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SCOW vs. TNA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCOW vs. TNA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer S&P SmallCap 600 Quality FCF Aristocrats ETF (SCOW) and Direxion Daily Small Cap Bull 3X Shares (TNA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SCOW achieves a 7.34% return, which is significantly lower than TNA's 56.90% return.


SCOW

1D
0.04%
1M
1.82%
YTD
7.34%
6M
3.15%
1Y
3Y*
5Y*
10Y*

TNA

1D
-3.11%
1M
9.59%
YTD
56.90%
6M
45.88%
1Y
125.39%
3Y*
32.32%
5Y*
-5.98%
10Y*
9.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCOW vs. TNA - Yearly Performance Comparison


Correlation

The correlation between SCOW and TNA is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 28, 2025

0.75

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Return for Risk

SCOW vs. TNA — Risk / Return Rank

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

SCOW

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


TNA
TNA Risk / Return Rank: 6565
Overall Rank
TNA Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
TNA Sortino Ratio Rank: 5757
Sortino Ratio Rank
TNA Omega Ratio Rank: 5050
Omega Ratio Rank
TNA Calmar Ratio Rank: 7878
Calmar Ratio Rank
TNA Martin Ratio Rank: 7171
Martin Ratio Rank
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.

SCOW vs. TNA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer S&P SmallCap 600 Quality FCF Aristocrats ETF (SCOW) and Direxion Daily Small Cap Bull 3X Shares (TNA). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SCOWTNADifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.31

Calmar ratioReturn relative to maximum drawdown

3.88

Martin ratioReturn relative to average drawdown

12.72

SCOW vs. TNA - Sharpe Ratio Comparison


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Drawdowns

SCOW vs. TNA - Drawdown Comparison

The maximum SCOW drawdown since its inception was -10.09%, smaller than the maximum TNA drawdown of -88.09%. Use the drawdown chart below to compare losses from any high point for SCOW and TNA.


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Drawdown Indicators


SCOWTNADifference

Max Drawdown

Largest peak-to-trough decline

-10.09%

-88.09%

+78.00%

Max Drawdown (1Y)

Largest decline over 1 year

-32.53%

Max Drawdown (3Y)

Largest decline over 3 years

-65.78%

Max Drawdown (5Y)

Largest decline over 5 years

-82.36%

Max Drawdown (10Y)

Largest decline over 10 years

-88.09%

Current Drawdown

Current decline from peak

-1.19%

-33.64%

+32.45%

Average Drawdown

Average peak-to-trough decline

-3.05%

-33.92%

+30.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.89%

Volatility

SCOW vs. TNA - Volatility Comparison


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Volatility by Period


SCOWTNADifference

Volatility (1M)

Calculated over the trailing 1-month period

19.82%

Volatility (6M)

Calculated over the trailing 6-month period

42.69%

Volatility (1Y)

Calculated over the trailing 1-year period

16.96%

58.76%

-41.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.96%

67.57%

-50.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.96%

68.50%

-51.54%

SCOW vs. TNA - Expense Ratio Comparison

SCOW has a 0.59% expense ratio, which is lower than TNA's 1.05% expense ratio.


Dividends

SCOW vs. TNA - Dividend Comparison

SCOW's dividend yield for the trailing twelve months is around 0.39%, more than TNA's 0.38% yield.


PositionTTM202520242023202220212020201920182017
SCOW
Pacer S&P SmallCap 600 Quality FCF Aristocrats ETF
0.39%0.17%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TNA
Direxion Daily Small Cap Bull 3X Shares
0.38%0.78%0.93%1.27%0.31%0.06%0.03%0.44%0.36%0.15%

Frequently Asked Questions


SCOW and TNA have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SCOW is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SCOW is cheaper with a 0.59% expense ratio, compared with 1.05% for TNA.

SCOW and TNA have nearly identical dividend yields, around 0.39%.

SCOW is categorized as Small Cap Blend Equities, while TNA is Leveraged Equities. SCOW tracks S&P SmallCap 600 Quality FCF Aristocrats Index, while TNA tracks Russell 2000 Index (300% Daily). They also come from different issuers: Pacer and Direxion. Their fees differ too: 0.59% for SCOW and 1.05% for TNA.

Portfolio Optimizer

Find the right allocation for SCOW and TNA

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