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ERY vs. ERX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ERY vs. ERX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Energy Bear 2X Shares (ERY) and Direxion Daily Energy Bull 2X Shares (ERX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ERY achieves a -44.59% return, which is significantly lower than ERX's 66.84% return. Over the past 10 years, ERY has underperformed ERX with an annualized return of -33.88%, while ERX has yielded a comparatively higher -9.37% annualized return.


ERY

1D
-0.18%
1M
1.11%
YTD
-44.59%
6M
-42.08%
1Y
-55.06%
3Y*
-28.20%
5Y*
-38.05%
10Y*
-33.88%

ERX

1D
-0.05%
1M
-3.57%
YTD
66.84%
6M
58.30%
1Y
98.14%
3Y*
24.19%
5Y*
28.74%
10Y*
-9.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ERY vs. ERX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ERY
Direxion Daily Energy Bear 2X Shares
-44.59%-18.54%-5.58%-0.35%-73.61%-68.00%-11.94%-38.67%45.61%-5.67%
ERX
Direxion Daily Energy Bull 2X Shares
66.84%2.79%1.09%-12.26%130.58%111.91%-91.60%17.13%-55.94%-11.60%

Correlation

The correlation between ERY and ERX is -1.00, 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

-1.00

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

-1.00

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

-1.00

Correlation (10Y)
Calculated over the trailing 10-year period

-1.00

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2008

-1.00

The correlation between ERY and ERX has been stable across timeframes, ranging from -1.00 to -1.00 - a consistent structural relationship.

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Return for Risk

ERY vs. ERX — Risk / Return Rank

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

ERY
ERY Risk / Return Rank: 11
Overall Rank
ERY Sharpe Ratio Rank: 00
Sharpe Ratio Rank
ERY Sortino Ratio Rank: 00
Sortino Ratio Rank
ERY Omega Ratio Rank: 00
Omega Ratio Rank
ERY Calmar Ratio Rank: 11
Calmar Ratio Rank
ERY Martin Ratio Rank: 11
Martin Ratio Rank

ERX
ERX Risk / Return Rank: 6868
Overall Rank
ERX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
ERX Sortino Ratio Rank: 6060
Sortino Ratio Rank
ERX Omega Ratio Rank: 5858
Omega Ratio Rank
ERX Calmar Ratio Rank: 8282
Calmar Ratio Rank
ERX Martin Ratio Rank: 6464
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.

ERY vs. ERX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Energy Bear 2X Shares (ERY) and Direxion Daily Energy Bull 2X Shares (ERX). 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.


ERYERXDifference
Sharpe ratioReturn per unit of total volatility

-3.78

Sortino ratioReturn per unit of downside risk

-5.19

Omega ratioGain probability vs. loss probability

0.76

1.35

-0.59

Calmar ratioReturn relative to maximum drawdown

-0.92

4.23

-5.15

Martin ratioReturn relative to average drawdown

-1.65

11.45

-13.09

ERY vs. ERX - Sharpe Ratio Comparison

The current ERY Sharpe Ratio is -1.36, which is lower than the ERX Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of ERY and ERX, 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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Sharpe Ratios by Period


ERYERXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.36

2.42

-3.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.74

0.56

-1.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.48

-0.14

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.55

-0.09

-0.46

Drawdowns

ERY vs. ERX - Drawdown Comparison

The maximum ERY drawdown since its inception was -99.99%, roughly equal to the maximum ERX drawdown of -99.54%. Use the drawdown chart below to compare losses from any high point for ERY and ERX.


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Drawdown Indicators


ERYERXDifference

Max Drawdown

Largest peak-to-trough decline

-99.99%

-99.54%

-0.45%

Max Drawdown (1Y)

Largest decline over 1 year

-59.79%

-23.34%

-36.45%

Max Drawdown (3Y)

Largest decline over 3 years

-67.94%

-42.34%

-25.60%

Max Drawdown (5Y)

Largest decline over 5 years

-94.04%

-46.90%

-47.14%

Max Drawdown (10Y)

Largest decline over 10 years

-99.66%

-98.59%

-1.07%

Current Drawdown

Current decline from peak

-99.99%

-91.58%

-8.41%

Average Drawdown

Average peak-to-trough decline

-96.93%

-67.03%

-29.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

33.47%

8.60%

+24.87%

Volatility

ERY vs. ERX - Volatility Comparison

Direxion Daily Energy Bear 2X Shares (ERY) and Direxion Daily Energy Bull 2X Shares (ERX) have volatilities of 16.11% and 16.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ERYERXDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.11%

16.49%

-0.38%

Volatility (6M)

Calculated over the trailing 6-month period

32.64%

33.31%

-0.67%

Volatility (1Y)

Calculated over the trailing 1-year period

40.81%

41.08%

-0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.89%

51.98%

-0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

70.62%

69.16%

+1.46%

ERY vs. ERX - Expense Ratio Comparison

ERY has a 1.07% expense ratio, which is lower than ERX's 1.09% expense ratio.


Dividends

ERY vs. ERX - Dividend Comparison

ERY's dividend yield for the trailing twelve months is around 3.75%, more than ERX's 1.61% yield.


PositionTTM202520242023202220212020201920182017
ERX
Direxion Daily Energy Bull 2X Shares
1.61%2.54%2.94%3.17%2.23%2.16%2.35%1.56%3.10%0.85%
ERY
Direxion Daily Energy Bear 2X Shares
3.75%3.48%4.13%4.14%0.32%0.00%0.43%1.50%0.56%0.00%

Frequently Asked Questions


ERY and ERX have a correlation of -1.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ERX has higher volatility (16.49%) compared to ERY (16.11%). In terms of maximum drawdown, ERY dropped -99.99% vs ERX's -99.54%.

On 10-year performance, ERX leads with -9.37% vs -33.88% for ERY. On fees, ERY is cheaper at 1.07% per year. On volatility, ERY has been the lower-risk option at 16.11%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, ERX has performed better with a -9.37% return vs -33.88%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ERY is cheaper with a 1.07% expense ratio, compared with 1.09% for ERX.

ERY has the higher dividend yield at 3.75%, compared with 1.61% for ERX.

ERY tracks Energy Select Sector Index (-300%), while ERX tracks Energy Select Sector Index (300%). Their fees differ too: 1.07% for ERY and 1.09% for ERX.

ERX currently has the higher Sharpe Ratio (2.42 vs -1.36), 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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