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HIBS vs. ORCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HIBS vs. ORCS - 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 Direxion Daily ORCL Bear 1X ETF (ORCS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HIBS achieves a -61.10% return, which is significantly lower than ORCS's 18.11% return.


HIBS

1D
0.26%
1M
-5.73%
6M
-54.41%
YTD
-61.10%
1Y
-76.15%
3Y*
-60.13%
5Y*
-54.74%
10Y*

ORCS

1D
2.16%
1M
28.94%
6M
20.88%
YTD
18.11%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HIBS vs. ORCS - Yearly Performance Comparison


Correlation

The correlation between HIBS and ORCS is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 19, 2025

0.46

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Return for Risk

HIBS vs. ORCS — 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: 11
Omega Ratio Rank
HIBS Calmar Ratio Rank: 11
Calmar Ratio Rank
HIBS Martin Ratio Rank: 00
Martin Ratio Rank

ORCS

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. ORCS - 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 Direxion Daily ORCL Bear 1X ETF (ORCS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HIBSORCSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.79

Calmar ratioReturn relative to maximum drawdown

-0.96

Martin ratioReturn relative to average drawdown

-1.62

HIBS vs. ORCS - Sharpe Ratio Comparison


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Drawdowns

HIBS vs. ORCS - Drawdown Comparison

The maximum HIBS drawdown since its inception was -99.98%, which is greater than ORCS's maximum drawdown of -50.25%. Use the drawdown chart below to compare losses from any high point for HIBS and ORCS.


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Drawdown Indicators


HIBSORCSDifference

Max Drawdown

Largest peak-to-trough decline

-99.98%

-50.25%

-49.73%

Max Drawdown (1Y)

Largest decline over 1 year

-79.30%

Max Drawdown (3Y)

Largest decline over 3 years

-96.91%

Max Drawdown (5Y)

Largest decline over 5 years

-98.70%

Current Drawdown

Current decline from peak

-99.98%

-15.50%

-84.48%

Average Drawdown

Average peak-to-trough decline

-93.18%

-16.45%

-76.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

46.74%

Volatility

HIBS vs. ORCS - Volatility Comparison


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Volatility by Period


HIBSORCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

35.28%

Volatility (6M)

Calculated over the trailing 6-month period

63.11%

Volatility (1Y)

Calculated over the trailing 1-year period

76.67%

59.53%

+17.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

83.83%

59.53%

+24.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

95.32%

59.53%

+35.79%

HIBS vs. ORCS - Expense Ratio Comparison

HIBS has a 1.06% expense ratio, which is higher than ORCS's 0.97% expense ratio.


Dividends

HIBS vs. ORCS - Dividend Comparison

HIBS's dividend yield for the trailing twelve months is around 9.12%, more than ORCS's 1.21% yield.


PositionTTM2025202420232022202120202019
HIBS
Direxion Daily S&P 500 High Beta Bear 3X Shares
9.12%8.42%5.34%6.49%0.04%0.00%0.92%0.13%
ORCS
Direxion Daily ORCL Bear 1X ETF
1.21%0.26%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HIBS and ORCS have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ORCS is cheaper at 0.97% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ORCS is cheaper with a 0.97% expense ratio, compared with 1.06% for HIBS.

HIBS has the higher dividend yield at 9.12%, compared with 1.21% for ORCS.

Their fees differ too: 1.06% for HIBS and 0.97% for ORCS.

Portfolio Optimizer

Find the right allocation for HIBS and ORCS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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