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HIBS vs. TSDD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HIBS vs. TSDD - 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 GraniteShares 2x Short TSLA Daily ETF (TSDD). The values are adjusted to include any dividend payments, if applicable.

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HIBS vs. TSDD - Yearly Performance Comparison


2026 (YTD)202520242023
HIBS
Direxion Daily S&P 500 High Beta Bear 3X Shares
-8.44%-72.44%-26.60%-34.51%
TSDD
GraniteShares 2x Short TSLA Daily ETF
28.07%-74.84%-89.21%-20.49%

Returns By Period

In the year-to-date period, HIBS achieves a -8.44% return, which is significantly lower than TSDD's 28.07% return.


HIBS

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

TSDD

1D
-5.17%
1M
8.20%
YTD
28.07%
6M
15.45%
1Y
-79.73%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HIBS vs. TSDD - Expense Ratio Comparison

HIBS has a 1.06% expense ratio, which is lower than TSDD's 1.50% expense ratio.


Return for Risk

HIBS vs. TSDD — 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

TSDD
TSDD Risk / Return Rank: 22
Overall Rank
TSDD Sharpe Ratio Rank: 22
Sharpe Ratio Rank
TSDD Sortino Ratio Rank: 11
Sortino Ratio Rank
TSDD Omega Ratio Rank: 11
Omega Ratio Rank
TSDD Calmar Ratio Rank: 00
Calmar Ratio Rank
TSDD Martin Ratio Rank: 44
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. TSDD - 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 GraniteShares 2x Short TSLA Daily ETF (TSDD). 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.


HIBSTSDDDifference

Sharpe ratio

Return per unit of total volatility

-0.90

-0.73

-0.17

Sortino ratio

Return per unit of downside risk

-1.77

-1.13

-0.64

Omega ratio

Gain probability vs. loss probability

0.77

0.86

-0.09

Calmar ratio

Return relative to maximum drawdown

-0.91

-0.90

-0.01

Martin ratio

Return relative to average drawdown

-1.04

-1.04

0.00

HIBS vs. TSDD - Sharpe Ratio Comparison

The current HIBS Sharpe Ratio is -0.90, which is comparable to the TSDD Sharpe Ratio of -0.73. The chart below compares the historical Sharpe Ratios of HIBS and TSDD, 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


HIBSTSDDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.90

-0.73

-0.17

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

-0.65

-0.05

Correlation

The correlation between HIBS and TSDD is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

HIBS vs. TSDD - Dividend Comparison

HIBS's dividend yield for the trailing twelve months is around 5.17%, less than TSDD's 6.58% yield.


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%
TSDD
GraniteShares 2x Short TSLA Daily ETF
6.58%8.42%0.00%24.84%0.00%0.00%0.00%0.00%

Drawdowns

HIBS vs. TSDD - Drawdown Comparison

The maximum HIBS drawdown since its inception was -99.96%, roughly equal to the maximum TSDD drawdown of -99.03%. Use the drawdown chart below to compare losses from any high point for HIBS and TSDD.


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Drawdown Indicators


HIBSTSDDDifference

Max Drawdown

Largest peak-to-trough decline

-99.96%

-99.03%

-0.93%

Max Drawdown (1Y)

Largest decline over 1 year

-88.93%

-90.32%

+1.39%

Max Drawdown (5Y)

Largest decline over 5 years

-97.19%

Current Drawdown

Current decline from peak

-99.96%

-98.53%

-1.43%

Average Drawdown

Average peak-to-trough decline

-92.95%

-69.41%

-23.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

78.08%

77.90%

+0.18%

Volatility

HIBS vs. TSDD - Volatility Comparison

Direxion Daily S&P 500 High Beta Bear 3X Shares (HIBS) has a higher volatility of 27.85% compared to GraniteShares 2x Short TSLA Daily ETF (TSDD) at 22.84%. This indicates that HIBS's price experiences larger fluctuations and is considered to be riskier than TSDD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HIBSTSDDDifference

Volatility (1M)

Calculated over the trailing 1-month period

27.85%

22.84%

+5.01%

Volatility (6M)

Calculated over the trailing 6-month period

54.19%

59.58%

-5.39%

Volatility (1Y)

Calculated over the trailing 1-year period

90.43%

110.35%

-19.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

82.11%

116.23%

-34.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

95.36%

116.23%

-20.87%