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

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.


-0.50.00.51.0-0.1

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.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
-4.82%
-7.16%
SAIC
TYD

Key characteristics

Sharpe Ratio

SAIC:

-0.30

TYD:

-0.70

Sortino Ratio

SAIC:

-0.19

TYD:

-0.87

Omega Ratio

SAIC:

0.97

TYD:

0.90

Calmar Ratio

SAIC:

-0.30

TYD:

-0.23

Martin Ratio

SAIC:

-0.71

TYD:

-1.31

Ulcer Index

SAIC:

11.95%

TYD:

10.74%

Daily Std Dev

SAIC:

28.49%

TYD:

20.21%

Max Drawdown

SAIC:

-45.92%

TYD:

-64.28%

Current Drawdown

SAIC:

-27.76%

TYD:

-61.21%

Returns By Period

In the year-to-date period, SAIC achieves a -9.41% return, which is significantly higher than TYD's -14.20% return. Over the past 10 years, SAIC has outperformed TYD with an annualized return of 10.01%, while TYD has yielded a comparatively lower -3.45% annualized return.


SAIC

YTD

-9.41%

1M

-10.37%

6M

-4.38%

1Y

-9.02%

5Y*

6.37%

10Y*

10.01%

TYD

YTD

-14.20%

1M

-3.51%

6M

-6.67%

1Y

-13.83%

5Y*

-11.84%

10Y*

-3.45%

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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.


Sharpe ratio
The chart of Sharpe ratio for SAIC, currently valued at -0.30, compared to the broader market-4.00-2.000.002.00-0.30-0.70
The chart of Sortino ratio for SAIC, currently valued at -0.19, compared to the broader market-4.00-2.000.002.004.00-0.19-0.87
The chart of Omega ratio for SAIC, currently valued at 0.97, compared to the broader market0.501.001.502.000.970.90
The chart of Calmar ratio for SAIC, currently valued at -0.30, compared to the broader market0.002.004.006.00-0.30-0.23
The chart of Martin ratio for SAIC, currently valued at -0.71, compared to the broader market0.0010.0020.00-0.71-1.31
SAIC
TYD

The current SAIC Sharpe Ratio is -0.30, which is higher than the TYD Sharpe Ratio of -0.70. 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-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.30
-0.70
SAIC
TYD

Dividends

SAIC vs. TYD - Dividend Comparison

SAIC's dividend yield for the trailing twelve months is around 1.33%, less than TYD's 3.12% yield.


TTM20232022202120202019201820172016201520142013
SAIC
Science Applications International Corporation
1.33%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
3.12%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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-27.76%
-61.21%
SAIC
TYD

Volatility

SAIC vs. TYD - Volatility Comparison

Science Applications International Corporation (SAIC) has a higher volatility of 5.92% compared to Direxion Daily 7-10 Year Treasury Bull 3X (TYD) at 5.61%. 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.


5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
5.92%
5.61%
SAIC
TYD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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