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SAIC vs. TYD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SAIC and TYD is -0.12. 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.


-0.50.00.51.0
Correlation: -0.1

Performance

SAIC vs. TYD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Science Applications International Corporation (SAIC) and Direxion Daily 7-10 Year Treasury Bull 3X (TYD). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%NovemberDecember2025FebruaryMarchApril
379.75%
-7.08%
SAIC
TYD

Key characteristics

Sharpe Ratio

SAIC:

-0.12

TYD:

0.46

Sortino Ratio

SAIC:

0.05

TYD:

0.79

Omega Ratio

SAIC:

1.01

TYD:

1.09

Calmar Ratio

SAIC:

-0.11

TYD:

0.15

Martin Ratio

SAIC:

-0.21

TYD:

0.80

Ulcer Index

SAIC:

19.26%

TYD:

11.39%

Daily Std Dev

SAIC:

33.13%

TYD:

19.75%

Max Drawdown

SAIC:

-45.92%

TYD:

-64.28%

Current Drawdown

SAIC:

-20.77%

TYD:

-58.04%

Returns By Period

In the year-to-date period, SAIC achieves a 9.22% return, which is significantly higher than TYD's 7.81% return. Over the past 10 years, SAIC has outperformed TYD with an annualized return of 10.85%, while TYD has yielded a comparatively lower -3.50% annualized return.


SAIC

YTD

9.22%

1M

9.28%

6M

-15.06%

1Y

-5.16%

5Y*

8.39%

10Y*

10.85%

TYD

YTD

7.81%

1M

2.36%

6M

0.24%

1Y

10.69%

5Y*

-15.33%

10Y*

-3.50%

*Annualized

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Risk-Adjusted Performance

SAIC vs. TYD — Risk-Adjusted Performance Rank

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

SAIC
The Risk-Adjusted Performance Rank of SAIC is 4343
Overall Rank
The Sharpe Ratio Rank of SAIC is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of SAIC is 3939
Sortino Ratio Rank
The Omega Ratio Rank of SAIC is 3939
Omega Ratio Rank
The Calmar Ratio Rank of SAIC is 4646
Calmar Ratio Rank
The Martin Ratio Rank of SAIC is 4848
Martin Ratio Rank

TYD
The Risk-Adjusted Performance Rank of TYD is 4747
Overall Rank
The Sharpe Ratio Rank of TYD is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of TYD is 5757
Sortino Ratio Rank
The Omega Ratio Rank of TYD is 5050
Omega Ratio Rank
The Calmar Ratio Rank of TYD is 3535
Calmar Ratio Rank
The Martin Ratio Rank of TYD is 3939
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.

SAIC vs. TYD - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for SAIC, currently valued at -0.12, compared to the broader market-2.00-1.000.001.002.003.00
SAIC: -0.12
TYD: 0.46
The chart of Sortino ratio for SAIC, currently valued at 0.05, compared to the broader market-6.00-4.00-2.000.002.004.00
SAIC: 0.05
TYD: 0.79
The chart of Omega ratio for SAIC, currently valued at 1.01, compared to the broader market0.501.001.502.00
SAIC: 1.01
TYD: 1.09
The chart of Calmar ratio for SAIC, currently valued at -0.11, compared to the broader market0.001.002.003.004.005.00
SAIC: -0.11
TYD: 0.15
The chart of Martin ratio for SAIC, currently valued at -0.21, compared to the broader market-5.000.005.0010.0015.0020.00
SAIC: -0.21
TYD: 0.80

The current SAIC Sharpe Ratio is -0.12, which is lower than the TYD Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of SAIC and TYD, 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-1.00-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
-0.12
0.46
SAIC
TYD

Dividends

SAIC vs. TYD - Dividend Comparison

SAIC's dividend yield for the trailing twelve months is around 1.22%, less than TYD's 3.26% yield.


TTM20242023202220212020201920182017201620152014
SAIC
Science Applications International Corporation
1.22%1.32%1.19%1.33%1.77%1.56%1.63%1.95%1.62%1.46%2.58%2.26%
TYD
Direxion Daily 7-10 Year Treasury Bull 3X
3.26%3.10%2.71%0.55%0.00%9.80%0.92%1.10%0.01%6.84%1.64%0.00%

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. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-20.77%
-58.04%
SAIC
TYD

Volatility

SAIC vs. TYD - Volatility Comparison

The current volatility for Science Applications International Corporation (SAIC) is 7.28%, while Direxion Daily 7-10 Year Treasury Bull 3X (TYD) has a volatility of 7.74%. This indicates that SAIC experiences smaller price fluctuations and is considered to be less risky than TYD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
7.28%
7.74%
SAIC
TYD