DRV vs. AZN
DRV (Direxion Daily Real Estate Bear 3x Shares) is REIT fund tracking the MSCI US REIT Index (-300%), while AZN (AstraZeneca PLC) is a stock. Over the past 10 years, DRV returned -27.93%/yr vs 12.78%/yr for AZN. Their -0.35 correlation means they have often moved in opposite directions in the past.
Performance
DRV vs. AZN - Performance Comparison
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Returns By Period
In the year-to-date period, DRV achieves a -31.44% return, which is significantly lower than AZN's -5.80% return. Over the past 10 years, DRV has underperformed AZN with an annualized return of -27.93%, while AZN has yielded a comparatively higher 12.78% annualized return.
DRV
- 1D
- 1.83%
- 1M
- -2.68%
- 6M
- -25.85%
- YTD
- -31.44%
- 1Y
- -28.22%
- 3Y*
- -23.26%
- 5Y*
- -15.14%
- 10Y*
- -27.93%
- ALL TIME*
- -43.10%
AZN
- 1D
- -0.99%
- 1M
- -13.07%
- 6M
- -6.66%
- YTD
- -5.80%
- 1Y
- 17.91%
- 3Y*
- 8.37%
- 5Y*
- 10.71%
- 10Y*
- 12.78%
- ALL TIME*
- 12.63%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $431.89M | $497.68M | $403.88M | |
| $3.36M | $3.03M | $2.54M |
DRV vs. AZN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DRV Direxion Daily Real Estate Bear 3x Shares | -31.44% | -7.27% | -10.50% | -33.74% | 68.51% | -68.77% | -60.48% | -51.70% | 5.07% | -17.10% |
AZN AstraZeneca PLC | -5.80% | 43.30% | -0.62% | 1.44% | 19.14% | 19.66% | 3.12% | 35.68% | 13.86% | 33.10% |
Correlation
The correlation between DRV and AZN is -0.41, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.41 |
Correlation (3Y) Balances recent behavior with more history. | -0.39 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.36 |
Correlation (10Y) Provides a long-term view across more market conditions. | -0.28 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2009 | -0.35 |
The correlation between DRV and AZN shifts across timeframes, from -0.41 (1 year) to -0.28 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
DRV vs. AZN — Risk / Return Rank
DRV
AZN
DRV vs. AZN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Real Estate Bear 3x Shares (DRV) and AstraZeneca PLC (AZN). 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.
| DRV | AZN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.38 | ||
| Sortino ratioReturn per unit of downside risk | -2.06 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.15 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.74 | 0.92 | -1.66 |
| Martin ratioReturn relative to average drawdown | -1.49 | 2.43 | -3.93 |
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Drawdowns
DRV vs. AZN - Drawdown Comparison
The maximum DRV drawdown since its inception was -99.99%, which is greater than AZN's maximum drawdown of -48.94%. Use the drawdown chart below to compare losses from any high point for DRV and AZN.
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Drawdown Indicators
| DRV | AZN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.99% | -48.94% | -51.05% |
Max Drawdown (1Y)Largest decline over 1 year | -37.53% | -21.08% | -16.45% |
Max Drawdown (3Y)Largest decline over 3 years | -73.89% | -27.87% | -46.02% |
Max Drawdown (5Y)Largest decline over 5 years | -76.13% | -27.87% | -48.26% |
Max Drawdown (10Y)Largest decline over 10 years | -97.60% | -27.87% | -69.73% |
Current DrawdownCurrent decline from peak | -99.99% | -18.62% | -81.37% |
Average DrawdownAverage peak-to-trough decline | -97.77% | -11.39% | -86.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.46% | 7.99% | +10.47% |
Volatility
DRV vs. AZN - Volatility Comparison
Direxion Daily Real Estate Bear 3x Shares (DRV) has a higher volatility of 13.26% compared to AstraZeneca PLC (AZN) at 11.83%. This indicates that DRV's price experiences larger fluctuations and is considered to be riskier than AZN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DRV | AZN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.26% | 11.83% | +1.43% |
Volatility (6M)Calculated over the trailing 6-month period | 33.11% | 19.94% | +13.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.46% | 27.24% | +15.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 57.15% | 24.51% | +32.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 62.84% | 24.96% | +37.88% |
Dividends
DRV vs. AZN - Dividend Comparison
DRV's dividend yield for the trailing twelve months is around 3.94%, more than AZN's 3.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AZN AstraZeneca PLC | 3.14% | 1.70% | 2.27% | 2.15% | 2.12% | 2.35% | 2.80% | 2.81% | 3.69% | 3.95% | 5.01% | 4.06% |
DRV Direxion Daily Real Estate Bear 3x Shares | 3.94% | 2.88% | 4.57% | 5.35% | 0.38% | 0.00% | 0.58% | 1.71% | 0.42% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DRV and AZN have a correlation of -0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DRV has higher volatility (13.26%) compared to AZN (11.83%). In terms of maximum drawdown, DRV dropped -99.99% vs AZN's -48.94%.
AZN currently has the higher Sharpe Ratio (0.73 vs -0.66), 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.
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