PortfoliosLab logoPortfoliosLab logo
QCMD vs. SHRT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QCMD vs. SHRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily QCOM Bear 1X Shares (QCMD) and Gotham Short Strategies ETF (SHRT). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, QCMD achieves a -38.50% return, which is significantly lower than SHRT's -17.15% return.


QCMD

1D
2.78%
1M
-28.50%
YTD
-38.50%
6M
-37.36%
1Y
3Y*
5Y*
10Y*

SHRT

1D
0.06%
1M
-3.02%
YTD
-17.15%
6M
-15.15%
1Y
-21.62%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QCMD vs. SHRT - Yearly Performance Comparison


2026 (YTD)2025
QCMD
Direxion Daily QCOM Bear 1X Shares
-38.50%-11.76%
SHRT
Gotham Short Strategies ETF
-17.15%-5.75%

Correlation

The correlation between QCMD and SHRT is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 26, 2025

0.21

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

QCMD vs. SHRT — Risk / Return Rank

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

QCMD

SHRT
SHRT Risk / Return Rank: 00
Overall Rank
SHRT Sharpe Ratio Rank: 00
Sharpe Ratio Rank
SHRT Sortino Ratio Rank: 00
Sortino Ratio Rank
SHRT Omega Ratio Rank: 00
Omega Ratio Rank
SHRT Calmar Ratio Rank: 11
Calmar Ratio Rank
SHRT Martin Ratio Rank: 00
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.

QCMD vs. SHRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily QCOM Bear 1X Shares (QCMD) and Gotham Short Strategies ETF (SHRT). 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.

QCMD vs. SHRT - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


QCMDSHRTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.66

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.01

-0.79

-0.22

Drawdowns

QCMD vs. SHRT - Drawdown Comparison

The maximum QCMD drawdown since its inception was -56.03%, which is greater than SHRT's maximum drawdown of -25.98%. Use the drawdown chart below to compare losses from any high point for QCMD and SHRT.


Loading charts...

Drawdown Indicators


QCMDSHRTDifference

Max Drawdown

Largest peak-to-trough decline

-56.03%

-25.98%

-30.05%

Max Drawdown (1Y)

Largest decline over 1 year

-22.73%

Current Drawdown

Current decline from peak

-54.81%

-25.70%

-29.11%

Average Drawdown

Average peak-to-trough decline

-13.32%

-8.15%

-5.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.49%

Volatility

QCMD vs. SHRT - Volatility Comparison


Loading charts...

Volatility by Period


QCMDSHRTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.19%

Volatility (6M)

Calculated over the trailing 6-month period

10.94%

Volatility (1Y)

Calculated over the trailing 1-year period

47.28%

13.04%

+34.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.28%

12.77%

+34.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.28%

12.77%

+34.51%

QCMD vs. SHRT - Expense Ratio Comparison

QCMD has a 1.00% expense ratio, which is lower than SHRT's 1.35% expense ratio.


Dividends

QCMD vs. SHRT - Dividend Comparison

QCMD's dividend yield for the trailing twelve months is around 3.86%, more than SHRT's 0.08% yield.


PositionTTM202520242023
QCMD
Direxion Daily QCOM Bear 1X Shares
3.86%1.77%0.00%0.00%
SHRT
Gotham Short Strategies ETF
0.08%0.07%0.85%0.27%

Frequently Asked Questions


QCMD and SHRT have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QCMD is cheaper at 1.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QCMD is cheaper with a 1.00% expense ratio, compared with 1.35% for SHRT.

QCMD has the higher dividend yield at 3.86%, compared with 0.08% for SHRT.

They also come from different issuers: Direxion and Gotham. Their fees differ too: 1.00% for QCMD and 1.35% for SHRT.

Portfolio Optimizer

Find the right allocation for QCMD and SHRT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer