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MSDD vs. NFXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MSDD vs. NFXS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares 2x Short MSTR Daily ETF (MSDD) and Direxion Daily NFLX Bear 1X Shares (NFXS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MSDD achieves a -47.16% return, which is significantly lower than NFXS's 8.89% return.


MSDD

1D
13.67%
1M
85.18%
YTD
-47.16%
6M
-24.30%
1Y
3Y*
5Y*
10Y*

NFXS

1D
2.94%
1M
10.36%
YTD
8.89%
6M
26.62%
1Y
40.25%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSDD vs. NFXS - Yearly Performance Comparison


Correlation

The correlation between MSDD and NFXS is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 11, 2025

0.18

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Return for Risk

MSDD vs. NFXS — Risk / Return Rank

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

MSDD

NFXS
NFXS Risk / Return Rank: 3131
Overall Rank
NFXS Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
NFXS Sortino Ratio Rank: 3333
Sortino Ratio Rank
NFXS Omega Ratio Rank: 3737
Omega Ratio Rank
NFXS Calmar Ratio Rank: 2626
Calmar Ratio Rank
NFXS Martin Ratio Rank: 2525
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.

MSDD vs. NFXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Short MSTR Daily ETF (MSDD) and Direxion Daily NFLX Bear 1X Shares (NFXS). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

MSDD vs. NFXS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MSDDNFXSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

-0.40

+1.10

Drawdowns

MSDD vs. NFXS - Drawdown Comparison

The maximum MSDD drawdown since its inception was -84.91%, which is greater than NFXS's maximum drawdown of -50.37%. Use the drawdown chart below to compare losses from any high point for MSDD and NFXS.


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Drawdown Indicators


MSDDNFXSDifference

Max Drawdown

Largest peak-to-trough decline

-84.91%

-50.37%

-34.54%

Max Drawdown (1Y)

Largest decline over 1 year

-31.31%

Current Drawdown

Current decline from peak

-67.67%

-23.62%

-44.05%

Average Drawdown

Average peak-to-trough decline

-29.42%

-32.41%

+2.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.37%

Volatility

MSDD vs. NFXS - Volatility Comparison


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Volatility by Period


MSDDNFXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.06%

Volatility (6M)

Calculated over the trailing 6-month period

26.35%

Volatility (1Y)

Calculated over the trailing 1-year period

141.56%

33.08%

+108.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

141.56%

34.68%

+106.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

141.56%

34.68%

+106.88%

MSDD vs. NFXS - Expense Ratio Comparison

MSDD has a 1.50% expense ratio, which is higher than NFXS's 1.03% expense ratio.


Dividends

MSDD vs. NFXS - Dividend Comparison

MSDD has not paid dividends to shareholders, while NFXS's dividend yield for the trailing twelve months is around 2.87%.


PositionTTM20252024
MSDD
GraniteShares 2x Short MSTR Daily ETF
0.00%0.00%0.00%
NFXS
Direxion Daily NFLX Bear 1X Shares
2.87%3.53%0.87%

Frequently Asked Questions


MSDD and NFXS have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, NFXS is cheaper at 1.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

NFXS is cheaper with a 1.03% expense ratio, compared with 1.50% for MSDD.

NFXS has the higher dividend yield at 2.87%, compared with 0.00% for MSDD.

They also come from different issuers: GraniteShares and Direxion. Their fees differ too: 1.50% for MSDD and 1.03% for NFXS.

Portfolio Optimizer

Find the right allocation for MSDD and NFXS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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