PortfoliosLab logoPortfoliosLab logo
HIBS vs. FLYD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HIBS vs. FLYD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily S&P 500 High Beta Bear 3X Shares (HIBS) and MicroSectors Travel -3X Inverse Leveraged ETNs (FLYD). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

HIBS vs. FLYD - Yearly Performance Comparison


2026 (YTD)2025202420232022
HIBS
Direxion Daily S&P 500 High Beta Bear 3X Shares
-8.44%-72.44%-26.60%-62.94%-40.92%
FLYD
MicroSectors Travel -3X Inverse Leveraged ETNs
26.36%-60.42%-54.13%-75.14%-46.23%

Returns By Period

In the year-to-date period, HIBS achieves a -8.44% return, which is significantly lower than FLYD's 26.36% return.


HIBS

1D
-2.91%
1M
9.61%
YTD
-8.44%
6M
-25.12%
1Y
-80.81%
3Y*
-52.78%
5Y*
-48.81%
10Y*

FLYD

1D
-3.97%
1M
7.80%
YTD
26.36%
6M
5.01%
1Y
-62.53%
3Y*
-52.14%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


HIBS vs. FLYD - Expense Ratio Comparison

HIBS has a 1.06% expense ratio, which is higher than FLYD's 0.95% expense ratio.


Return for Risk

HIBS vs. FLYD — Risk / Return Rank

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

HIBS
HIBS Risk / Return Rank: 11
Overall Rank
HIBS Sharpe Ratio Rank: 11
Sharpe Ratio Rank
HIBS Sortino Ratio Rank: 00
Sortino Ratio Rank
HIBS Omega Ratio Rank: 00
Omega Ratio Rank
HIBS Calmar Ratio Rank: 00
Calmar Ratio Rank
HIBS Martin Ratio Rank: 44
Martin Ratio Rank

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
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.

HIBS vs. FLYD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily S&P 500 High Beta Bear 3X Shares (HIBS) and MicroSectors Travel -3X Inverse Leveraged ETNs (FLYD). 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.


HIBSFLYDDifference

Sharpe ratio

Return per unit of total volatility

-0.90

-0.67

-0.22

Sortino ratio

Return per unit of downside risk

-1.77

-0.73

-1.04

Omega ratio

Gain probability vs. loss probability

0.77

0.90

-0.13

Calmar ratio

Return relative to maximum drawdown

-0.91

-0.76

-0.16

Martin ratio

Return relative to average drawdown

-1.04

-0.86

-0.18

HIBS vs. FLYD - Sharpe Ratio Comparison

The current HIBS Sharpe Ratio is -0.90, which is lower than the FLYD Sharpe Ratio of -0.67. The chart below compares the historical Sharpe Ratios of HIBS and FLYD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


HIBSFLYDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.90

-0.67

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.69

-0.72

+0.03

Correlation

The correlation between HIBS and FLYD is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

HIBS vs. FLYD - Dividend Comparison

HIBS's dividend yield for the trailing twelve months is around 5.17%, while FLYD has not paid dividends to shareholders.


TTM2025202420232022202120202019
HIBS
Direxion Daily S&P 500 High Beta Bear 3X Shares
5.17%8.42%5.34%6.49%0.04%0.00%0.92%0.13%
FLYD
MicroSectors Travel -3X Inverse Leveraged ETNs
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

HIBS vs. FLYD - Drawdown Comparison

The maximum HIBS drawdown since its inception was -99.96%, roughly equal to the maximum FLYD drawdown of -97.96%. Use the drawdown chart below to compare losses from any high point for HIBS and FLYD.


Loading graphics...

Drawdown Indicators


HIBSFLYDDifference

Max Drawdown

Largest peak-to-trough decline

-99.96%

-97.96%

-2.00%

Max Drawdown (1Y)

Largest decline over 1 year

-88.93%

-82.41%

-6.52%

Max Drawdown (5Y)

Largest decline over 5 years

-97.19%

Current Drawdown

Current decline from peak

-99.96%

-97.09%

-2.87%

Average Drawdown

Average peak-to-trough decline

-92.95%

-82.46%

-10.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

78.08%

72.53%

+5.55%

Volatility

HIBS vs. FLYD - Volatility Comparison

Direxion Daily S&P 500 High Beta Bear 3X Shares (HIBS) and MicroSectors Travel -3X Inverse Leveraged ETNs (FLYD) have volatilities of 27.85% and 28.29%, 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.


Loading graphics...

Volatility by Period


HIBSFLYDDifference

Volatility (1M)

Calculated over the trailing 1-month period

27.85%

28.29%

-0.44%

Volatility (6M)

Calculated over the trailing 6-month period

54.19%

54.96%

-0.77%

Volatility (1Y)

Calculated over the trailing 1-year period

90.43%

92.87%

-2.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

82.11%

83.48%

-1.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

95.36%

83.48%

+11.88%