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ORCS vs. TECL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ORCS vs. TECL - 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 Technology Bull 3X Shares (TECL). 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 24.72% return, which is significantly lower than TECL's 48.00% return.


ORCS

1D
-1.91%
1M
4.83%
6M
6.73%
YTD
24.72%
1Y
3Y*
5Y*
10Y*
ALL TIME*

TECL

1D
-0.52%
1M
-11.12%
6M
50.64%
YTD
48.00%
1Y
91.25%
3Y*
47.81%
5Y*
24.87%
10Y*
45.88%
ALL TIME*
46.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.74M$2.55M$2.74M
$140.43M$155.29M$226.00M

ORCS vs. TECL - Yearly Performance Comparison


Correlation

The correlation between ORCS and TECL is -0.58, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 19, 2025

-0.58

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Return for Risk

ORCS vs. TECL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ORCS

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


TECL
TECL Risk / Return Rank: 4444
Overall Rank
TECL Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
TECL Sortino Ratio Rank: 4646
Sortino Ratio Rank
TECL Omega Ratio Rank: 4545
Omega Ratio Rank
TECL Calmar Ratio Rank: 4848
Calmar Ratio Rank
TECL Martin Ratio Rank: 3939
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ORCS vs. TECL - 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 Technology Bull 3X Shares (TECL). 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.


ORCSTECLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.21

Calmar ratioReturn relative to maximum drawdown

1.71

Martin ratioReturn relative to average drawdown

4.07

ORCS vs. TECL - Sharpe Ratio Comparison


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Drawdowns

ORCS vs. TECL - Drawdown Comparison

The maximum ORCS drawdown since its inception was -50.25%, smaller than the maximum TECL drawdown of -77.96%. Use the drawdown chart below to compare losses from any high point for ORCS and TECL.


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Drawdown Indicators


ORCSTECLDifference

Max Drawdown

Largest peak-to-trough decline

-50.25%

-77.96%

+27.71%

Max Drawdown (1Y)

Largest decline over 1 year

-46.58%

Max Drawdown (3Y)

Largest decline over 3 years

-66.58%

Max Drawdown (5Y)

Largest decline over 5 years

-77.96%

Max Drawdown (10Y)

Largest decline over 10 years

-77.96%

Current Drawdown

Current decline from peak

-12.34%

-36.44%

+24.10%

Average Drawdown

Average peak-to-trough decline

-15.58%

-18.45%

+2.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.52%

Volatility

ORCS vs. TECL - Volatility Comparison


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Volatility by Period


ORCSTECLDifference

Volatility (1M)

Calculated over the trailing 1-month period

28.17%

Volatility (6M)

Calculated over the trailing 6-month period

65.35%

Volatility (1Y)

Calculated over the trailing 1-year period

60.28%

76.26%

-15.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.28%

76.62%

-16.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.28%

73.57%

-13.29%

ORCS vs. TECL - Expense Ratio Comparison

ORCS has a 0.97% expense ratio, which is higher than TECL's 0.91% expense ratio.


Dividends

ORCS vs. TECL - Dividend Comparison

ORCS's dividend yield for the trailing twelve months is around 1.15%, less than TECL's 4.81% yield.


PositionTTM202520242023202220212020201920182017
ORCS
Direxion Daily ORCL Bear 1X ETF
1.15%0.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TECL
Direxion Daily Technology Bull 3X Shares
4.81%7.19%0.29%0.28%0.22%0.32%0.52%0.25%0.47%0.10%

Frequently Asked Questions


ORCS and TECL have a correlation of -0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TECL is cheaper at 0.91% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TECL is cheaper with a 0.91% expense ratio, compared with 0.97% for ORCS.

TECL has the higher dividend yield at 4.81%, compared with 1.15% for ORCS.

ORCS is categorized as Inverse Equities, while TECL is Leveraged Equities. Their fees differ too: 0.97% for ORCS and 0.91% for TECL.

Portfolio Optimizer

Find the right allocation for ORCS and TECL

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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