SAIC vs. TYD

Last updated Jun 3, 2026

SAIC (Science Applications International Corporation) is a stock, while TYD (Direxion Daily 7-10 Year Treasury Bull 3X) is Leveraged Bonds fund tracking the NYSE 7-10 Year Treasury Bond Index. Over the past 10 years, SAIC returned 9.06%/yr vs -4.63%/yr for TYD. At a correlation of -0.07, they often move in opposite directions.

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.

Returns By Period

In the year-to-date period, SAIC achieves a 13.43% return, which is significantly higher than TYD's -5.40% return. Over the past 10 years, SAIC has outperformed TYD with an annualized return of 9.06%, while TYD has yielded a comparatively lower -4.63% annualized return.

SAIC

• 1D: -1.49%
• 1M: 18.19%
• YTD: 13.43%
• 6M: 30.40%
• 1Y: 14.72%
• 3Y*: 5.12%
• 5Y*: 5.79%
• 10Y*: 9.06%

TYD

• 1D: 0.13%
• 1M: -1.42%
• YTD: -5.40%
• 6M: -7.08%
• 1Y: 1.17%
• 3Y*: -4.80%
• 5Y*: -12.47%
• 10Y*: -4.63%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SAIC vs. TYD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SAIC Science Applications International Corporation	13.43%	-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	-5.40%	11.68%	-13.89%	-2.87%	-43.32%	-11.36%	27.62%	17.88%	0.76%	5.64%

Correlation

The correlation between SAIC and TYD is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.02
Correlation (3Y) Calculated over the trailing 3-year period	0.05
Correlation (5Y) Calculated over the trailing 5-year period	0.01
Correlation (10Y) Calculated over the trailing 10-year period	-0.06
Correlation (All Time) Calculated using the full available price history since Sep 17, 2013	-0.07

The correlation between SAIC and TYD shifts across timeframes, from -0.07 (all time) to 0.05 (3 years), reflecting how their relationship changes across market environments.

Return for Risk

SAIC vs. TYD — Risk / Return Rank

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

SAIC

SAIC Risk / Return Rank: 46
SAIC Sharpe Ratio Rank: 54
SAIC Sortino Ratio Rank: 49
SAIC Omega Ratio Rank: 51
SAIC Calmar Ratio Rank: 39
SAIC Martin Ratio Rank: 39

TYD

TYD Risk / Return Rank: 9
TYD Sharpe Ratio Rank: 10
TYD Sortino Ratio Rank: 9
TYD Omega Ratio Rank: 9
TYD Calmar Ratio Rank: 9
TYD Martin Ratio Rank: 9

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.

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 ratio Return per unit of total volatility	0.39	0.08	+0.30
Sortino ratio Return per unit of downside risk	0.81	0.22	+0.59
Omega ratio Gain probability vs. loss probability	1.12	1.02	+0.09
Calmar ratio Return relative to maximum drawdown	-0.02	0.02	-0.03
Martin ratio Return relative to average drawdown	-0.03	0.05	-0.07
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SAIC vs. TYD - Sharpe Ratio Comparison

The current SAIC Sharpe Ratio is 0.39, which is higher than the TYD Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of SAIC and TYD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SAIC	TYD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.39	0.08	+0.30
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.19	-0.55	+0.74
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.28	-0.23	+0.51
Sharpe Ratio (All Time) Calculated using the full available price history	0.40	0.05	+0.34

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.

Drawdown Indicators

	SAIC	TYD	Difference
Max Drawdown Largest peak-to-trough decline	-45.92%	-64.28%	+18.36%
Max Drawdown (1Y) Largest decline over 1 year	-31.34%	-13.54%	-17.80%
Max Drawdown (3Y) Largest decline over 3 years	-45.74%	-25.04%	-20.70%
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 Drawdown Current decline from peak	-24.90%	-58.89%	+33.99%
Average Drawdown Average peak-to-trough decline	-12.57%	-21.94%	+9.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.94%	4.92%	+12.02%

Volatility

SAIC vs. TYD - Volatility Comparison

Science Applications International Corporation (SAIC) has a higher volatility of 12.62% compared to Direxion Daily 7-10 Year Treasury Bull 3X (TYD) at 4.26%. 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.

Volatility by Period

	SAIC	TYD	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.62%	4.26%	+8.36%
Volatility (6M) Calculated over the trailing 6-month period	33.38%	9.67%	+23.71%
Volatility (1Y) Calculated over the trailing 1-year period	40.43%	14.13%	+26.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.96%	22.98%	+6.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.51%	20.37%	+12.14%

Dividends

SAIC vs. TYD - Dividend Comparison

SAIC's dividend yield for the trailing twelve months is around 1.31%, less than TYD's 3.20% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SAIC Science Applications International Corporation	1.31%	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	3.20%	2.97%	3.10%	2.71%	0.55%	0.00%	9.80%	0.92%	1.10%	0.01%	6.84%	1.65%

Frequently Asked Questions

Can I hold both SAIC and TYD in my portfolio?

SAIC and TYD have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SAIC or TYD?

SAIC has higher volatility (12.62%) compared to TYD (4.26%). In terms of maximum drawdown, SAIC dropped -45.92% vs TYD's -64.28%.

Which has better risk-adjusted returns?

SAIC currently has the higher Sharpe Ratio (0.39 vs 0.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.