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LABU vs. TYD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LABU vs. TYD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily S&P Biotech Bull 3x Shares (LABU) and Direxion Daily 7-10 Year Treasury Bull 3X (TYD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LABU achieves a 66.91% return, which is significantly higher than TYD's -8.67% return. Over the past 10 years, LABU has underperformed TYD with an annualized return of -9.42%, while TYD has yielded a comparatively higher -5.55% annualized return.


LABU

1D
6.80%
1M
28.60%
6M
56.58%
YTD
66.91%
1Y
332.58%
3Y*
29.63%
5Y*
-26.04%
10Y*
-9.42%
ALL TIME*
-19.54%

TYD

1D
-0.78%
1M
-3.38%
6M
-6.39%
YTD
-8.67%
1Y
-3.97%
3Y*
-4.77%
5Y*
-14.54%
10Y*
-5.55%
ALL TIME*
0.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LABU vs. TYD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LABU
Direxion Daily S&P Biotech Bull 3x Shares
66.91%79.17%-26.02%-13.41%-80.36%-64.15%74.66%75.50%-57.61%149.12%
TYD
Direxion Daily 7-10 Year Treasury Bull 3X
-8.67%11.68%-13.89%-2.87%-43.32%-11.36%27.62%17.88%0.76%5.64%

Correlation

The correlation between LABU and TYD is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

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

0.21

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

0.15

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

0.02

Correlation (All Time)
Calculated using the full available price history since May 28, 2015

-0.00

The correlation between LABU and TYD shifts across timeframes, from -0.00 (all time) to 0.24 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

LABU vs. TYD — Risk / Return Rank

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

LABU
LABU Risk / Return Rank: 9595
Overall Rank
LABU Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
LABU Sortino Ratio Rank: 9393
Sortino Ratio Rank
LABU Omega Ratio Rank: 9090
Omega Ratio Rank
LABU Calmar Ratio Rank: 9898
Calmar Ratio Rank
LABU Martin Ratio Rank: 9797
Martin Ratio Rank

TYD
TYD Risk / Return Rank: 77
Overall Rank
TYD Sharpe Ratio Rank: 77
Sharpe Ratio Rank
TYD Sortino Ratio Rank: 77
Sortino Ratio Rank
TYD Omega Ratio Rank: 77
Omega Ratio Rank
TYD Calmar Ratio Rank: 77
Calmar Ratio Rank
TYD Martin Ratio Rank: 77
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.

LABU vs. TYD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily S&P Biotech Bull 3x Shares (LABU) and Direxion Daily 7-10 Year Treasury Bull 3X (TYD). 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.


LABUTYDDifference
Sharpe ratioReturn per unit of total volatility

+4.51

Sortino ratioReturn per unit of downside risk

+3.97

Omega ratioGain probability vs. loss probability

1.44

0.96

+0.47

Calmar ratioReturn relative to maximum drawdown

10.92

-0.29

+11.21

Martin ratioReturn relative to average drawdown

29.77

-0.64

+30.41

LABU vs. TYD - Sharpe Ratio Comparison

The current LABU Sharpe Ratio is 4.22, which is higher than the TYD Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of LABU and TYD, 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

LABU vs. TYD - Drawdown Comparison

The maximum LABU drawdown since its inception was -99.18%, which is greater than TYD's maximum drawdown of -64.28%. Use the drawdown chart below to compare losses from any high point for LABU and TYD.


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Drawdown Indicators


LABUTYDDifference

Max Drawdown

Largest peak-to-trough decline

-99.18%

-64.28%

-34.90%

Max Drawdown (1Y)

Largest decline over 1 year

-30.70%

-13.54%

-17.16%

Max Drawdown (3Y)

Largest decline over 3 years

-78.30%

-22.32%

-55.98%

Max Drawdown (5Y)

Largest decline over 5 years

-97.36%

-59.84%

-37.52%

Max Drawdown (10Y)

Largest decline over 10 years

-98.96%

-64.28%

-34.68%

Current Drawdown

Current decline from peak

-94.12%

-60.31%

-33.81%

Average Drawdown

Average peak-to-trough decline

-81.80%

-22.22%

-59.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.23%

6.24%

+4.99%

Volatility

LABU vs. TYD - Volatility Comparison

Direxion Daily S&P Biotech Bull 3x Shares (LABU) has a higher volatility of 25.93% compared to Direxion Daily 7-10 Year Treasury Bull 3X (TYD) at 3.93%. This indicates that LABU's price experiences larger fluctuations and is considered to be riskier than TYD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LABUTYDDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.93%

3.93%

+22.00%

Volatility (6M)

Calculated over the trailing 6-month period

63.96%

10.30%

+53.66%

Volatility (1Y)

Calculated over the trailing 1-year period

79.49%

13.80%

+65.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

96.11%

22.92%

+73.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

95.24%

20.20%

+75.04%

LABU vs. TYD - Expense Ratio Comparison

LABU has a 0.96% expense ratio, which is lower than TYD's 1.09% expense ratio.


Dividends

LABU vs. TYD - Dividend Comparison

LABU's dividend yield for the trailing twelve months is around 0.38%, less than TYD's 3.38% yield.


PositionTTM20252024202320222021202020192018201720162015
LABU
Direxion Daily S&P Biotech Bull 3x Shares
0.38%0.84%0.35%0.35%0.00%0.00%0.00%0.28%0.64%0.17%0.00%0.00%
TYD
Direxion Daily 7-10 Year Treasury Bull 3X
3.38%2.97%3.10%2.71%0.55%0.00%9.80%0.92%1.10%0.01%6.84%1.65%

Frequently Asked Questions


LABU and TYD have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LABU has higher volatility (25.93%) compared to TYD (3.93%). In terms of maximum drawdown, LABU dropped -99.18% vs TYD's -64.28%.

On 10-year performance, TYD leads with -5.55% vs -9.42% for LABU. On fees, LABU is cheaper at 0.96% per year. On volatility, TYD has been the lower-risk option at 3.93%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, TYD has performed better with a -5.55% return vs -9.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

LABU is cheaper with a 0.96% expense ratio, compared with 1.09% for TYD.

TYD has the higher dividend yield at 3.38%, compared with 0.38% for LABU.

LABU is categorized as Leveraged Equities, while TYD is Leveraged Bonds. LABU tracks S&P Biotechnology Select Industry Index (300%), while TYD tracks NYSE 7-10 Year Treasury Bond Index. Their fees differ too: 0.96% for LABU and 1.09% for TYD.

LABU currently has the higher Sharpe Ratio (4.22 vs -0.29), 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

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