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FLYD vs. GUSH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLYD vs. GUSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectors Travel -3X Inverse Leveraged ETNs (FLYD) and Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares (GUSH). The values are adjusted to include any dividend payments, if applicable.

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FLYD vs. GUSH - Yearly Performance Comparison


2026 (YTD)2025202420232022
FLYD
MicroSectors Travel -3X Inverse Leveraged ETNs
31.58%-60.42%-54.13%-75.14%-46.23%
GUSH
Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares
102.61%-19.39%-12.73%-7.23%5.45%

Returns By Period

In the year-to-date period, FLYD achieves a 31.58% return, which is significantly lower than GUSH's 102.61% return.


FLYD

1D
-12.05%
1M
19.00%
YTD
31.58%
6M
12.07%
1Y
-60.68%
3Y*
-51.49%
5Y*
10Y*

GUSH

1D
-3.93%
1M
39.57%
YTD
102.61%
6M
81.38%
1Y
68.02%
3Y*
15.69%
5Y*
19.89%
10Y*
-32.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLYD vs. GUSH - Expense Ratio Comparison

FLYD has a 0.95% expense ratio, which is lower than GUSH's 1.17% expense ratio.


Return for Risk

FLYD vs. GUSH — Risk / Return Rank

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

FLYD
FLYD Risk / Return Rank: 33
Overall Rank
FLYD Sharpe Ratio Rank: 22
Sharpe Ratio Rank
FLYD Sortino Ratio Rank: 33
Sortino Ratio Rank
FLYD Omega Ratio Rank: 33
Omega Ratio Rank
FLYD Calmar Ratio Rank: 11
Calmar Ratio Rank
FLYD Martin Ratio Rank: 55
Martin Ratio Rank

GUSH
GUSH Risk / Return Rank: 6060
Overall Rank
GUSH Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
GUSH Sortino Ratio Rank: 6464
Sortino Ratio Rank
GUSH Omega Ratio Rank: 6363
Omega Ratio Rank
GUSH Calmar Ratio Rank: 6767
Calmar Ratio Rank
GUSH Martin Ratio Rank: 4545
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.

FLYD vs. GUSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors Travel -3X Inverse Leveraged ETNs (FLYD) and Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares (GUSH). 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.


FLYDGUSHDifference

Sharpe ratio

Return per unit of total volatility

-0.66

1.02

-1.67

Sortino ratio

Return per unit of downside risk

-0.66

1.55

-2.21

Omega ratio

Gain probability vs. loss probability

0.91

1.22

-0.31

Calmar ratio

Return relative to maximum drawdown

-0.73

1.61

-2.34

Martin ratio

Return relative to average drawdown

-0.83

4.01

-4.85

FLYD vs. GUSH - Sharpe Ratio Comparison

The current FLYD Sharpe Ratio is -0.66, which is lower than the GUSH Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of FLYD and GUSH, 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


FLYDGUSHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.66

1.02

-1.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.72

-0.43

-0.29

Correlation

The correlation between FLYD and GUSH is -0.33. 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

FLYD vs. GUSH - Dividend Comparison

FLYD has not paid dividends to shareholders, while GUSH's dividend yield for the trailing twelve months is around 1.23%.


TTM2025202420232022202120202019201820172016
FLYD
MicroSectors Travel -3X Inverse Leveraged ETNs
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GUSH
Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares
1.23%2.60%2.96%3.00%0.47%0.00%0.20%1.68%0.17%0.00%3.26%

Drawdowns

FLYD vs. GUSH - Drawdown Comparison

The maximum FLYD drawdown since its inception was -97.96%, roughly equal to the maximum GUSH drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for FLYD and GUSH.


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Drawdown Indicators


FLYDGUSHDifference

Max Drawdown

Largest peak-to-trough decline

-97.96%

-99.98%

+2.02%

Max Drawdown (1Y)

Largest decline over 1 year

-82.41%

-43.67%

-38.74%

Max Drawdown (5Y)

Largest decline over 5 years

-73.64%

Max Drawdown (10Y)

Largest decline over 10 years

-99.94%

Current Drawdown

Current decline from peak

-96.97%

-99.75%

+2.78%

Average Drawdown

Average peak-to-trough decline

-82.45%

-92.81%

+10.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

72.38%

17.54%

+54.84%

Volatility

FLYD vs. GUSH - Volatility Comparison

MicroSectors Travel -3X Inverse Leveraged ETNs (FLYD) has a higher volatility of 27.93% compared to Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares (GUSH) at 14.01%. This indicates that FLYD's price experiences larger fluctuations and is considered to be riskier than GUSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLYDGUSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

27.93%

14.01%

+13.92%

Volatility (6M)

Calculated over the trailing 6-month period

54.96%

38.39%

+16.57%

Volatility (1Y)

Calculated over the trailing 1-year period

92.80%

67.12%

+25.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

83.50%

68.80%

+14.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

83.50%

94.28%

-10.78%