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JETD vs. TPOR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JETD vs. TPOR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MAX Airlines -3X Inverse Leveraged ETN (JETD) and Direxion Daily Transportation Bull 3X Shares (TPOR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JETD achieves a -55.07% return, which is significantly lower than TPOR's 35.17% return.


JETD

1D
-9.96%
1M
0.93%
6M
-45.68%
YTD
-55.07%
1Y
-74.99%
3Y*
-55.29%
5Y*
10Y*
ALL TIME*
-54.52%

TPOR

1D
3.30%
1M
-8.18%
6M
16.54%
YTD
35.17%
1Y
77.37%
3Y*
7.68%
5Y*
3.61%
10Y*
ALL TIME*
7.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$203.79K$315.96K$386.43K
$1.02M$1.00M$929.72K

JETD vs. TPOR - Yearly Performance Comparison


2026 (YTD)202520242023
JETD
MAX Airlines -3X Inverse Leveraged ETN
-55.07%-59.89%-51.72%-1.53%
TPOR
Direxion Daily Transportation Bull 3X Shares
35.17%3.26%-9.12%19.78%

Correlation

The correlation between JETD and TPOR is -0.73, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


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

-0.73

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

-0.76

Correlation (All Time)
Calculated using the full available price history since Jun 21, 2023

-0.77

The correlation between JETD and TPOR has been stable across timeframes, ranging from -0.77 to -0.73 - a consistent structural relationship.

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Return for Risk

JETD vs. TPOR — Risk / Return Rank

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

JETD
JETD Risk / Return Rank: 11
Overall Rank
JETD Sharpe Ratio Rank: 22
Sharpe Ratio Rank
JETD Sortino Ratio Rank: 11
Sortino Ratio Rank
JETD Omega Ratio Rank: 11
Omega Ratio Rank
JETD Calmar Ratio Rank: 00
Calmar Ratio Rank
JETD Martin Ratio Rank: 00
Martin Ratio Rank

TPOR
TPOR Risk / Return Rank: 5454
Overall Rank
TPOR Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
TPOR Sortino Ratio Rank: 5050
Sortino Ratio Rank
TPOR Omega Ratio Rank: 4949
Omega Ratio Rank
TPOR Calmar Ratio Rank: 6262
Calmar Ratio Rank
TPOR Martin Ratio Rank: 5656
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.

JETD vs. TPOR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MAX Airlines -3X Inverse Leveraged ETN (JETD) and Direxion Daily Transportation Bull 3X Shares (TPOR). 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.


JETDTPORDifference
Sharpe ratioReturn per unit of total volatility

-2.31

Sortino ratioReturn per unit of downside risk

-3.73

Omega ratioGain probability vs. loss probability

0.78

1.24

-0.45

Calmar ratioReturn relative to maximum drawdown

-1.01

2.29

-3.30

Martin ratioReturn relative to average drawdown

-1.63

7.01

-8.64

JETD vs. TPOR - Sharpe Ratio Comparison

The current JETD Sharpe Ratio is -0.99, which is lower than the TPOR Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of JETD and TPOR, 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

JETD vs. TPOR - Drawdown Comparison

The maximum JETD drawdown since its inception was -95.39%, which is greater than TPOR's maximum drawdown of -87.59%. Use the drawdown chart below to compare losses from any high point for JETD and TPOR.


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Drawdown Indicators


JETDTPORDifference

Max Drawdown

Largest peak-to-trough decline

-95.39%

-87.59%

-7.80%

Max Drawdown (1Y)

Largest decline over 1 year

-74.49%

-34.00%

-40.49%

Max Drawdown (3Y)

Largest decline over 3 years

-95.39%

-64.11%

-31.28%

Max Drawdown (5Y)

Largest decline over 5 years

-74.08%

Current Drawdown

Current decline from peak

-95.33%

-27.95%

-67.38%

Average Drawdown

Average peak-to-trough decline

-63.02%

-38.45%

-24.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

47.56%

11.07%

+36.49%

Volatility

JETD vs. TPOR - Volatility Comparison

MAX Airlines -3X Inverse Leveraged ETN (JETD) has a higher volatility of 22.02% compared to Direxion Daily Transportation Bull 3X Shares (TPOR) at 13.66%. This indicates that JETD's price experiences larger fluctuations and is considered to be riskier than TPOR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JETDTPORDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.02%

13.66%

+8.36%

Volatility (6M)

Calculated over the trailing 6-month period

66.00%

46.92%

+19.08%

Volatility (1Y)

Calculated over the trailing 1-year period

75.75%

59.22%

+16.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

71.50%

67.87%

+3.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.50%

70.73%

+0.77%

JETD vs. TPOR - Expense Ratio Comparison

JETD has a 0.95% expense ratio, which is lower than TPOR's 1.01% expense ratio.


Dividends

JETD vs. TPOR - Dividend Comparison

JETD has not paid dividends to shareholders, while TPOR's dividend yield for the trailing twelve months is around 0.55%.


PositionTTM202520242023202220212020201920182017
JETD
MAX Airlines -3X Inverse Leveraged ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TPOR
Direxion Daily Transportation Bull 3X Shares
0.55%0.91%1.43%1.51%0.00%0.00%0.10%0.96%1.22%8.70%

Frequently Asked Questions


JETD and TPOR have a correlation of -0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JETD has higher volatility (22.02%) compared to TPOR (13.66%). In terms of maximum drawdown, JETD dropped -95.39% vs TPOR's -87.59%.

On 3-year performance, TPOR leads with 7.68% vs -55.29% for JETD. On fees, JETD is cheaper at 0.95% per year. On volatility, TPOR has been the lower-risk option at 13.66%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, TPOR has performed better with a 7.68% return vs -55.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

JETD is cheaper with a 0.95% expense ratio, compared with 1.01% for TPOR.

TPOR has the higher dividend yield at 0.55%, compared with 0.00% for JETD.

JETD is categorized as Inverse Equities, while TPOR is Leveraged Equities. JETD tracks Prime Airlines Index - Benchmark TR Net (--300%), while TPOR tracks Dow Jones Transportation Average Index (300%). They also come from different issuers: Max and Direxion. Their fees differ too: 0.95% for JETD and 1.01% for TPOR.

TPOR currently has the higher Sharpe Ratio (1.32 vs -0.99), 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 JETD and TPOR

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