overall Rank
The Sharpe Ratio Rank of PILL is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of PILL is 1010
Sortino Ratio Rank
The Omega Ratio Rank of PILL is 1010
Omega Ratio Rank
The Calmar Ratio Rank of PILL is 66
Calmar Ratio Rank
The Martin Ratio Rank of PILL is 55
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CURE vs. PILL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Healthcare Bull 3x Shares (CURE) and Direxion Daily Pharmaceutical & Medical Bull 3X Shares (PILL). 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.


The current CURE Sharpe Ratio is -0.74, which is lower than the PILL Sharpe Ratio of -0.39. The chart below compares the historical Sharpe Ratios of CURE and PILL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

CURE vs. PILL - Dividend Comparison

CURE's dividend yield for the trailing twelve months is around 1.39%, less than PILL's 1.55% yield.


TTM20242023202220212020201920182017
CURE
Direxion Daily Healthcare Bull 3x Shares
1.39%1.17%2.02%0.38%0.02%0.17%0.40%0.70%0.18%
PILL
Direxion Daily Pharmaceutical & Medical Bull 3X Shares
1.55%1.28%1.82%0.68%0.00%0.00%0.37%0.91%0.05%

Drawdowns

CURE vs. PILL - Drawdown Comparison

The maximum CURE drawdown since its inception was -69.19%, smaller than the maximum PILL drawdown of -88.76%. Use the drawdown chart below to compare losses from any high point for CURE and PILL. For additional features, visit the drawdowns tool.


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Volatility

CURE vs. PILL - Volatility Comparison

Direxion Daily Healthcare Bull 3x Shares (CURE) has a higher volatility of 23.87% compared to Direxion Daily Pharmaceutical & Medical Bull 3X Shares (PILL) at 22.64%. This indicates that CURE's price experiences larger fluctuations and is considered to be riskier than PILL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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