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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SAIC or TYD.
Key characteristics
| SAIC | TYD | |
|---|---|---|
| YTD Return | 23.67% | -8.94% |
| 1Y Return | 39.86% | 7.55% |
| 3Y Return (Ann) | 21.04% | -21.07% |
| 5Y Return (Ann) | 14.84% | -10.71% |
| 10Y Return (Ann) | 13.65% | -2.75% |
| Sharpe Ratio | 1.44 | 0.20 |
| Sortino Ratio | 1.92 | 0.43 |
| Omega Ratio | 1.34 | 1.05 |
| Calmar Ratio | 1.87 | 0.07 |
| Martin Ratio | 4.04 | 0.47 |
| Ulcer Index | 9.65% | 9.38% |
| Daily Std Dev | 27.02% | 21.65% |
| Max Drawdown | -45.92% | -64.28% |
| Current Drawdown | 0.00% | -58.84% |
Correlation
The correlation between SAIC and TYD is -0.08. 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.
Performance
SAIC vs. TYD - Performance Comparison
In the year-to-date period, SAIC achieves a 23.67% return, which is significantly higher than TYD's -8.94% return. Over the past 10 years, SAIC has outperformed TYD with an annualized return of 13.65%, while TYD has yielded a comparatively lower -2.75% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
SAIC vs. TYD - Dividend Comparison
SAIC's dividend yield for the trailing twelve months is around 0.97%, less than TYD's 3.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAIC Science Applications International Corporation | 0.97% | 1.19% | 1.33% | 1.77% | 1.56% | 1.63% | 1.95% | 1.62% | 1.46% | 2.58% | 2.26% | 0.85% |
TYD Direxion Daily 7-10 Year Treasury Bull 3X | 3.14% | 2.71% | 0.55% | 0.00% | 9.80% | 0.92% | 1.10% | 0.01% | 6.84% | 1.64% | 0.00% | 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.
Volatility
SAIC vs. TYD - Volatility Comparison
The current volatility for Science Applications International Corporation (SAIC) is 4.25%, while Direxion Daily 7-10 Year Treasury Bull 3X (TYD) has a volatility of 5.98%. 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.