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DRIP vs. TNA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DRIP vs. TNA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares (DRIP) and Direxion Daily Small Cap Bull 3X Shares (TNA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DRIP achieves a -48.42% return, which is significantly lower than TNA's 54.93% return. Over the past 10 years, DRIP has underperformed TNA with an annualized return of -42.30%, while TNA has yielded a comparatively higher 7.48% annualized return.


DRIP

1D
-0.65%
1M
-2.28%
6M
-45.20%
YTD
-48.42%
1Y
-47.19%
3Y*
-27.53%
5Y*
-43.20%
10Y*
-42.30%

TNA

1D
1.05%
1M
1.17%
6M
30.27%
YTD
54.93%
1Y
91.93%
3Y*
24.49%
5Y*
-2.50%
10Y*
7.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DRIP vs. TNA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DRIP
Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares
-48.42%-14.81%1.27%-17.24%-73.57%-79.74%-42.76%-36.11%49.62%-9.05%
TNA
Direxion Daily Small Cap Bull 3X Shares
54.93%9.82%7.21%26.24%-62.48%27.88%-7.82%71.88%-39.89%39.15%

Correlation

The correlation between DRIP and TNA is -0.01, 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 (1Y)
Calculated over the trailing 1-year period

-0.01

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

-0.32

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

-0.46

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

-0.53

Correlation (All Time)
Calculated using the full available price history since May 29, 2015

-0.54

Over the past year, the inverse relationship between DRIP and TNA has weakened: their correlation has moved from -0.54 to -0.01, meaning they move in opposite directions less often than they have historically.

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Return for Risk

DRIP vs. TNA — Risk / Return Rank

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

DRIP
DRIP Risk / Return Rank: 33
Overall Rank
DRIP Sharpe Ratio Rank: 33
Sharpe Ratio Rank
DRIP Sortino Ratio Rank: 33
Sortino Ratio Rank
DRIP Omega Ratio Rank: 33
Omega Ratio Rank
DRIP Calmar Ratio Rank: 33
Calmar Ratio Rank
DRIP Martin Ratio Rank: 22
Martin Ratio Rank

TNA
TNA Risk / Return Rank: 6161
Overall Rank
TNA Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
TNA Sortino Ratio Rank: 5656
Sortino Ratio Rank
TNA Omega Ratio Rank: 5050
Omega Ratio Rank
TNA Calmar Ratio Rank: 7171
Calmar Ratio Rank
TNA Martin Ratio Rank: 6565
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.

DRIP vs. TNA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares (DRIP) and Direxion Daily Small Cap Bull 3X Shares (TNA). 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.


DRIPTNADifference
Sharpe ratioReturn per unit of total volatility

-2.43

Sortino ratioReturn per unit of downside risk

-3.38

Omega ratioGain probability vs. loss probability

0.87

1.25

-0.38

Calmar ratioReturn relative to maximum drawdown

-0.76

2.84

-3.60

Martin ratioReturn relative to average drawdown

-1.32

9.32

-10.64

DRIP vs. TNA - Sharpe Ratio Comparison

The current DRIP Sharpe Ratio is -0.84, which is lower than the TNA Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of DRIP and TNA, 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

DRIP vs. TNA - Drawdown Comparison

The maximum DRIP drawdown since its inception was -99.95%, which is greater than TNA's maximum drawdown of -88.09%. Use the drawdown chart below to compare losses from any high point for DRIP and TNA.


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Drawdown Indicators


DRIPTNADifference

Max Drawdown

Largest peak-to-trough decline

-99.95%

-88.09%

-11.86%

Max Drawdown (1Y)

Largest decline over 1 year

-62.18%

-32.53%

-29.65%

Max Drawdown (3Y)

Largest decline over 3 years

-76.02%

-65.78%

-10.24%

Max Drawdown (5Y)

Largest decline over 5 years

-96.24%

-82.36%

-13.88%

Max Drawdown (10Y)

Largest decline over 10 years

-99.92%

-88.09%

-11.83%

Current Drawdown

Current decline from peak

-99.94%

-34.48%

-65.46%

Average Drawdown

Average peak-to-trough decline

-90.51%

-33.92%

-56.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

35.66%

9.91%

+25.75%

Volatility

DRIP vs. TNA - Volatility Comparison

Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares (DRIP) has a higher volatility of 16.32% compared to Direxion Daily Small Cap Bull 3X Shares (TNA) at 11.63%. This indicates that DRIP's price experiences larger fluctuations and is considered to be riskier than TNA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DRIPTNADifference

Volatility (1M)

Calculated over the trailing 1-month period

16.32%

11.63%

+4.69%

Volatility (6M)

Calculated over the trailing 6-month period

44.01%

42.29%

+1.72%

Volatility (1Y)

Calculated over the trailing 1-year period

56.73%

58.13%

-1.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

68.02%

67.41%

+0.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

95.90%

68.33%

+27.57%

DRIP vs. TNA - Expense Ratio Comparison

DRIP has a 1.07% expense ratio, which is higher than TNA's 1.05% expense ratio.


Dividends

DRIP vs. TNA - Dividend Comparison

DRIP's dividend yield for the trailing twelve months is around 3.44%, more than TNA's 0.30% yield.


PositionTTM202520242023202220212020201920182017
DRIP
Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares
3.44%2.86%4.38%5.09%0.00%0.00%0.01%0.96%0.58%0.00%
TNA
Direxion Daily Small Cap Bull 3X Shares
0.30%0.78%0.93%1.27%0.31%0.06%0.03%0.44%0.36%0.15%

Frequently Asked Questions


DRIP and TNA have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DRIP has higher volatility (16.32%) compared to TNA (11.63%). In terms of maximum drawdown, DRIP dropped -99.95% vs TNA's -88.09%.

On 10-year performance, TNA leads with 7.48% vs -42.30% for DRIP. On fees, TNA is cheaper at 1.05% per year. On volatility, TNA has been the lower-risk option at 11.63%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, TNA has performed better with a 7.48% return vs -42.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TNA is cheaper with a 1.05% expense ratio, compared with 1.07% for DRIP.

DRIP has the higher dividend yield at 3.44%, compared with 0.30% for TNA.

DRIP tracks S&P Oil & Gas Exploration & Production Select Industry Index (-300%), while TNA tracks Russell 2000 Index (300% Daily). Their fees differ too: 1.07% for DRIP and 1.05% for TNA.

TNA currently has the higher Sharpe Ratio (1.59 vs -0.83), 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 DRIP and TNA

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