DUST vs. TSLA
DUST (Direxion Daily Gold Miners Bear 2X Shares) is Leveraged Equities fund tracking the NYSE Arca Gold Miners Index (-300%), while TSLA (Tesla, Inc.) is a stock. Over the past 10 years, DUST returned -50.61%/yr vs 35.57%/yr for TSLA. Their -0.11 correlation means they have often moved in opposite directions in the past.
Performance
DUST vs. TSLA - Performance Comparison
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Returns By Period
In the year-to-date period, DUST achieves a -33.05% return, which is significantly lower than TSLA's -28.50% return. Over the past 10 years, DUST has underperformed TSLA with an annualized return of -50.61%, while TSLA has yielded a comparatively higher 35.57% annualized return.
DUST
- 1D
- -14.77%
- 1M
- -15.86%
- 6M
- -4.57%
- YTD
- -33.05%
- 1Y
- -75.35%
- 3Y*
- -64.48%
- 5Y*
- -50.85%
- 10Y*
- -50.61%
- ALL TIME*
- -49.30%
TSLA
- 1D
- -1.77%
- 1M
- -23.40%
- 6M
- -20.80%
- YTD
- -28.50%
- 1Y
- 4.16%
- 3Y*
- 8.20%
- 5Y*
- 6.65%
- 10Y*
- 35.57%
- ALL TIME*
- 41.04%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $30.77M | $36.43M | $43.78M | |
TSLA Tesla, Inc. | $14.97B | $13.72B | $18.12B |
DUST vs. TSLA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DUST Direxion Daily Gold Miners Bear 2X Shares | -33.05% | -88.72% | -29.51% | -27.63% | -22.70% | -4.82% | -85.75% | -75.11% | -3.27% | -51.00% |
TSLA Tesla, Inc. | -28.50% | 11.36% | 62.52% | 101.72% | -65.03% | 49.76% | 743.44% | 25.70% | 6.89% | 45.70% |
Correlation
The correlation between DUST and TSLA is -0.31, 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. | -0.31 |
Correlation (3Y) Balances recent behavior with more history. | -0.17 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.14 |
Correlation (10Y) Provides a long-term view across more market conditions. | -0.11 |
Correlation (All Time) Calculated using the full available price history since Dec 8, 2010 | -0.11 |
The correlation between DUST and TSLA shifts across timeframes, from -0.31 (1 year) to -0.11 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
DUST vs. TSLA — Risk / Return Rank
DUST
TSLA
DUST vs. TSLA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Gold Miners Bear 2X Shares (DUST) and Tesla, Inc. (TSLA). 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.
| DUST | TSLA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -1.86 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.05 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.92 | 0.11 | -1.02 |
| Martin ratioReturn relative to average drawdown | -1.20 | 0.26 | -1.46 |
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Drawdowns
DUST vs. TSLA - Drawdown Comparison
The maximum DUST drawdown since its inception was -100.00%, which is greater than TSLA's maximum drawdown of -73.63%. Use the drawdown chart below to compare losses from any high point for DUST and TSLA.
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Drawdown Indicators
| DUST | TSLA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -100.00% | -73.63% | -26.37% |
Max Drawdown (1Y)Largest decline over 1 year | -82.39% | -39.10% | -43.29% |
Max Drawdown (3Y)Largest decline over 3 years | -97.55% | -53.77% | -43.78% |
Max Drawdown (5Y)Largest decline over 5 years | -98.68% | -73.63% | -25.05% |
Max Drawdown (10Y)Largest decline over 10 years | -99.98% | -73.63% | -26.35% |
Current DrawdownCurrent decline from peak | -100.00% | -34.36% | -65.64% |
Average DrawdownAverage peak-to-trough decline | -83.51% | -22.73% | -60.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 63.20% | 15.75% | +47.45% |
Volatility
DUST vs. TSLA - Volatility Comparison
Direxion Daily Gold Miners Bear 2X Shares (DUST) has a higher volatility of 28.44% compared to Tesla, Inc. (TSLA) at 18.27%. This indicates that DUST's price experiences larger fluctuations and is considered to be riskier than TSLA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DUST | TSLA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 28.44% | 18.27% | +10.17% |
Volatility (6M)Calculated over the trailing 6-month period | 75.35% | 34.60% | +40.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 97.21% | 46.34% | +50.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 74.16% | 59.69% | +14.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 86.75% | 59.45% | +27.30% |
Dividends
DUST vs. TSLA - Dividend Comparison
DUST's dividend yield for the trailing twelve months is around 5.67%, while TSLA has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
DUST Direxion Daily Gold Miners Bear 2X Shares | 5.67% | 12.51% | 4.99% | 4.47% | 0.00% | 0.00% | 3.60% | 2.50% | 0.37% |
TSLA Tesla, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DUST and TSLA have a correlation of -0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DUST has higher volatility (28.44%) compared to TSLA (18.27%). In terms of maximum drawdown, DUST dropped -100.00% vs TSLA's -73.63%.
TSLA currently has the higher Sharpe Ratio (0.09 vs -0.78), 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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