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PILL vs. TECL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PILL vs. TECL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Pharmaceutical & Medical Bull 3X Shares (PILL) and Direxion Daily Technology Bull 3X Shares (TECL). The values are adjusted to include any dividend payments, if applicable.

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PILL vs. TECL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PILL
Direxion Daily Pharmaceutical & Medical Bull 3X Shares
-13.41%75.14%-7.26%-12.06%-43.16%-37.33%0.28%19.26%-21.15%16.39%
TECL
Direxion Daily Technology Bull 3X Shares
-23.03%38.60%36.15%203.14%-74.32%112.80%69.46%185.58%-24.03%4.99%

Returns By Period

In the year-to-date period, PILL achieves a -13.41% return, which is significantly higher than TECL's -23.03% return.


PILL

1D
4.11%
1M
-16.66%
YTD
-13.41%
6M
28.03%
1Y
69.42%
3Y*
8.95%
5Y*
-12.72%
10Y*

TECL

1D
4.38%
1M
-11.82%
YTD
-23.03%
6M
-24.85%
1Y
61.22%
3Y*
37.70%
5Y*
17.45%
10Y*
37.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PILL vs. TECL - Expense Ratio Comparison

PILL has a 0.98% expense ratio, which is lower than TECL's 1.08% expense ratio.


Return for Risk

PILL vs. TECL — Risk / Return Rank

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

PILL
PILL Risk / Return Rank: 5050
Overall Rank
PILL Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
PILL Sortino Ratio Rank: 6161
Sortino Ratio Rank
PILL Omega Ratio Rank: 5151
Omega Ratio Rank
PILL Calmar Ratio Rank: 4848
Calmar Ratio Rank
PILL Martin Ratio Rank: 3737
Martin Ratio Rank

TECL
TECL Risk / Return Rank: 4848
Overall Rank
TECL Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
TECL Sortino Ratio Rank: 5656
Sortino Ratio Rank
TECL Omega Ratio Rank: 5353
Omega Ratio Rank
TECL Calmar Ratio Rank: 5252
Calmar Ratio Rank
TECL Martin Ratio Rank: 4040
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.

PILL vs. TECL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Pharmaceutical & Medical Bull 3X Shares (PILL) 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.


PILLTECLDifference

Sharpe ratio

Return per unit of total volatility

1.02

0.77

+0.25

Sortino ratio

Return per unit of downside risk

1.63

1.49

+0.13

Omega ratio

Gain probability vs. loss probability

1.20

1.21

0.00

Calmar ratio

Return relative to maximum drawdown

1.34

1.38

-0.05

Martin ratio

Return relative to average drawdown

3.67

3.85

-0.18

PILL vs. TECL - Sharpe Ratio Comparison

The current PILL Sharpe Ratio is 1.02, which is higher than the TECL Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of PILL and TECL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PILLTECLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

0.77

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.21

0.24

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.13

0.63

-0.77

Correlation

The correlation between PILL and TECL is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PILL vs. TECL - Dividend Comparison

PILL's dividend yield for the trailing twelve months is around 0.72%, less than TECL's 9.23% yield.


TTM202520242023202220212020201920182017
PILL
Direxion Daily Pharmaceutical & Medical Bull 3X Shares
0.72%0.69%1.28%1.83%0.67%0.00%0.00%0.38%0.91%0.10%
TECL
Direxion Daily Technology Bull 3X Shares
9.23%7.19%0.29%0.28%0.22%0.32%0.52%0.25%0.47%0.10%

Drawdowns

PILL vs. TECL - Drawdown Comparison

The maximum PILL drawdown since its inception was -88.76%, which is greater than TECL's maximum drawdown of -77.96%. Use the drawdown chart below to compare losses from any high point for PILL and TECL.


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Drawdown Indicators


PILLTECLDifference

Max Drawdown

Largest peak-to-trough decline

-88.76%

-77.96%

-10.80%

Max Drawdown (1Y)

Largest decline over 1 year

-36.51%

-46.58%

+10.07%

Max Drawdown (5Y)

Largest decline over 5 years

-83.38%

-77.96%

-5.42%

Max Drawdown (10Y)

Largest decline over 10 years

-77.96%

Current Drawdown

Current decline from peak

-70.33%

-37.08%

-33.25%

Average Drawdown

Average peak-to-trough decline

-58.39%

-18.49%

-39.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.31%

16.75%

-3.44%

Volatility

PILL vs. TECL - Volatility Comparison

Direxion Daily Pharmaceutical & Medical Bull 3X Shares (PILL) has a higher volatility of 26.05% compared to Direxion Daily Technology Bull 3X Shares (TECL) at 24.34%. This indicates that PILL's price experiences larger fluctuations and is considered to be riskier than TECL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PILLTECLDifference

Volatility (1M)

Calculated over the trailing 1-month period

26.05%

24.34%

+1.71%

Volatility (6M)

Calculated over the trailing 6-month period

46.70%

49.46%

-2.76%

Volatility (1Y)

Calculated over the trailing 1-year period

69.59%

79.85%

-10.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.66%

73.52%

-13.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

63.76%

71.84%

-8.08%