PILL vs. VOO
Compare and contrast key facts about Direxion Daily Pharmaceutical & Medical Bull 3X Shares (PILL) and Vanguard S&P 500 ETF (VOO).
PILL and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PILL is a passively managed fund by Direxion that tracks the performance of the Dynamic Pharmaceuticals Intellidex Index. It was launched on Nov 15, 2017. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both PILL and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PILL or VOO.
Performance
PILL vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, PILL achieves a 19.05% return, which is significantly lower than VOO's 26.58% return.
PILL
19.05%
-0.11%
42.32%
71.19%
-11.36%
N/A
VOO
26.58%
3.05%
13.23%
32.77%
15.74%
13.22%
Key characteristics
| PILL | VOO | |
|---|---|---|
| Sharpe Ratio | 1.47 | 2.69 |
| Sortino Ratio | 2.05 | 3.59 |
| Omega Ratio | 1.24 | 1.50 |
| Calmar Ratio | 0.83 | 3.88 |
| Martin Ratio | 3.46 | 17.58 |
| Ulcer Index | 20.60% | 1.86% |
| Daily Std Dev | 48.59% | 12.19% |
| Max Drawdown | -87.01% | -33.99% |
| Current Drawdown | -74.89% | -0.53% |
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PILL vs. VOO - Expense Ratio Comparison
PILL has a 0.98% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between PILL and VOO is 0.65, 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.
Risk-Adjusted Performance
PILL vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Pharmaceutical & Medical Bull 3X Shares (PILL) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
PILL vs. VOO - Dividend Comparison
PILL's dividend yield for the trailing twelve months is around 1.27%, more than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PILL Direxion Daily Pharmaceutical & Medical Bull 3X Shares | 1.27% | 1.82% | 0.68% | 0.00% | 0.00% | 0.37% | 0.91% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
PILL vs. VOO - Drawdown Comparison
The maximum PILL drawdown since its inception was -87.01%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PILL and VOO. For additional features, visit the drawdowns tool.
Volatility
PILL vs. VOO - Volatility Comparison
Direxion Daily Pharmaceutical & Medical Bull 3X Shares (PILL) has a higher volatility of 16.22% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. This indicates that PILL's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.