PortfoliosLab logoPortfoliosLab logo
CURE vs. TMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CURE vs. TMF - 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 20+ Year Treasury Bull 3X ETF (TMF). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CURE achieves a -3.98% return, which is significantly lower than TMF's -0.03% return. Over the past 10 years, CURE has outperformed TMF with an annualized return of 15.35%, while TMF has yielded a comparatively lower -17.10% annualized return.


CURE

1D
4.52%
1M
14.41%
YTD
-3.98%
6M
-6.03%
1Y
39.34%
3Y*
4.46%
5Y*
1.58%
10Y*
15.35%

TMF

1D
-0.11%
1M
8.39%
YTD
-0.03%
6M
-2.97%
1Y
-0.36%
3Y*
-19.98%
5Y*
-30.26%
10Y*
-17.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CURE vs. TMF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CURE
Direxion Daily Healthcare Bull 3x Shares
-3.98%22.55%-8.47%-9.40%-20.51%88.30%5.02%55.66%2.82%69.32%
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
-0.03%-2.94%-35.95%-13.01%-72.60%-19.80%39.02%34.75%-11.01%22.72%

Correlation

The correlation between CURE and TMF is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.25

Correlation (3Y)
Calculated over the trailing 3-year period

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.14

Correlation (10Y)
Calculated over the trailing 10-year period

-0.01

Correlation (All Time)
Calculated using the full available price history since Jun 15, 2011

-0.13

The correlation between CURE and TMF shifts across timeframes, from -0.13 (all time) to 0.25 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

CURE vs. TMF — Risk / Return Rank

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

CURE
CURE Risk / Return Rank: 2727
Overall Rank
CURE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
CURE Sortino Ratio Rank: 3131
Sortino Ratio Rank
CURE Omega Ratio Rank: 2727
Omega Ratio Rank
CURE Calmar Ratio Rank: 2828
Calmar Ratio Rank
CURE Martin Ratio Rank: 2424
Martin Ratio Rank

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.

CURE vs. TMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Healthcare Bull 3x Shares (CURE) 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.

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.


CURETMFDifference
Sharpe ratioReturn per unit of total volatility

+0.90

Sortino ratioReturn per unit of downside risk

+1.35

Omega ratioGain probability vs. loss probability

1.17

1.02

+0.15

Calmar ratioReturn relative to maximum drawdown

1.27

-0.01

+1.28

Martin ratioReturn relative to average drawdown

2.81

-0.03

+2.84

CURE vs. TMF - Sharpe Ratio Comparison

The current CURE Sharpe Ratio is 0.89, which is higher than the TMF Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of CURE and TMF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

CURE vs. TMF - Drawdown Comparison

The maximum CURE drawdown since its inception was -69.19%, smaller than the maximum TMF drawdown of -92.89%. Use the drawdown chart below to compare losses from any high point for CURE and TMF.


Loading charts...

Drawdown Indicators


CURETMFDifference

Max Drawdown

Largest peak-to-trough decline

-69.19%

-92.89%

+23.70%

Max Drawdown (1Y)

Largest decline over 1 year

-31.10%

-26.51%

-4.59%

Max Drawdown (3Y)

Largest decline over 3 years

-51.93%

-56.09%

+4.16%

Max Drawdown (5Y)

Largest decline over 5 years

-52.23%

-88.81%

+36.58%

Max Drawdown (10Y)

Largest decline over 10 years

-69.19%

-92.89%

+23.70%

Current Drawdown

Current decline from peak

-23.78%

-91.72%

+67.94%

Average Drawdown

Average peak-to-trough decline

-18.18%

-43.79%

+25.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.04%

12.32%

+1.72%

Volatility

CURE vs. TMF - Volatility Comparison

Direxion Daily Healthcare Bull 3x Shares (CURE) has a higher volatility of 15.54% compared to Direxion Daily 20+ Year Treasury Bull 3X ETF (TMF) at 7.19%. This indicates that CURE's price experiences larger fluctuations and is considered to be riskier than TMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CURETMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.54%

7.19%

+8.35%

Volatility (6M)

Calculated over the trailing 6-month period

31.42%

19.68%

+11.74%

Volatility (1Y)

Calculated over the trailing 1-year period

44.65%

28.08%

+16.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.97%

46.61%

-2.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.58%

43.86%

+5.72%

CURE vs. TMF - Expense Ratio Comparison

CURE has a 1.08% expense ratio, which is higher than TMF's 1.01% expense ratio.


Dividends

CURE vs. TMF - Dividend Comparison

CURE's dividend yield for the trailing twelve months is around 1.18%, less than TMF's 3.95% yield.


PositionTTM202520242023202220212020201920182017
CURE
Direxion Daily Healthcare Bull 3x Shares
1.18%1.12%1.17%2.02%0.38%0.02%0.17%0.40%0.70%0.18%
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
3.95%4.06%4.29%2.82%1.62%0.13%2.23%0.94%1.49%0.41%

Frequently Asked Questions


CURE and TMF have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CURE has higher volatility (15.54%) compared to TMF (7.19%). In terms of maximum drawdown, CURE dropped -69.19% vs TMF's -92.89%.

On 10-year performance, CURE leads with 15.35% vs -17.10% for TMF. On fees, TMF is cheaper at 1.01% per year. On volatility, TMF has been the lower-risk option at 7.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, CURE has performed better with a 15.35% return vs -17.10%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TMF is cheaper with a 1.01% expense ratio, compared with 1.08% for CURE.

TMF has the higher dividend yield at 3.95%, compared with 1.18% for CURE.

CURE is categorized as Leveraged Equities, while TMF is Leveraged Bonds. CURE tracks Health Care Select Sector Index (300%), while TMF tracks ICE U.S. Treasury 20+ Year Bond Index (300%). Their fees differ too: 1.08% for CURE and 1.01% for TMF.

CURE currently has the higher Sharpe Ratio (0.89 vs -0.01), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for CURE 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.

Open Portfolio Optimizer