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DRN vs. NAIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DRN vs. NAIL - 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 Homebuilders & Supplies Bull 3X Shares (NAIL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DRN achieves a 29.87% return, which is significantly higher than NAIL's -12.96% return. Over the past 10 years, DRN has underperformed NAIL with an annualized return of -4.65%, while NAIL has yielded a comparatively higher 6.00% annualized return.


DRN

1D
3.48%
1M
0.92%
YTD
29.87%
6M
31.25%
1Y
12.29%
3Y*
12.52%
5Y*
-10.17%
10Y*
-4.65%

NAIL

1D
-0.37%
1M
19.42%
YTD
-12.96%
6M
-15.45%
1Y
-16.71%
3Y*
-13.68%
5Y*
-9.79%
10Y*
6.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DRN vs. NAIL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DRN
Direxion Daily Real Estate Bull 3x Shares
29.87%-11.24%-5.29%12.03%-67.26%152.94%-55.37%81.86%-25.11%7.50%
NAIL
Direxion Daily Homebuilders & Supplies Bull 3X Shares
-12.96%-40.43%-22.83%259.61%-75.23%168.20%-32.08%184.63%-73.96%268.71%

Correlation

The correlation between DRN and NAIL is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.54

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

0.58

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

0.60

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

0.52

Correlation (All Time)
Calculated using the full available price history since Aug 19, 2015

0.51

The correlation between DRN and NAIL has been stable across timeframes, ranging from 0.51 to 0.60 - a consistent structural relationship.

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Return for Risk

DRN vs. NAIL — Risk / Return Rank

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

DRN
DRN Risk / Return Rank: 1414
Overall Rank
DRN Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
DRN Sortino Ratio Rank: 1414
Sortino Ratio Rank
DRN Omega Ratio Rank: 1414
Omega Ratio Rank
DRN Calmar Ratio Rank: 1515
Calmar Ratio Rank
DRN Martin Ratio Rank: 1414
Martin Ratio Rank

NAIL
NAIL Risk / Return Rank: 88
Overall Rank
NAIL Sharpe Ratio Rank: 77
Sharpe Ratio Rank
NAIL Sortino Ratio Rank: 1010
Sortino Ratio Rank
NAIL Omega Ratio Rank: 1010
Omega Ratio Rank
NAIL Calmar Ratio Rank: 77
Calmar Ratio Rank
NAIL Martin Ratio Rank: 77
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.

DRN vs. NAIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Real Estate Bull 3x Shares (DRN) and Direxion Daily Homebuilders & Supplies Bull 3X Shares (NAIL). 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.


DRNNAILDifference
Sharpe ratioReturn per unit of total volatility

+0.48

Sortino ratioReturn per unit of downside risk

+0.31

Omega ratioGain probability vs. loss probability

1.08

1.04

+0.05

Calmar ratioReturn relative to maximum drawdown

0.51

-0.25

+0.76

Martin ratioReturn relative to average drawdown

1.12

-0.42

+1.54

DRN vs. NAIL - Sharpe Ratio Comparison

The current DRN Sharpe Ratio is 0.29, which is higher than the NAIL Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of DRN and NAIL, 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

DRN vs. NAIL - Drawdown Comparison

The maximum DRN drawdown since its inception was -86.32%, smaller than the maximum NAIL drawdown of -93.75%. Use the drawdown chart below to compare losses from any high point for DRN and NAIL.


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Drawdown Indicators


DRNNAILDifference

Max Drawdown

Largest peak-to-trough decline

-86.32%

-93.75%

+7.43%

Max Drawdown (1Y)

Largest decline over 1 year

-24.28%

-67.85%

+43.57%

Max Drawdown (3Y)

Largest decline over 3 years

-48.26%

-82.09%

+33.83%

Max Drawdown (5Y)

Largest decline over 5 years

-80.58%

-84.40%

+3.82%

Max Drawdown (10Y)

Largest decline over 10 years

-86.32%

-93.75%

+7.43%

Current Drawdown

Current decline from peak

-62.97%

-75.13%

+12.16%

Average Drawdown

Average peak-to-trough decline

-35.15%

-43.93%

+8.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.95%

40.23%

-29.28%

Volatility

DRN vs. NAIL - Volatility Comparison

The current volatility for Direxion Daily Real Estate Bull 3x Shares (DRN) is 15.77%, while Direxion Daily Homebuilders & Supplies Bull 3X Shares (NAIL) has a volatility of 24.70%. This indicates that DRN experiences smaller price fluctuations and is considered to be less risky than NAIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DRNNAILDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.77%

24.70%

-8.93%

Volatility (6M)

Calculated over the trailing 6-month period

31.71%

63.33%

-31.62%

Volatility (1Y)

Calculated over the trailing 1-year period

42.14%

88.92%

-46.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

56.85%

87.48%

-30.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.77%

89.45%

-28.68%

DRN vs. NAIL - Expense Ratio Comparison

Both DRN and NAIL have an expense ratio of 0.99%.


Dividends

DRN vs. NAIL - Dividend Comparison

DRN's dividend yield for the trailing twelve months is around 2.05%, more than NAIL's 0.91% yield.


PositionTTM202520242023202220212020201920182017
DRN
Direxion Daily Real Estate Bull 3x Shares
2.05%2.81%2.24%2.84%2.70%4.21%1.90%2.59%3.11%0.91%
NAIL
Direxion Daily Homebuilders & Supplies Bull 3X Shares
0.91%1.55%0.63%0.22%0.00%0.00%0.01%0.17%0.35%1.25%

Frequently Asked Questions


DRN and NAIL have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NAIL has higher volatility (24.70%) compared to DRN (15.77%). In terms of maximum drawdown, DRN dropped -86.32% vs NAIL's -93.75%.

On 10-year performance, NAIL leads with 6.00% vs -4.65% for DRN. Both ETFs have the same 0.99% expense ratio. On volatility, DRN has been the lower-risk option at 15.77%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, NAIL has performed better with a 6.00% return vs -4.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DRN and NAIL have the same expense ratio: 0.99% per year.

DRN has the higher dividend yield at 2.05%, compared with 0.91% for NAIL.

DRN is categorized as REIT, while NAIL is Leveraged Equities. DRN tracks MSCI US REIT Index (300%), while NAIL tracks Dow Jones U.S. Select Home Construction Index (300%).

DRN currently has the higher Sharpe Ratio (0.29 vs -0.19), 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 DRN and NAIL

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