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ORCS vs. FLYD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ORCS vs. FLYD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily ORCL Bear 1X ETF (ORCS) and MicroSectors Travel -3X Inverse Leveraged ETNs (FLYD). 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 FLYD's -10.89% return.


ORCS

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

FLYD

1D
2.48%
1M
-1.03%
YTD
-10.89%
6M
-18.12%
1Y
-47.47%
3Y*
-54.07%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ORCS vs. FLYD - Yearly Performance Comparison


Correlation

The correlation between ORCS and FLYD is 0.32, 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 Nov 20, 2025

0.32

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Return for Risk

ORCS vs. FLYD — Risk / Return Rank

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

ORCS

FLYD
FLYD Risk / Return Rank: 44
Overall Rank
FLYD Sharpe Ratio Rank: 44
Sharpe Ratio Rank
FLYD Sortino Ratio Rank: 55
Sortino Ratio Rank
FLYD Omega Ratio Rank: 55
Omega Ratio Rank
FLYD Calmar Ratio Rank: 11
Calmar Ratio Rank
FLYD Martin Ratio Rank: 33
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. FLYD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily ORCL Bear 1X ETF (ORCS) and MicroSectors Travel -3X Inverse Leveraged ETNs (FLYD). 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. FLYD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ORCSFLYDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.31

-0.74

+0.43

Drawdowns

ORCS vs. FLYD - Drawdown Comparison

The maximum ORCS drawdown since its inception was -50.25%, smaller than the maximum FLYD drawdown of -98.11%. Use the drawdown chart below to compare losses from any high point for ORCS and FLYD.


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Drawdown Indicators


ORCSFLYDDifference

Max Drawdown

Largest peak-to-trough decline

-50.25%

-98.11%

+47.86%

Max Drawdown (1Y)

Largest decline over 1 year

-54.89%

Max Drawdown (3Y)

Largest decline over 3 years

-93.41%

Current Drawdown

Current decline from peak

-43.12%

-97.94%

+54.82%

Average Drawdown

Average peak-to-trough decline

-14.84%

-83.15%

+68.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

37.34%

Volatility

ORCS vs. FLYD - Volatility Comparison


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Volatility by Period


ORCSFLYDDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.72%

Volatility (6M)

Calculated over the trailing 6-month period

59.35%

Volatility (1Y)

Calculated over the trailing 1-year period

60.71%

74.52%

-13.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.71%

83.64%

-22.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.71%

83.64%

-22.93%

ORCS vs. FLYD - Expense Ratio Comparison

ORCS has a 0.97% expense ratio, which is higher than FLYD's 0.95% expense ratio.


Dividends

ORCS vs. FLYD - Dividend Comparison

ORCS's dividend yield for the trailing twelve months is around 1.08%, while FLYD has not paid dividends to shareholders.


Frequently Asked Questions


ORCS and FLYD have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FLYD is cheaper at 0.95% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FLYD is cheaper with a 0.95% expense ratio, compared with 0.97% for ORCS.

ORCS has the higher dividend yield at 1.08%, compared with 0.00% for FLYD.

They also come from different issuers: Direxion and REX. Their fees differ too: 0.97% for ORCS and 0.95% for FLYD.

Portfolio Optimizer

Find the right allocation for ORCS and FLYD

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