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ERY vs. FSELX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ERY vs. FSELX - Performance Comparison

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

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ERY vs. FSELX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ERY
Direxion Daily Energy Bear 2X Shares
-47.98%-18.54%-5.58%-0.35%-73.61%-68.00%-11.94%-38.67%45.61%-5.67%
FSELX
Fidelity Select Semiconductors Portfolio
0.00%52.17%49.68%78.49%-35.27%59.16%44.33%64.50%-12.01%34.51%

Returns By Period

Over the past 10 years, ERY has underperformed FSELX with an annualized return of -36.68%, while FSELX has yielded a comparatively higher 31.42% annualized return.


ERY

1D
2.49%
1M
-17.69%
YTD
-47.98%
6M
-48.73%
1Y
-48.84%
3Y*
-27.93%
5Y*
-41.78%
10Y*
-36.68%

FSELX

1D
-4.27%
1M
-9.75%
YTD
0.00%
6M
7.40%
1Y
85.27%
3Y*
43.05%
5Y*
30.67%
10Y*
31.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ERY vs. FSELX - Expense Ratio Comparison

ERY has a 1.07% expense ratio, which is higher than FSELX's 0.68% expense ratio.


Return for Risk

ERY vs. FSELX — 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: 11
Omega Ratio Rank
ERY Calmar Ratio Rank: 11
Calmar Ratio Rank
ERY Martin Ratio Rank: 11
Martin Ratio Rank

FSELX
FSELX Risk / Return Rank: 9494
Overall Rank
FSELX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FSELX Sortino Ratio Rank: 9292
Sortino Ratio Rank
FSELX Omega Ratio Rank: 8989
Omega Ratio Rank
FSELX Calmar Ratio Rank: 9898
Calmar Ratio Rank
FSELX Martin Ratio Rank: 9898
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. FSELX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Energy Bear 2X Shares (ERY) and Fidelity Select Semiconductors Portfolio (FSELX). 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.


ERYFSELXDifference

Sharpe ratio

Return per unit of total volatility

-1.00

2.07

-3.07

Sortino ratio

Return per unit of downside risk

-1.65

2.72

-4.37

Omega ratio

Gain probability vs. loss probability

0.82

1.38

-0.56

Calmar ratio

Return relative to maximum drawdown

-0.76

4.58

-5.34

Martin ratio

Return relative to average drawdown

-1.47

18.71

-20.18

ERY vs. FSELX - Sharpe Ratio Comparison

The current ERY Sharpe Ratio is -1.00, which is lower than the FSELX Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of ERY and FSELX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ERYFSELXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.00

2.07

-3.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.81

0.80

-1.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.52

0.91

-1.43

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.55

0.49

-1.05

Correlation

The correlation between ERY and FSELX is -0.46. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

ERY vs. FSELX - Dividend Comparison

ERY's dividend yield for the trailing twelve months is around 4.00%, less than FSELX's 11.11% yield.


TTM20252024202320222021202020192018201720162015
ERY
Direxion Daily Energy Bear 2X Shares
4.00%3.48%4.13%4.14%0.32%0.00%0.43%1.50%0.56%0.00%0.00%0.00%
FSELX
Fidelity Select Semiconductors Portfolio
11.11%11.11%7.97%7.20%6.69%6.99%8.13%3.36%26.80%14.44%3.82%15.22%

Drawdowns

ERY vs. FSELX - Drawdown Comparison

The maximum ERY drawdown since its inception was -99.99%, which is greater than FSELX's maximum drawdown of -82.54%. Use the drawdown chart below to compare losses from any high point for ERY and FSELX.


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Drawdown Indicators


ERYFSELXDifference

Max Drawdown

Largest peak-to-trough decline

-99.99%

-82.54%

-17.45%

Max Drawdown (1Y)

Largest decline over 1 year

-65.95%

-17.23%

-48.72%

Max Drawdown (5Y)

Largest decline over 5 years

-94.36%

-46.37%

-47.99%

Max Drawdown (10Y)

Largest decline over 10 years

-99.66%

-46.37%

-53.29%

Current Drawdown

Current decline from peak

-99.99%

-14.38%

-85.61%

Average Drawdown

Average peak-to-trough decline

-96.89%

-28.82%

-68.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

34.07%

4.21%

+29.86%

Volatility

ERY vs. FSELX - Volatility Comparison

Direxion Daily Energy Bear 2X Shares (ERY) and Fidelity Select Semiconductors Portfolio (FSELX) have volatilities of 10.09% and 10.47%, 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


ERYFSELXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.09%

10.47%

-0.38%

Volatility (6M)

Calculated over the trailing 6-month period

27.91%

24.91%

+3.00%

Volatility (1Y)

Calculated over the trailing 1-year period

49.26%

40.89%

+8.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.05%

38.58%

+13.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

70.69%

34.71%

+35.98%