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ORCS vs. NFXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ORCS vs. NFXS - 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 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, ORCS achieves a -20.50% return, which is significantly lower than NFXS's 10.42% return.


ORCS

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

NFXS

1D
-0.76%
1M
7.36%
YTD
10.42%
6M
17.80%
1Y
46.03%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ORCS vs. NFXS - Yearly Performance Comparison


2026 (YTD)2025
ORCS
Direxion Daily ORCL Bear 1X ETF
-20.50%12.36%
NFXS
Direxion Daily NFLX Bear 1X Shares
10.42%16.80%

Correlation

The correlation between ORCS and NFXS is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 20, 2025

0.02

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Return for Risk

ORCS vs. NFXS — Risk / Return Rank

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

ORCS

NFXS
NFXS Risk / Return Rank: 3939
Overall Rank
NFXS Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
NFXS Sortino Ratio Rank: 4343
Sortino Ratio Rank
NFXS Omega Ratio Rank: 4848
Omega Ratio Rank
NFXS Calmar Ratio Rank: 3232
Calmar Ratio Rank
NFXS Martin Ratio Rank: 3030
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. NFXS - 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 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.

ORCS vs. NFXS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ORCSNFXSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.31

-0.37

+0.06

Drawdowns

ORCS vs. NFXS - Drawdown Comparison

The maximum ORCS drawdown since its inception was -50.25%, roughly equal to the maximum NFXS drawdown of -50.37%. Use the drawdown chart below to compare losses from any high point for ORCS and NFXS.


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Drawdown Indicators


ORCSNFXSDifference

Max Drawdown

Largest peak-to-trough decline

-50.25%

-50.37%

+0.12%

Max Drawdown (1Y)

Largest decline over 1 year

-31.31%

Current Drawdown

Current decline from peak

-43.12%

-22.55%

-20.57%

Average Drawdown

Average peak-to-trough decline

-14.84%

-32.34%

+17.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.42%

Volatility

ORCS vs. NFXS - Volatility Comparison


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Volatility by Period


ORCSNFXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.64%

Volatility (6M)

Calculated over the trailing 6-month period

25.94%

Volatility (1Y)

Calculated over the trailing 1-year period

60.71%

33.08%

+27.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.71%

34.61%

+26.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.71%

34.61%

+26.10%

ORCS vs. NFXS - Expense Ratio Comparison

ORCS has a 0.97% expense ratio, which is lower than NFXS's 1.03% expense ratio.


Dividends

ORCS vs. NFXS - Dividend Comparison

ORCS's dividend yield for the trailing twelve months is around 1.08%, less than NFXS's 2.83% yield.


PositionTTM20252024
NFXS
Direxion Daily NFLX Bear 1X Shares
2.83%3.53%0.87%
ORCS
Direxion Daily ORCL Bear 1X ETF
1.08%0.26%0.00%

Frequently Asked Questions


ORCS and NFXS have a correlation of 0.02, 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 1.03% for NFXS.

NFXS has the higher dividend yield at 2.83%, compared with 1.08% for ORCS.

Their fees differ too: 0.97% for ORCS and 1.03% for NFXS.

Portfolio Optimizer

Find the right allocation for ORCS 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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