FAST.AS vs. DPST
Compare and contrast key facts about Fastned B.V. (FAST.AS) and Direxion Daily Regional Banks Bull 3X Shares (DPST).
DPST is a passively managed fund by Direxion that tracks the performance of the Solactive US Regional Banks Total Return Index (300%). It was launched on Aug 19, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FAST.AS or DPST.
Key characteristics
| FAST.AS | DPST | |
|---|---|---|
| YTD Return | -20.30% | 51.92% |
| 1Y Return | -20.30% | 132.74% |
| 3Y Return (Ann) | -25.95% | -36.44% |
| 5Y Return (Ann) | 8.80% | -29.87% |
| Sharpe Ratio | -0.53 | 1.56 |
| Sortino Ratio | -0.59 | 2.39 |
| Omega Ratio | 0.94 | 1.29 |
| Calmar Ratio | -0.22 | 1.47 |
| Martin Ratio | -0.72 | 5.77 |
| Ulcer Index | 26.45% | 24.64% |
| Daily Std Dev | 35.55% | 91.30% |
| Max Drawdown | -85.83% | -97.73% |
| Current Drawdown | -79.19% | -91.44% |
Correlation
The correlation between FAST.AS and DPST is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
FAST.AS vs. DPST - Performance Comparison
In the year-to-date period, FAST.AS achieves a -20.30% return, which is significantly lower than DPST's 51.92% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
FAST.AS vs. DPST - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fastned B.V. (FAST.AS) and Direxion Daily Regional Banks Bull 3X Shares (DPST). 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.
Dividends
FAST.AS vs. DPST - Dividend Comparison
FAST.AS has not paid dividends to shareholders, while DPST's dividend yield for the trailing twelve months is around 1.34%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
FAST.AS Fastned B.V. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DPST Direxion Daily Regional Banks Bull 3X Shares | 1.34% | 1.78% | 1.51% | 0.59% | 0.90% | 1.29% | 2.18% | 0.30% |
Drawdowns
FAST.AS vs. DPST - Drawdown Comparison
The maximum FAST.AS drawdown since its inception was -85.83%, smaller than the maximum DPST drawdown of -97.73%. Use the drawdown chart below to compare losses from any high point for FAST.AS and DPST. For additional features, visit the drawdowns tool.
Volatility
FAST.AS vs. DPST - Volatility Comparison
The current volatility for Fastned B.V. (FAST.AS) is 12.60%, while Direxion Daily Regional Banks Bull 3X Shares (DPST) has a volatility of 41.41%. This indicates that FAST.AS experiences smaller price fluctuations and is considered to be less risky than DPST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.