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INVZ vs. DUSL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

INVZ vs. DUSL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innoviz Technologies Ltd. (INVZ) and Direxion Daily Industrials Bull 3X Shares (DUSL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, INVZ achieves a -49.71% return, which is significantly lower than DUSL's 39.99% return.


INVZ

1D
1.85%
1M
-38.07%
6M
-55.39%
YTD
-49.71%
1Y
-71.01%
3Y*
-52.61%
5Y*
-45.89%
10Y*
ALL TIME*
-44.39%

DUSL

1D
2.43%
1M
-7.89%
6M
17.29%
YTD
39.99%
1Y
50.01%
3Y*
39.27%
5Y*
20.90%
10Y*
ALL TIME*
18.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$913.54K$1.33M$1.65M
$1.96M$1.54M$2.22M

INVZ vs. DUSL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
INVZ
Innoviz Technologies Ltd.
-49.71%-49.22%-33.60%-35.62%-38.01%-34.84%
DUSL
Direxion Daily Industrials Bull 3X Shares
39.99%37.50%34.75%37.23%-31.17%19.05%

Correlation

The correlation between INVZ and DUSL is 0.36, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.36

Correlation (3Y)
Balances recent behavior with more history.

0.37

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.38

Correlation (All Time)
Calculated using the full available price history since Apr 5, 2021

0.36

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Return for Risk

INVZ vs. DUSL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

INVZ
INVZ Risk / Return Rank: 1010
Overall Rank
INVZ Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
INVZ Sortino Ratio Rank: 88
Sortino Ratio Rank
INVZ Omega Ratio Rank: 1010
Omega Ratio Rank
INVZ Calmar Ratio Rank: 1010
Calmar Ratio Rank
INVZ Martin Ratio Rank: 1111
Martin Ratio Rank

DUSL
DUSL Risk / Return Rank: 3737
Overall Rank
DUSL Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
DUSL Sortino Ratio Rank: 3737
Sortino Ratio Rank
DUSL Omega Ratio Rank: 3535
Omega Ratio Rank
DUSL Calmar Ratio Rank: 3838
Calmar Ratio Rank
DUSL Martin Ratio Rank: 4141
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

INVZ vs. DUSL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innoviz Technologies Ltd. (INVZ) and Direxion Daily Industrials Bull 3X Shares (DUSL). 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.


INVZDUSLDifference
Sharpe ratioReturn per unit of total volatility

-1.63

Sortino ratioReturn per unit of downside risk

-2.77

Omega ratioGain probability vs. loss probability

0.85

1.17

-0.32

Calmar ratioReturn relative to maximum drawdown

-0.86

1.30

-2.16

Martin ratioReturn relative to average drawdown

-1.31

4.31

-5.61

INVZ vs. DUSL - Sharpe Ratio Comparison

The current INVZ Sharpe Ratio is -0.78, which is lower than the DUSL Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of INVZ and DUSL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

INVZ vs. DUSL - Drawdown Comparison

The maximum INVZ drawdown since its inception was -96.92%, which is greater than DUSL's maximum drawdown of -85.74%. Use the drawdown chart below to compare losses from any high point for INVZ and DUSL.


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Drawdown Indicators


INVZDUSLDifference

Max Drawdown

Largest peak-to-trough decline

-96.92%

-85.74%

-11.18%

Max Drawdown (1Y)

Largest decline over 1 year

-84.03%

-33.68%

-50.35%

Max Drawdown (3Y)

Largest decline over 3 years

-89.76%

-50.86%

-38.90%

Max Drawdown (5Y)

Largest decline over 5 years

-96.02%

-58.43%

-37.59%

Current Drawdown

Current decline from peak

-96.53%

-10.22%

-86.31%

Average Drawdown

Average peak-to-trough decline

-75.37%

-21.74%

-53.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

55.26%

10.13%

+45.13%

Volatility

INVZ vs. DUSL - Volatility Comparison

Innoviz Technologies Ltd. (INVZ) has a higher volatility of 43.07% compared to Direxion Daily Industrials Bull 3X Shares (DUSL) at 14.35%. This indicates that INVZ's price experiences larger fluctuations and is considered to be riskier than DUSL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


INVZDUSLDifference

Volatility (1M)

Calculated over the trailing 1-month period

43.07%

14.35%

+28.72%

Volatility (6M)

Calculated over the trailing 6-month period

67.49%

42.40%

+25.09%

Volatility (1Y)

Calculated over the trailing 1-year period

92.96%

51.40%

+41.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

91.13%

53.05%

+38.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

90.01%

61.54%

+28.47%

Dividends

INVZ vs. DUSL - Dividend Comparison

INVZ has not paid dividends to shareholders, while DUSL's dividend yield for the trailing twelve months is around 8.07%.


PositionTTM202520242023202220212020201920182017
DUSL
Direxion Daily Industrials Bull 3X Shares
8.07%11.39%6.61%1.28%0.66%0.07%0.48%1.01%1.46%0.57%
INVZ
Innoviz Technologies Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


INVZ and DUSL have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

INVZ has higher volatility (43.07%) compared to DUSL (14.35%). In terms of maximum drawdown, INVZ dropped -96.92% vs DUSL's -85.74%.

DUSL currently has the higher Sharpe Ratio (0.85 vs -0.78), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for INVZ and DUSL

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