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ORCS vs. BRKD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ORCS vs. BRKD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily ORCL Bear 1X ETF (ORCS) and Direxion Daily BRKB Bear 1X Shares (BRKD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ORCS achieves a -20.50% return, which is significantly lower than BRKD's 5.90% return.


ORCS

1D
9.77%
1M
-12.83%
YTD
-20.50%
6M
-12.98%
1Y
3Y*
5Y*
10Y*

BRKD

1D
0.00%
1M
0.00%
YTD
5.90%
6M
6.41%
1Y
5.77%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ORCS vs. BRKD - Yearly Performance Comparison


2026 (YTD)2025
ORCS
Direxion Daily ORCL Bear 1X ETF
-20.50%12.36%
BRKD
Direxion Daily BRKB Bear 1X Shares
5.90%0.30%

Correlation

The correlation between ORCS and BRKD is -0.13, 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 (All Time)
Calculated using the full available price history since Nov 20, 2025

-0.13

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Return for Risk

ORCS vs. BRKD — Risk / Return Rank

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

ORCS

BRKD
BRKD Risk / Return Rank: 1717
Overall Rank
BRKD Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
BRKD Sortino Ratio Rank: 1717
Sortino Ratio Rank
BRKD Omega Ratio Rank: 1717
Omega Ratio Rank
BRKD Calmar Ratio Rank: 1717
Calmar Ratio Rank
BRKD Martin Ratio Rank: 1515
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.

ORCS vs. BRKD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily ORCL Bear 1X ETF (ORCS) and Direxion Daily BRKB Bear 1X Shares (BRKD). 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.

ORCS vs. BRKD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ORCSBRKDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.31

0.04

-0.35

Drawdowns

ORCS vs. BRKD - Drawdown Comparison

The maximum ORCS drawdown since its inception was -50.25%, which is greater than BRKD's maximum drawdown of -17.92%. Use the drawdown chart below to compare losses from any high point for ORCS and BRKD.


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Drawdown Indicators


ORCSBRKDDifference

Max Drawdown

Largest peak-to-trough decline

-50.25%

-17.92%

-32.33%

Max Drawdown (1Y)

Largest decline over 1 year

-9.34%

Current Drawdown

Current decline from peak

-43.12%

-3.69%

-39.43%

Average Drawdown

Average peak-to-trough decline

-14.84%

-7.72%

-7.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.79%

Volatility

ORCS vs. BRKD - Volatility Comparison


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Volatility by Period


ORCSBRKDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

9.19%

Volatility (1Y)

Calculated over the trailing 1-year period

60.71%

13.22%

+47.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.71%

17.21%

+43.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.71%

17.21%

+43.50%

ORCS vs. BRKD - Expense Ratio Comparison

ORCS has a 0.97% expense ratio, which is lower than BRKD's 1.00% expense ratio.


Dividends

ORCS vs. BRKD - Dividend Comparison

ORCS's dividend yield for the trailing twelve months is around 1.08%, less than BRKD's 2.82% yield.


Frequently Asked Questions


ORCS and BRKD have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ORCS is cheaper at 0.97% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ORCS is cheaper with a 0.97% expense ratio, compared with 1.00% for BRKD.

BRKD has the higher dividend yield at 2.82%, compared with 1.08% for ORCS.

Their fees differ too: 0.97% for ORCS and 1.00% for BRKD.

Portfolio Optimizer

Find the right allocation for ORCS and BRKD

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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