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LABD vs. FNGD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LABD vs. FNGD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily S&P Biotech Bear 3x Shares (LABD) and MicroSectors FANG+™ Index -3X Inverse Leveraged ETN (FNGD). The values are adjusted to include any dividend payments, if applicable.

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LABD vs. FNGD - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
LABD
Direxion Daily S&P Biotech Bear 3x Shares
-22.25%-70.07%-21.43%-41.77%-32.68%1.86%-89.75%-70.80%40.76%
FNGD
MicroSectors FANG+™ Index -3X Inverse Leveraged ETN
40.23%-61.42%-76.57%-90.14%52.21%-60.04%-95.60%-72.46%-13.73%

Returns By Period

In the year-to-date period, LABD achieves a -22.25% return, which is significantly lower than FNGD's 40.23% return.


LABD

1D
-22.42%
1M
-7.39%
YTD
-22.25%
6M
-59.03%
1Y
-82.24%
3Y*
-55.49%
5Y*
-38.61%
10Y*
-57.45%

FNGD

1D
-13.84%
1M
10.30%
YTD
40.23%
6M
44.34%
1Y
-59.51%
3Y*
-65.85%
5Y*
-59.96%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LABD vs. FNGD - Expense Ratio Comparison

LABD has a 1.06% expense ratio, which is higher than FNGD's 0.95% expense ratio.


Return for Risk

LABD vs. FNGD — Risk / Return Rank

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

LABD
LABD Risk / Return Rank: 11
Overall Rank
LABD Sharpe Ratio Rank: 11
Sharpe Ratio Rank
LABD Sortino Ratio Rank: 00
Sortino Ratio Rank
LABD Omega Ratio Rank: 00
Omega Ratio Rank
LABD Calmar Ratio Rank: 00
Calmar Ratio Rank
LABD Martin Ratio Rank: 33
Martin Ratio Rank

FNGD
FNGD Risk / Return Rank: 33
Overall Rank
FNGD Sharpe Ratio Rank: 22
Sharpe Ratio Rank
FNGD Sortino Ratio Rank: 22
Sortino Ratio Rank
FNGD Omega Ratio Rank: 22
Omega Ratio Rank
FNGD Calmar Ratio Rank: 22
Calmar Ratio Rank
FNGD Martin Ratio Rank: 66
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.

LABD vs. FNGD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily S&P Biotech Bear 3x Shares (LABD) and MicroSectors FANG+™ Index -3X Inverse Leveraged ETN (FNGD). 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.


LABDFNGDDifference

Sharpe ratio

Return per unit of total volatility

-0.96

-0.76

-0.20

Sortino ratio

Return per unit of downside risk

-2.04

-0.93

-1.12

Omega ratio

Gain probability vs. loss probability

0.77

0.87

-0.10

Calmar ratio

Return relative to maximum drawdown

-0.91

-0.72

-0.19

Martin ratio

Return relative to average drawdown

-1.17

-0.82

-0.35

LABD vs. FNGD - Sharpe Ratio Comparison

The current LABD Sharpe Ratio is -0.96, which is comparable to the FNGD Sharpe Ratio of -0.76. The chart below compares the historical Sharpe Ratios of LABD and FNGD, 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


LABDFNGDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.96

-0.76

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.40

-0.68

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.54

-0.75

+0.21

Correlation

The correlation between LABD and FNGD is 0.53, 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

LABD vs. FNGD - Dividend Comparison

LABD's dividend yield for the trailing twelve months is around 5.82%, while FNGD has not paid dividends to shareholders.


TTM20252024202320222021202020192018
LABD
Direxion Daily S&P Biotech Bear 3x Shares
5.82%6.67%4.68%6.13%0.53%0.00%3.94%1.75%0.81%
FNGD
MicroSectors FANG+™ Index -3X Inverse Leveraged ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LABD vs. FNGD - Drawdown Comparison

The maximum LABD drawdown since its inception was -99.99%, roughly equal to the maximum FNGD drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for LABD and FNGD.


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Drawdown Indicators


LABDFNGDDifference

Max Drawdown

Largest peak-to-trough decline

-99.99%

-100.00%

+0.01%

Max Drawdown (1Y)

Largest decline over 1 year

-88.09%

-82.53%

-5.56%

Max Drawdown (5Y)

Largest decline over 5 years

-97.73%

-99.53%

+1.80%

Max Drawdown (10Y)

Largest decline over 10 years

-99.98%

Current Drawdown

Current decline from peak

-99.99%

-99.99%

0.00%

Average Drawdown

Average peak-to-trough decline

-90.78%

-86.98%

-3.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

68.46%

71.84%

-3.38%

Volatility

LABD vs. FNGD - Volatility Comparison

Direxion Daily S&P Biotech Bear 3x Shares (LABD) has a higher volatility of 36.88% compared to MicroSectors FANG+™ Index -3X Inverse Leveraged ETN (FNGD) at 24.51%. This indicates that LABD's price experiences larger fluctuations and is considered to be riskier than FNGD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LABDFNGDDifference

Volatility (1M)

Calculated over the trailing 1-month period

36.88%

24.51%

+12.37%

Volatility (6M)

Calculated over the trailing 6-month period

59.06%

45.21%

+13.85%

Volatility (1Y)

Calculated over the trailing 1-year period

87.11%

78.65%

+8.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

96.40%

88.85%

+7.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

96.40%

91.51%

+4.89%