PortfoliosLab logoPortfoliosLab logo
DAMD vs. NFXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DAMD vs. NFXS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance Daily Target 2X Short AMD ETF (DAMD) and Direxion Daily NFLX Bear 1X Shares (NFXS). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, DAMD achieves a -90.01% return, which is significantly lower than NFXS's 10.42% return.


DAMD

1D
21.08%
1M
-30.23%
YTD
-90.01%
6M
-89.96%
1Y
3Y*
5Y*
10Y*

NFXS

1D
-0.76%
1M
7.36%
YTD
10.42%
6M
17.80%
1Y
46.03%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DAMD vs. NFXS - Yearly Performance Comparison


Correlation

The correlation between DAMD and NFXS is -0.03, 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 Nov 17, 2025

-0.03

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

DAMD vs. NFXS — Risk / Return Rank

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

DAMD

NFXS
NFXS Risk / Return Rank: 3939
Overall Rank
NFXS Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
NFXS Sortino Ratio Rank: 4343
Sortino Ratio Rank
NFXS Omega Ratio Rank: 4848
Omega Ratio Rank
NFXS Calmar Ratio Rank: 3232
Calmar Ratio Rank
NFXS Martin Ratio Rank: 3030
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.

DAMD vs. NFXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Daily Target 2X Short AMD ETF (DAMD) and Direxion Daily NFLX Bear 1X Shares (NFXS). 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.

DAMD vs. NFXS - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


DAMDNFXSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.71

-0.37

-0.34

Drawdowns

DAMD vs. NFXS - Drawdown Comparison

The maximum DAMD drawdown since its inception was -93.52%, which is greater than NFXS's maximum drawdown of -50.37%. Use the drawdown chart below to compare losses from any high point for DAMD and NFXS.


Loading charts...

Drawdown Indicators


DAMDNFXSDifference

Max Drawdown

Largest peak-to-trough decline

-93.52%

-50.37%

-43.15%

Max Drawdown (1Y)

Largest decline over 1 year

-31.31%

Current Drawdown

Current decline from peak

-91.57%

-22.55%

-69.02%

Average Drawdown

Average peak-to-trough decline

-39.60%

-32.34%

-7.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.42%

Volatility

DAMD vs. NFXS - Volatility Comparison


Loading charts...

Volatility by Period


DAMDNFXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.64%

Volatility (6M)

Calculated over the trailing 6-month period

25.94%

Volatility (1Y)

Calculated over the trailing 1-year period

138.28%

33.08%

+105.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

138.28%

34.61%

+103.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

138.28%

34.61%

+103.67%

DAMD vs. NFXS - Expense Ratio Comparison

DAMD has a 1.31% expense ratio, which is higher than NFXS's 1.03% expense ratio.


Dividends

DAMD vs. NFXS - Dividend Comparison

DAMD has not paid dividends to shareholders, while NFXS's dividend yield for the trailing twelve months is around 2.83%.


PositionTTM20252024
DAMD
Defiance Daily Target 2X Short AMD ETF
0.00%0.00%0.00%
NFXS
Direxion Daily NFLX Bear 1X Shares
2.83%3.53%0.87%

Frequently Asked Questions


DAMD and NFXS have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, NFXS is cheaper at 1.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

NFXS is cheaper with a 1.03% expense ratio, compared with 1.31% for DAMD.

NFXS has the higher dividend yield at 2.83%, compared with 0.00% for DAMD.

They also come from different issuers: Defiance and Direxion. Their fees differ too: 1.31% for DAMD and 1.03% for NFXS.

Portfolio Optimizer

Find the right allocation for DAMD and NFXS

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