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ERY vs. SPXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ERY vs. SPXS - 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 S&P 500 Bear 3X Shares (SPXS). 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 SPXS's -26.34% return. Over the past 10 years, ERY has outperformed SPXS with an annualized return of -33.88%, while SPXS has yielded a comparatively lower -41.99% 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%

SPXS

1D
-1.15%
1M
-12.09%
YTD
-26.34%
6M
-25.57%
1Y
-49.42%
3Y*
-43.02%
5Y*
-34.91%
10Y*
-41.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ERY vs. SPXS - 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%
SPXS
Direxion Daily S&P 500 Bear 3X Shares
-26.34%-41.53%-42.84%-45.97%36.14%-58.11%-70.47%-56.40%3.44%-44.52%

Correlation

The correlation between ERY and SPXS is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.10

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

0.17

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

0.31

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

0.45

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

0.61

The correlation between ERY and SPXS shifts across timeframes, from -0.10 (1 year) to 0.61 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ERY vs. SPXS — 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

SPXS
SPXS Risk / Return Rank: 00
Overall Rank
SPXS Sharpe Ratio Rank: 00
Sharpe Ratio Rank
SPXS Sortino Ratio Rank: 00
Sortino Ratio Rank
SPXS Omega Ratio Rank: 00
Omega Ratio Rank
SPXS Calmar Ratio Rank: 00
Calmar Ratio Rank
SPXS Martin Ratio Rank: 11
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. SPXS - 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 S&P 500 Bear 3X Shares (SPXS). 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.


ERYSPXSDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

0.76

0.75

+0.01

Calmar ratioReturn relative to maximum drawdown

-0.92

-0.98

+0.05

Martin ratioReturn relative to average drawdown

-1.65

-1.64

-0.01

ERY vs. SPXS - Sharpe Ratio Comparison

The current ERY Sharpe Ratio is -1.36, which is comparable to the SPXS Sharpe Ratio of -1.40. The chart below compares the historical Sharpe Ratios of ERY and SPXS, 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


ERYSPXSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.36

-1.40

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.74

-0.70

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.48

-0.79

+0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.55

-0.84

+0.29

Drawdowns

ERY vs. SPXS - Drawdown Comparison

The maximum ERY drawdown since its inception was -99.99%, roughly equal to the maximum SPXS drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for ERY and SPXS.


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Drawdown Indicators


ERYSPXSDifference

Max Drawdown

Largest peak-to-trough decline

-99.99%

-100.00%

+0.01%

Max Drawdown (1Y)

Largest decline over 1 year

-59.79%

-50.77%

-9.02%

Max Drawdown (3Y)

Largest decline over 3 years

-67.94%

-84.13%

+16.19%

Max Drawdown (5Y)

Largest decline over 5 years

-94.04%

-90.11%

-3.93%

Max Drawdown (10Y)

Largest decline over 10 years

-99.66%

-99.63%

-0.03%

Current Drawdown

Current decline from peak

-99.99%

-100.00%

+0.01%

Average Drawdown

Average peak-to-trough decline

-96.93%

-96.30%

-0.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

33.47%

30.20%

+3.27%

Volatility

ERY vs. SPXS - Volatility Comparison

Direxion Daily Energy Bear 2X Shares (ERY) has a higher volatility of 16.11% compared to Direxion Daily S&P 500 Bear 3X Shares (SPXS) at 8.36%. This indicates that ERY's price experiences larger fluctuations and is considered to be riskier than SPXS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ERYSPXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.11%

8.36%

+7.75%

Volatility (6M)

Calculated over the trailing 6-month period

32.64%

26.83%

+5.81%

Volatility (1Y)

Calculated over the trailing 1-year period

40.81%

35.52%

+5.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.89%

50.38%

+1.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

70.62%

53.53%

+17.09%

ERY vs. SPXS - Expense Ratio Comparison

ERY has a 1.07% expense ratio, which is lower than SPXS's 1.08% expense ratio.


Dividends

ERY vs. SPXS - Dividend Comparison

ERY's dividend yield for the trailing twelve months is around 3.75%, less than SPXS's 4.97% yield.


PositionTTM20252024202320222021202020192018
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%
SPXS
Direxion Daily S&P 500 Bear 3X Shares
4.97%4.93%6.18%5.66%0.00%0.00%0.51%1.74%0.58%

Frequently Asked Questions


ERY and SPXS have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ERY has higher volatility (16.11%) compared to SPXS (8.36%). In terms of maximum drawdown, ERY dropped -99.99% vs SPXS's -100.00%.

On 10-year performance, ERY leads with -33.88% vs -41.99% for SPXS. On fees, ERY is cheaper at 1.07% per year. On volatility, SPXS has been the lower-risk option at 8.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, ERY has performed better with a -33.88% return vs -41.99%. 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 1.08% for SPXS.

SPXS has the higher dividend yield at 4.97%, compared with 3.75% for ERY.

ERY is categorized as Leveraged Equities, while SPXS is Inverse Equities. ERY tracks Energy Select Sector Index (-300%), while SPXS tracks S&P 500 Index (-300%). Their fees differ too: 1.07% for ERY and 1.08% for SPXS.

ERY currently has the higher Sharpe Ratio (-1.36 vs -1.40), 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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