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 -49.28%/yr vs 38.48%/yr for TSLA. At a correlation of -0.11, they often move in opposite directions.
Performance
DUST vs. TSLA - Performance Comparison
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Returns By Period
In the year-to-date period, DUST achieves a -4.79% return, which is significantly higher than TSLA's -13.04% return. Over the past 10 years, DUST has underperformed TSLA with an annualized return of -49.28%, while TSLA has yielded a comparatively higher 38.48% annualized return.
DUST
- 1D
- 7.05%
- 1M
- 44.18%
- 6M
- 22.98%
- YTD
- -4.79%
- 1Y
- -70.93%
- 3Y*
- -58.02%
- 5Y*
- -46.95%
- 10Y*
- -49.28%
TSLA
- 1D
- -0.86%
- 1M
- -3.36%
- 6M
- -10.83%
- YTD
- -13.04%
- 1Y
- 21.57%
- 3Y*
- 10.43%
- 5Y*
- 12.74%
- 10Y*
- 38.48%
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 | -4.79% | -88.72% | -29.51% | -27.63% | -22.70% | -4.82% | -85.75% | -75.11% | -3.27% | -51.00% |
TSLA Tesla, Inc. | -13.04% | 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 -0.29, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | -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 -0.29 (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 | -1.23 | ||
| Sortino ratioReturn per unit of downside risk | -2.19 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.11 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.83 | 0.72 | -1.55 |
| Martin ratioReturn relative to average drawdown | -1.05 | 1.57 | -2.62 |
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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 | -85.83% | -29.93% | -55.90% |
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% | -20.17% | -79.83% |
Average DrawdownAverage peak-to-trough decline | -83.45% | -22.69% | -60.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 67.27% | 13.77% | +53.50% |
Volatility
DUST vs. TSLA - Volatility Comparison
Direxion Daily Gold Miners Bear 2X Shares (DUST) has a higher volatility of 23.53% compared to Tesla, Inc. (TSLA) at 16.68%. 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 | 23.53% | 16.68% | +6.85% |
Volatility (6M)Calculated over the trailing 6-month period | 77.17% | 31.12% | +46.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 95.66% | 44.69% | +50.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 73.51% | 59.29% | +14.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 86.97% | 59.24% | +27.73% |
Dividends
DUST vs. TSLA - Dividend Comparison
DUST's dividend yield for the trailing twelve months is around 3.98%, 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 | 3.98% | 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 -0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DUST has higher volatility (23.53%) compared to TSLA (16.68%). In terms of maximum drawdown, DUST dropped -100.00% vs TSLA's -73.63%.
TSLA currently has the higher Sharpe Ratio (0.49 vs -0.74), 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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