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DUSL vs. CRDL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DUSL vs. CRDL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Industrials Bull 3X Shares (DUSL) and Cardiol Therapeutics Inc Class A (CRDL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DUSL achieves a 53.24% return, which is significantly higher than CRDL's 9.04% return.


DUSL

1D
6.82%
1M
16.12%
YTD
53.24%
6M
45.94%
1Y
83.22%
3Y*
51.98%
5Y*
23.61%
10Y*

CRDL

1D
0.97%
1M
-20.00%
YTD
9.04%
6M
2.97%
1Y
-28.28%
3Y*
8.69%
5Y*
-16.94%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DUSL vs. CRDL - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
DUSL
Direxion Daily Industrials Bull 3X Shares
53.24%37.50%34.75%37.23%-31.17%60.72%-19.77%62.03%
CRDL
Cardiol Therapeutics Inc Class A
9.04%-25.48%51.80%65.33%-72.43%-15.14%-38.35%-5.49%

Correlation

The correlation between DUSL and CRDL is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.25

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

0.27

Correlation (All Time)
Calculated using the full available price history since Jan 15, 2019

0.23

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Return for Risk

DUSL vs. CRDL — Risk / Return Rank

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

DUSL
DUSL Risk / Return Rank: 5353
Overall Rank
DUSL Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
DUSL Sortino Ratio Rank: 5252
Sortino Ratio Rank
DUSL Omega Ratio Rank: 4848
Omega Ratio Rank
DUSL Calmar Ratio Rank: 5858
Calmar Ratio Rank
DUSL Martin Ratio Rank: 5353
Martin Ratio Rank

CRDL
CRDL Risk / Return Rank: 2424
Overall Rank
CRDL Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
CRDL Sortino Ratio Rank: 2727
Sortino Ratio Rank
CRDL Omega Ratio Rank: 2727
Omega Ratio Rank
CRDL Calmar Ratio Rank: 1616
Calmar Ratio Rank
CRDL Martin Ratio Rank: 2323
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.

DUSL vs. CRDL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Industrials Bull 3X Shares (DUSL) and Cardiol Therapeutics Inc Class A (CRDL). 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.


DUSLCRDLDifference
Sharpe ratioReturn per unit of total volatility

+2.09

Sortino ratioReturn per unit of downside risk

+2.45

Omega ratioGain probability vs. loss probability

1.27

0.97

+0.30

Calmar ratioReturn relative to maximum drawdown

2.48

-0.71

+3.20

Martin ratioReturn relative to average drawdown

8.16

-1.00

+9.16

DUSL vs. CRDL - Sharpe Ratio Comparison

The current DUSL Sharpe Ratio is 1.68, which is higher than the CRDL Sharpe Ratio of -0.42. The chart below compares the historical Sharpe Ratios of DUSL and CRDL, 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

DUSL vs. CRDL - Drawdown Comparison

The maximum DUSL drawdown since its inception was -85.74%, smaller than the maximum CRDL drawdown of -92.71%. Use the drawdown chart below to compare losses from any high point for DUSL and CRDL.


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Drawdown Indicators


DUSLCRDLDifference

Max Drawdown

Largest peak-to-trough decline

-85.74%

-92.71%

+6.97%

Max Drawdown (1Y)

Largest decline over 1 year

-33.68%

-39.87%

+6.19%

Max Drawdown (3Y)

Largest decline over 3 years

-50.86%

-72.73%

+21.87%

Max Drawdown (5Y)

Largest decline over 5 years

-58.43%

-90.72%

+32.29%

Current Drawdown

Current decline from peak

0.00%

-83.20%

+83.20%

Average Drawdown

Average peak-to-trough decline

-21.90%

-69.04%

+47.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.24%

28.28%

-18.04%

Volatility

DUSL vs. CRDL - Volatility Comparison

Direxion Daily Industrials Bull 3X Shares (DUSL) has a higher volatility of 19.73% compared to Cardiol Therapeutics Inc Class A (CRDL) at 10.59%. This indicates that DUSL's price experiences larger fluctuations and is considered to be riskier than CRDL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DUSLCRDLDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.73%

10.59%

+9.14%

Volatility (6M)

Calculated over the trailing 6-month period

41.92%

40.14%

+1.78%

Volatility (1Y)

Calculated over the trailing 1-year period

50.00%

68.64%

-18.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

53.00%

87.03%

-34.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.66%

86.74%

-25.08%

Dividends

DUSL vs. CRDL - Dividend Comparison

DUSL's dividend yield for the trailing twelve months is around 7.37%, while CRDL has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
CRDL
Cardiol Therapeutics Inc Class A
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DUSL
Direxion Daily Industrials Bull 3X Shares
7.37%11.39%6.61%1.28%0.66%0.07%0.48%1.01%1.46%0.57%

Frequently Asked Questions


DUSL and CRDL have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DUSL has higher volatility (19.73%) compared to CRDL (10.59%). In terms of maximum drawdown, DUSL dropped -85.74% vs CRDL's -92.71%.

DUSL currently has the higher Sharpe Ratio (1.68 vs -0.42), 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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