FTN.TO vs. DRIP
Compare and contrast key facts about Financial 15 Split Corp. (FTN.TO) and Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares (DRIP).
DRIP is a passively managed fund by Direxion that tracks the performance of the S&P Oil & Gas Exploration & Production Select Industry Index (-300%). It was launched on Apr 1, 2020.
Performance
FTN.TO vs. DRIP - Performance Comparison
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FTN.TO vs. DRIP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTN.TO Financial 15 Split Corp. | -8.57% | 66.59% | 42.08% | 1.60% | -6.61% | 36.96% | -40.97% | 44.12% | -34.57% | 23.17% |
DRIP Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares | -53.27% | -18.72% | 9.97% | -19.06% | -71.69% | -79.93% | -43.73% | -39.25% | 62.31% | -14.84% |
Different Trading Currencies
FTN.TO is traded in CAD, while DRIP is traded in USD. To make them comparable, the DRIP values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, FTN.TO achieves a -8.57% return, which is significantly higher than DRIP's -53.27% return. Over the past 10 years, FTN.TO has outperformed DRIP with an annualized return of 9.53%, while DRIP has yielded a comparatively lower -46.68% annualized return.
FTN.TO
- 1D
- 0.52%
- 1M
- -8.98%
- YTD
- -8.57%
- 6M
- 6.53%
- 1Y
- 60.60%
- 3Y*
- 29.03%
- 5Y*
- 18.81%
- 10Y*
- 9.53%
DRIP
- 1D
- 3.90%
- 1M
- -28.69%
- YTD
- -53.27%
- 6M
- -51.19%
- 1Y
- -61.34%
- 3Y*
- -31.27%
- 5Y*
- -45.01%
- 10Y*
- -46.68%
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Return for Risk
FTN.TO vs. DRIP — Risk / Return Rank
FTN.TO
DRIP
FTN.TO vs. DRIP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Financial 15 Split Corp. (FTN.TO) and Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares (DRIP). 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.
| FTN.TO | DRIP | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.54 | -0.92 | +3.46 |
Sortino ratioReturn per unit of downside risk | 3.23 | -1.55 | +4.78 |
Omega ratioGain probability vs. loss probability | 1.54 | 0.82 | +0.71 |
Calmar ratioReturn relative to maximum drawdown | 3.52 | -0.81 | +4.32 |
Martin ratioReturn relative to average drawdown | 14.93 | -1.28 | +16.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FTN.TO | DRIP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.54 | -0.92 | +3.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | -0.63 | +1.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.27 | -0.47 | +0.74 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | -0.41 | +0.63 |
Correlation
The correlation between FTN.TO and DRIP is -0.35. 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
FTN.TO vs. DRIP - Dividend Comparison
FTN.TO's dividend yield for the trailing twelve months is around 12.77%, more than DRIP's 4.28% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTN.TO Financial 15 Split Corp. | 12.77% | 11.96% | 16.66% | 19.38% | 16.38% | 14.48% | 8.94% | 19.74% | 23.69% | 14.69% | 15.67% | 15.51% |
DRIP Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares | 4.28% | 2.86% | 4.38% | 5.09% | 0.00% | 0.00% | 0.01% | 0.96% | 0.58% | 0.00% | 0.00% | 0.00% |
Drawdowns
FTN.TO vs. DRIP - Drawdown Comparison
The maximum FTN.TO drawdown since its inception was -84.76%, smaller than the maximum DRIP drawdown of -99.95%. Use the drawdown chart below to compare losses from any high point for FTN.TO and DRIP.
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Drawdown Indicators
| FTN.TO | DRIP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.76% | -99.95% | +15.19% |
Max Drawdown (1Y)Largest decline over 1 year | -17.21% | -76.02% | +58.81% |
Max Drawdown (5Y)Largest decline over 5 years | -41.27% | -96.75% | +55.48% |
Max Drawdown (10Y)Largest decline over 10 years | -69.69% | -99.92% | +30.23% |
Current DrawdownCurrent decline from peak | -10.60% | -99.94% | +89.34% |
Average DrawdownAverage peak-to-trough decline | -21.34% | -90.30% | +68.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.05% | 46.55% | -42.50% |
Volatility
FTN.TO vs. DRIP - Volatility Comparison
Financial 15 Split Corp. (FTN.TO) and Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares (DRIP) have volatilities of 13.87% and 14.27%, 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
| FTN.TO | DRIP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.87% | 14.27% | -0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 18.39% | 39.16% | -20.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.95% | 67.08% | -43.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.32% | 71.88% | -48.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.24% | 100.43% | -65.19% |