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LABD vs. TECL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LABD vs. TECL - 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 Direxion Daily Technology Bull 3X Shares (TECL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LABD achieves a -29.83% return, which is significantly lower than TECL's 125.87% return. Over the past 10 years, LABD has underperformed TECL with an annualized return of -56.11%, while TECL has yielded a comparatively higher 54.49% annualized return.


LABD

1D
-4.73%
1M
4.70%
YTD
-29.83%
6M
-31.22%
1Y
-80.27%
3Y*
-49.85%
5Y*
-41.45%
10Y*
-56.11%

TECL

1D
-2.99%
1M
73.10%
YTD
125.87%
6M
118.69%
1Y
267.85%
3Y*
80.64%
5Y*
43.44%
10Y*
54.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LABD vs. TECL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LABD
Direxion Daily S&P Biotech Bear 3x Shares
-29.83%-70.07%-21.43%-41.77%-32.68%1.86%-89.75%-70.80%-6.26%-75.67%
TECL
Direxion Daily Technology Bull 3X Shares
125.87%38.60%36.15%203.14%-74.32%112.80%69.46%185.58%-24.03%124.82%

Correlation

The correlation between LABD and TECL is -0.38, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.38

Correlation (3Y)
Calculated over the trailing 3-year period

-0.42

Correlation (5Y)
Calculated over the trailing 5-year period

-0.48

Correlation (10Y)
Calculated over the trailing 10-year period

-0.51

Correlation (All Time)
Calculated using the full available price history since May 29, 2015

-0.52

The correlation between LABD and TECL shifts across timeframes, from -0.52 (all time) to -0.38 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

LABD vs. TECL — 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: 11
Calmar Ratio Rank
LABD Martin Ratio Rank: 22
Martin Ratio Rank

TECL
TECL Risk / Return Rank: 8585
Overall Rank
TECL Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
TECL Sortino Ratio Rank: 8080
Sortino Ratio Rank
TECL Omega Ratio Rank: 7979
Omega Ratio Rank
TECL Calmar Ratio Rank: 9090
Calmar Ratio Rank
TECL Martin Ratio Rank: 8181
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. TECL - 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 Direxion Daily Technology Bull 3X Shares (TECL). 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.


LABDTECLDifference
Sharpe ratioReturn per unit of total volatility

-5.41

Sortino ratioReturn per unit of downside risk

-5.88

Omega ratioGain probability vs. loss probability

0.75

1.48

-0.73

Calmar ratioReturn relative to maximum drawdown

-0.97

5.79

-6.76

Martin ratioReturn relative to average drawdown

-1.31

16.63

-17.94

LABD vs. TECL - Sharpe Ratio Comparison

The current LABD Sharpe Ratio is -1.06, which is lower than the TECL Sharpe Ratio of 4.35. The chart below compares the historical Sharpe Ratios of LABD and TECL, 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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Sharpe Ratios by Period


LABDTECLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.06

4.35

-5.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.43

0.59

-1.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.59

0.76

-1.34

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.54

0.76

-1.31

Drawdowns

LABD vs. TECL - Drawdown Comparison

The maximum LABD drawdown since its inception was -99.99%, which is greater than TECL's maximum drawdown of -77.96%. Use the drawdown chart below to compare losses from any high point for LABD and TECL.


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Drawdown Indicators


LABDTECLDifference

Max Drawdown

Largest peak-to-trough decline

-99.99%

-77.96%

-22.03%

Max Drawdown (1Y)

Largest decline over 1 year

-83.21%

-46.58%

-36.63%

Max Drawdown (3Y)

Largest decline over 3 years

-95.31%

-66.58%

-28.73%

Max Drawdown (5Y)

Largest decline over 5 years

-98.24%

-77.96%

-20.28%

Max Drawdown (10Y)

Largest decline over 10 years

-99.98%

-77.96%

-22.02%

Current Drawdown

Current decline from peak

-99.99%

-2.99%

-97.00%

Average Drawdown

Average peak-to-trough decline

-90.92%

-18.38%

-72.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

61.36%

16.19%

+45.17%

Volatility

LABD vs. TECL - Volatility Comparison

Direxion Daily S&P Biotech Bear 3x Shares (LABD) has a higher volatility of 27.46% compared to Direxion Daily Technology Bull 3X Shares (TECL) at 20.70%. This indicates that LABD's price experiences larger fluctuations and is considered to be riskier than TECL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LABDTECLDifference

Volatility (1M)

Calculated over the trailing 1-month period

27.46%

20.70%

+6.76%

Volatility (6M)

Calculated over the trailing 6-month period

61.67%

49.83%

+11.84%

Volatility (1Y)

Calculated over the trailing 1-year period

75.77%

62.17%

+13.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

96.26%

74.09%

+22.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

95.93%

72.35%

+23.58%

LABD vs. TECL - Expense Ratio Comparison

LABD has a 1.06% expense ratio, which is higher than TECL's 0.91% expense ratio.


Dividends

LABD vs. TECL - Dividend Comparison

LABD's dividend yield for the trailing twelve months is around 6.45%, more than TECL's 3.15% yield.


PositionTTM202520242023202220212020201920182017
LABD
Direxion Daily S&P Biotech Bear 3x Shares
6.45%6.67%4.68%6.13%0.53%0.00%3.94%1.75%0.81%0.00%
TECL
Direxion Daily Technology Bull 3X Shares
3.15%7.19%0.29%0.28%0.22%0.32%0.52%0.25%0.47%0.10%

Frequently Asked Questions


LABD and TECL have a correlation of -0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LABD has higher volatility (27.46%) compared to TECL (20.70%). In terms of maximum drawdown, LABD dropped -99.99% vs TECL's -77.96%.

On 10-year performance, TECL leads with 54.49% vs -56.11% for LABD. On fees, TECL is cheaper at 0.91% per year. On volatility, TECL has been the lower-risk option at 20.70%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, TECL has performed better with a 54.49% return vs -56.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TECL is cheaper with a 0.91% expense ratio, compared with 1.06% for LABD.

LABD has the higher dividend yield at 6.45%, compared with 3.15% for TECL.

LABD tracks S&P Biotechnology Select Industry Index (-300%), while TECL tracks Technology Select Sector Index (300%). Their fees differ too: 1.06% for LABD and 0.91% for TECL.

TECL currently has the higher Sharpe Ratio (4.35 vs -1.06), 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.

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