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PST vs. TYO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PST and TYO is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

PST vs. TYO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort 7-10 Year Treasury (PST) and Direxion Daily 7-10 Year Treasury Bear 3X (TYO). The values are adjusted to include any dividend payments, if applicable.

-70.00%-65.00%-60.00%-55.00%-50.00%NovemberDecember2025FebruaryMarchApril
-51.76%
-72.45%
PST
TYO

Key characteristics

Sharpe Ratio

PST:

-0.27

TYO:

-0.32

Sortino Ratio

PST:

-0.29

TYO:

-0.32

Omega Ratio

PST:

0.97

TYO:

0.96

Calmar Ratio

PST:

-0.05

TYO:

-0.08

Martin Ratio

PST:

-0.54

TYO:

-0.61

Ulcer Index

PST:

6.82%

TYO:

10.38%

Daily Std Dev

PST:

13.66%

TYO:

19.93%

Max Drawdown

PST:

-79.25%

TYO:

-89.25%

Current Drawdown

PST:

-65.43%

TYO:

-78.69%

Returns By Period

In the year-to-date period, PST achieves a -3.69% return, which is significantly higher than TYO's -6.82% return. Over the past 10 years, PST has outperformed TYO with an annualized return of 0.84%, while TYO has yielded a comparatively lower -1.09% annualized return.


PST

YTD

-3.69%

1M

-1.67%

6M

0.35%

1Y

-4.93%

5Y*

10.17%

10Y*

0.84%

TYO

YTD

-6.82%

1M

-2.15%

6M

0.46%

1Y

-8.28%

5Y*

13.79%

10Y*

-1.09%

*Annualized

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PST vs. TYO - Expense Ratio Comparison

PST has a 0.95% expense ratio, which is lower than TYO's 1.08% expense ratio.


Expense ratio chart for TYO: current value is 1.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TYO: 1.08%
Expense ratio chart for PST: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PST: 0.95%

Risk-Adjusted Performance

PST vs. TYO — Risk-Adjusted Performance Rank

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

PST
The Risk-Adjusted Performance Rank of PST is 1010
Overall Rank
The Sharpe Ratio Rank of PST is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of PST is 88
Sortino Ratio Rank
The Omega Ratio Rank of PST is 88
Omega Ratio Rank
The Calmar Ratio Rank of PST is 1616
Calmar Ratio Rank
The Martin Ratio Rank of PST is 1010
Martin Ratio Rank

TYO
The Risk-Adjusted Performance Rank of TYO is 1010
Overall Rank
The Sharpe Ratio Rank of TYO is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of TYO is 77
Sortino Ratio Rank
The Omega Ratio Rank of TYO is 88
Omega Ratio Rank
The Calmar Ratio Rank of TYO is 1414
Calmar Ratio Rank
The Martin Ratio Rank of TYO is 1010
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PST vs. TYO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort 7-10 Year Treasury (PST) and Direxion Daily 7-10 Year Treasury Bear 3X (TYO). 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.


The chart of Sharpe ratio for PST, currently valued at -0.27, compared to the broader market-1.000.001.002.003.004.00
PST: -0.27
TYO: -0.32
The chart of Sortino ratio for PST, currently valued at -0.29, compared to the broader market-2.000.002.004.006.008.00
PST: -0.29
TYO: -0.32
The chart of Omega ratio for PST, currently valued at 0.97, compared to the broader market0.501.001.502.00
PST: 0.97
TYO: 0.96
The chart of Calmar ratio for PST, currently valued at -0.06, compared to the broader market0.002.004.006.008.0010.0012.00
PST: -0.06
TYO: -0.08
The chart of Martin ratio for PST, currently valued at -0.54, compared to the broader market0.0020.0040.0060.00
PST: -0.54
TYO: -0.61

The current PST Sharpe Ratio is -0.27, which is comparable to the TYO Sharpe Ratio of -0.32. The chart below compares the historical Sharpe Ratios of PST and TYO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.27
-0.32
PST
TYO

Dividends

PST vs. TYO - Dividend Comparison

PST's dividend yield for the trailing twelve months is around 3.78%, less than TYO's 4.26% yield.


TTM2024202320222021202020192018
PST
ProShares UltraShort 7-10 Year Treasury
3.78%3.60%3.70%0.02%0.00%0.11%1.86%0.67%
TYO
Direxion Daily 7-10 Year Treasury Bear 3X
4.26%4.22%3.62%0.09%0.00%0.37%1.57%0.32%

Drawdowns

PST vs. TYO - Drawdown Comparison

The maximum PST drawdown since its inception was -79.25%, smaller than the maximum TYO drawdown of -89.25%. Use the drawdown chart below to compare losses from any high point for PST and TYO. For additional features, visit the drawdowns tool.


-80.00%-75.00%-70.00%-65.00%-60.00%-55.00%NovemberDecember2025FebruaryMarchApril
-57.77%
-78.69%
PST
TYO

Volatility

PST vs. TYO - Volatility Comparison

The current volatility for ProShares UltraShort 7-10 Year Treasury (PST) is 5.81%, while Direxion Daily 7-10 Year Treasury Bear 3X (TYO) has a volatility of 7.89%. This indicates that PST experiences smaller price fluctuations and is considered to be less risky than TYO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2025FebruaryMarchApril
5.81%
7.89%
PST
TYO