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DOCS vs. DFEN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DOCS vs. DFEN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Doximity, Inc. (DOCS) and Direxion Daily Aerospace & Defense Bull 3X Shares (DFEN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DOCS achieves a -54.74% return, which is significantly lower than DFEN's 13.12% return.


DOCS

1D
0.10%
1M
-14.32%
YTD
-54.74%
6M
-54.30%
1Y
-64.81%
3Y*
-14.86%
5Y*
10Y*

DFEN

1D
-2.71%
1M
7.74%
YTD
13.12%
6M
20.44%
1Y
76.99%
3Y*
64.38%
5Y*
29.22%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DOCS vs. DFEN - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DOCS
Doximity, Inc.
-54.74%-17.06%90.41%-16.45%-33.05%21.76%
DFEN
Direxion Daily Aerospace & Defense Bull 3X Shares
13.12%156.62%27.07%24.70%6.99%-23.77%

Correlation

The correlation between DOCS and DFEN is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.28

Correlation (All Time)
Calculated using the full available price history since Jun 24, 2021

0.30

The correlation between DOCS and DFEN shifts across timeframes, from 0.17 (1 year) to 0.30 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DOCS vs. DFEN — Risk / Return Rank

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

DOCS
DOCS Risk / Return Rank: 55
Overall Rank
DOCS Sharpe Ratio Rank: 22
Sharpe Ratio Rank
DOCS Sortino Ratio Rank: 33
Sortino Ratio Rank
DOCS Omega Ratio Rank: 22
Omega Ratio Rank
DOCS Calmar Ratio Rank: 99
Calmar Ratio Rank
DOCS Martin Ratio Rank: 88
Martin Ratio Rank

DFEN
DFEN Risk / Return Rank: 3838
Overall Rank
DFEN Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
DFEN Sortino Ratio Rank: 4040
Sortino Ratio Rank
DFEN Omega Ratio Rank: 3636
Omega Ratio Rank
DFEN Calmar Ratio Rank: 4242
Calmar Ratio Rank
DFEN Martin Ratio Rank: 3333
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.

DOCS vs. DFEN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Doximity, Inc. (DOCS) and Direxion Daily Aerospace & Defense Bull 3X Shares (DFEN). 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.


DOCSDFENDifference
Sharpe ratioReturn per unit of total volatility

-2.38

Sortino ratioReturn per unit of downside risk

-3.82

Omega ratioGain probability vs. loss probability

0.72

1.22

-0.50

Calmar ratioReturn relative to maximum drawdown

-0.85

1.85

-2.71

Martin ratioReturn relative to average drawdown

-1.43

4.29

-5.72

DOCS vs. DFEN - Sharpe Ratio Comparison

The current DOCS Sharpe Ratio is -1.20, which is lower than the DFEN Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of DOCS and DFEN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DOCS vs. DFEN - Drawdown Comparison

The maximum DOCS drawdown since its inception was -82.35%, smaller than the maximum DFEN drawdown of -91.36%. Use the drawdown chart below to compare losses from any high point for DOCS and DFEN.


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Drawdown Indicators


DOCSDFENDifference

Max Drawdown

Largest peak-to-trough decline

-82.35%

-91.36%

+9.01%

Max Drawdown (1Y)

Largest decline over 1 year

-76.03%

-41.75%

-34.28%

Max Drawdown (3Y)

Largest decline over 3 years

-78.34%

-43.13%

-35.21%

Max Drawdown (5Y)

Largest decline over 5 years

-55.30%

Current Drawdown

Current decline from peak

-80.36%

-25.87%

-54.49%

Average Drawdown

Average peak-to-trough decline

-57.18%

-45.20%

-11.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

45.49%

17.99%

+27.50%

Volatility

DOCS vs. DFEN - Volatility Comparison

Doximity, Inc. (DOCS) has a higher volatility of 29.57% compared to Direxion Daily Aerospace & Defense Bull 3X Shares (DFEN) at 27.31%. This indicates that DOCS's price experiences larger fluctuations and is considered to be riskier than DFEN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DOCSDFENDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.57%

27.31%

+2.26%

Volatility (6M)

Calculated over the trailing 6-month period

44.93%

55.81%

-10.88%

Volatility (1Y)

Calculated over the trailing 1-year period

54.14%

65.81%

-11.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

70.07%

60.74%

+9.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

70.07%

71.66%

-1.59%

Dividends

DOCS vs. DFEN - Dividend Comparison

DOCS has not paid dividends to shareholders, while DFEN's dividend yield for the trailing twelve months is around 7.89%.


PositionTTM202520242023202220212020201920182017
DFEN
Direxion Daily Aerospace & Defense Bull 3X Shares
7.89%8.89%14.12%1.13%0.46%1.89%0.48%0.50%1.07%1.50%
DOCS
Doximity, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DOCS and DFEN have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DOCS has higher volatility (29.57%) compared to DFEN (27.31%). In terms of maximum drawdown, DOCS dropped -82.35% vs DFEN's -91.36%.

DFEN currently has the higher Sharpe Ratio (1.18 vs -1.20), 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 DOCS and DFEN

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