DUST vs. TSLA

In the year-to-date period, DUST achieves a -30.86% return, which is significantly lower than TSLA's 77.13% return. Over the past 10 years, DUST has underperformed TSLA with an annualized return of -57.45%, while TSLA has yielded a comparatively higher 40.66% annualized return.

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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.

The current DUST Sharpe Ratio is -0.45, which is lower than the TSLA Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of DUST and TSLA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DUST's dividend yield for the trailing twelve months is around 1.78%, while TSLA has not paid dividends to shareholders.

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. For additional features, visit the drawdowns tool.

Direxion Daily Gold Miners Bear 2X Shares (DUST) has a higher volatility of 18.76% compared to Tesla, Inc. (TSLA) at 16.51%. 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.