SAIC vs. TYD
Compare and contrast key facts about Science Applications International Corporation (SAIC) and Direxion Daily 7-10 Year Treasury Bull 3X (TYD).
TYD is a passively managed fund by Direxion that tracks the performance of the NYSE 7-10 Year Treasury Bond Index. It was launched on Apr 16, 2009.
Performance
SAIC vs. TYD - Performance Comparison
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SAIC vs. TYD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SAIC Science Applications International Corporation | -5.39% | -8.73% | -9.04% | 13.58% | 34.95% | -10.20% | 10.81% | 39.15% | -15.48% | -8.18% |
TYD Direxion Daily 7-10 Year Treasury Bull 3X | -3.07% | 11.68% | -13.89% | -2.87% | -43.32% | -11.36% | 27.62% | 17.88% | 0.76% | 5.64% |
Returns By Period
In the year-to-date period, SAIC achieves a -5.39% return, which is significantly lower than TYD's -3.07% return. Over the past 10 years, SAIC has outperformed TYD with an annualized return of 7.48%, while TYD has yielded a comparatively lower -4.44% annualized return.
SAIC
- 1D
- 0.13%
- 1M
- 2.88%
- YTD
- -5.39%
- 6M
- -3.80%
- 1Y
- -14.30%
- 3Y*
- -2.82%
- 5Y*
- 4.29%
- 10Y*
- 7.48%
TYD
- 1D
- 0.45%
- 1M
- -7.75%
- YTD
- -3.07%
- 6M
- -3.16%
- 1Y
- -0.42%
- 3Y*
- -5.91%
- 5Y*
- -11.66%
- 10Y*
- -4.44%
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Return for Risk
SAIC vs. TYD — Risk / Return Rank
SAIC
TYD
SAIC vs. TYD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Science Applications International Corporation (SAIC) and Direxion Daily 7-10 Year Treasury Bull 3X (TYD). 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.
| SAIC | TYD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.37 | -0.03 | -0.34 |
Sortino ratioReturn per unit of downside risk | -0.27 | 0.08 | -0.35 |
Omega ratioGain probability vs. loss probability | 0.96 | 1.01 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | -0.44 | 0.04 | -0.49 |
Martin ratioReturn relative to average drawdown | -0.86 | 0.09 | -0.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SAIC | TYD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.37 | -0.03 | -0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | -0.51 | +0.66 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.23 | -0.22 | +0.45 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.06 | +0.29 |
Correlation
The correlation between SAIC and TYD is -0.07. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
SAIC vs. TYD - Dividend Comparison
SAIC's dividend yield for the trailing twelve months is around 1.56%, less than TYD's 3.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAIC Science Applications International Corporation | 1.56% | 1.47% | 1.32% | 1.19% | 1.33% | 1.77% | 1.56% | 1.63% | 1.95% | 1.62% | 1.46% | 2.58% |
TYD Direxion Daily 7-10 Year Treasury Bull 3X | 3.12% | 2.97% | 3.10% | 2.71% | 0.55% | 0.00% | 9.80% | 0.92% | 1.10% | 0.01% | 6.84% | 1.65% |
Drawdowns
SAIC vs. TYD - Drawdown Comparison
The maximum SAIC drawdown since its inception was -45.92%, smaller than the maximum TYD drawdown of -64.28%. Use the drawdown chart below to compare losses from any high point for SAIC and TYD.
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Drawdown Indicators
| SAIC | TYD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.92% | -64.28% | +18.36% |
Max Drawdown (1Y)Largest decline over 1 year | -32.69% | -10.99% | -21.70% |
Max Drawdown (5Y)Largest decline over 5 years | -45.74% | -59.84% | +14.10% |
Max Drawdown (10Y)Largest decline over 10 years | -45.92% | -64.28% | +18.36% |
Current DrawdownCurrent decline from peak | -37.36% | -57.87% | +20.51% |
Average DrawdownAverage peak-to-trough decline | -12.25% | -21.57% | +9.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.85% | 5.18% | +11.67% |
Volatility
SAIC vs. TYD - Volatility Comparison
Science Applications International Corporation (SAIC) has a higher volatility of 8.09% compared to Direxion Daily 7-10 Year Treasury Bull 3X (TYD) at 5.53%. This indicates that SAIC's price experiences larger fluctuations and is considered to be riskier than TYD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SAIC | TYD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.09% | 5.53% | +2.56% |
Volatility (6M)Calculated over the trailing 6-month period | 31.67% | 9.59% | +22.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.73% | 16.22% | +22.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.30% | 22.96% | +6.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.22% | 20.47% | +11.75% |