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DRN vs. DRV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DRN and DRV is -0.64. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.6

Performance

DRN vs. DRV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Real Estate Bull 3x Shares (DRN) and Direxion Daily Real Estate Bear 3x Shares (DRV). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%1,000.00%NovemberDecember2025FebruaryMarchApril
586.10%
-99.99%
DRN
DRV

Key characteristics

Sharpe Ratio

DRN:

0.39

DRV:

-0.63

Sortino Ratio

DRN:

0.88

DRV:

-0.73

Omega Ratio

DRN:

1.11

DRV:

0.92

Calmar Ratio

DRN:

0.28

DRV:

-0.35

Martin Ratio

DRN:

1.18

DRV:

-0.98

Ulcer Index

DRN:

17.90%

DRV:

35.58%

Daily Std Dev

DRN:

54.67%

DRV:

54.99%

Max Drawdown

DRN:

-86.32%

DRV:

-99.99%

Current Drawdown

DRN:

-70.30%

DRV:

-99.99%

Returns By Period

In the year-to-date period, DRN achieves a -7.56% return, which is significantly lower than DRV's -5.36% return. Over the past 10 years, DRN has outperformed DRV with an annualized return of -5.09%, while DRV has yielded a comparatively lower -30.74% annualized return.


DRN

YTD

-7.56%

1M

-10.05%

6M

-28.17%

1Y

21.81%

5Y*

2.05%

10Y*

-5.09%

DRV

YTD

-5.36%

1M

2.03%

6M

16.50%

1Y

-35.05%

5Y*

-32.63%

10Y*

-30.74%

*Annualized

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DRN vs. DRV - Expense Ratio Comparison

DRN has a 0.99% expense ratio, which is lower than DRV's 1.08% expense ratio.


Expense ratio chart for DRV: current value is 1.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DRV: 1.08%
Expense ratio chart for DRN: current value is 0.99%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DRN: 0.99%

Risk-Adjusted Performance

DRN vs. DRV — Risk-Adjusted Performance Rank

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

DRN
The Risk-Adjusted Performance Rank of DRN is 5252
Overall Rank
The Sharpe Ratio Rank of DRN is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of DRN is 6262
Sortino Ratio Rank
The Omega Ratio Rank of DRN is 5858
Omega Ratio Rank
The Calmar Ratio Rank of DRN is 4646
Calmar Ratio Rank
The Martin Ratio Rank of DRN is 4747
Martin Ratio Rank

DRV
The Risk-Adjusted Performance Rank of DRV is 44
Overall Rank
The Sharpe Ratio Rank of DRV is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of DRV is 33
Sortino Ratio Rank
The Omega Ratio Rank of DRV is 44
Omega Ratio Rank
The Calmar Ratio Rank of DRV is 55
Calmar Ratio Rank
The Martin Ratio Rank of DRV is 66
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.

DRN vs. DRV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Real Estate Bull 3x Shares (DRN) and Direxion Daily Real Estate Bear 3x Shares (DRV). 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 chart of Sharpe ratio for DRN, currently valued at 0.39, compared to the broader market-1.000.001.002.003.004.00
DRN: 0.39
DRV: -0.63
The chart of Sortino ratio for DRN, currently valued at 0.88, compared to the broader market-2.000.002.004.006.008.00
DRN: 0.88
DRV: -0.73
The chart of Omega ratio for DRN, currently valued at 1.11, compared to the broader market0.501.001.502.002.50
DRN: 1.11
DRV: 0.92
The chart of Calmar ratio for DRN, currently valued at 0.28, compared to the broader market0.002.004.006.008.0010.0012.00
DRN: 0.28
DRV: -0.35
The chart of Martin ratio for DRN, currently valued at 1.18, compared to the broader market0.0020.0040.0060.00
DRN: 1.18
DRV: -0.98

The current DRN Sharpe Ratio is 0.39, which is higher than the DRV Sharpe Ratio of -0.63. The chart below compares the historical Sharpe Ratios of DRN and DRV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.39
-0.63
DRN
DRV

Dividends

DRN vs. DRV - Dividend Comparison

DRN's dividend yield for the trailing twelve months is around 2.70%, less than DRV's 4.55% yield.


TTM20242023202220212020201920182017
DRN
Direxion Daily Real Estate Bull 3x Shares
2.70%2.25%2.84%2.70%4.21%1.91%2.59%3.12%0.92%
DRV
Direxion Daily Real Estate Bear 3x Shares
4.55%4.57%5.35%0.38%0.00%0.58%1.71%0.42%0.00%

Drawdowns

DRN vs. DRV - Drawdown Comparison

The maximum DRN drawdown since its inception was -86.32%, smaller than the maximum DRV drawdown of -99.99%. Use the drawdown chart below to compare losses from any high point for DRN and DRV. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%NovemberDecember2025FebruaryMarchApril
-70.30%
-99.99%
DRN
DRV

Volatility

DRN vs. DRV - Volatility Comparison

Direxion Daily Real Estate Bull 3x Shares (DRN) and Direxion Daily Real Estate Bear 3x Shares (DRV) have volatilities of 30.13% and 31.04%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
30.13%
31.04%
DRN
DRV