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SMCZ vs. ORCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMCZ vs. ORCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance Daily Target 2X Short SMCI ETF (SMCZ) and Direxion Daily ORCL Bear 1X ETF (ORCS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SMCZ achieves a -83.19% return, which is significantly lower than ORCS's 25.50% return.


SMCZ

1D
4.71%
1M
-3.17%
6M
-81.70%
YTD
-83.19%
1Y
-74.25%
3Y*
5Y*
10Y*

ORCS

1D
6.26%
1M
37.01%
6M
32.40%
YTD
25.50%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMCZ vs. ORCS - Yearly Performance Comparison


2026 (YTD)2025
SMCZ
Defiance Daily Target 2X Short SMCI ETF
-83.19%27.37%
ORCS
Direxion Daily ORCL Bear 1X ETF
25.50%11.07%

Correlation

The correlation between SMCZ and ORCS is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 19, 2025

0.42

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Return for Risk

SMCZ vs. ORCS — Risk / Return Rank

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

SMCZ
SMCZ Risk / Return Rank: 55
Overall Rank
SMCZ Sharpe Ratio Rank: 55
Sharpe Ratio Rank
SMCZ Sortino Ratio Rank: 99
Sortino Ratio Rank
SMCZ Omega Ratio Rank: 99
Omega Ratio Rank
SMCZ Calmar Ratio Rank: 33
Calmar Ratio Rank
SMCZ Martin Ratio Rank: 00
Martin Ratio Rank

ORCS

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

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.

SMCZ vs. ORCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Daily Target 2X Short SMCI ETF (SMCZ) and Direxion Daily ORCL Bear 1X ETF (ORCS). 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.


SMCZORCSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.01

Calmar ratioReturn relative to maximum drawdown

-0.81

Martin ratioReturn relative to average drawdown

-1.64

SMCZ vs. ORCS - Sharpe Ratio Comparison


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Drawdowns

SMCZ vs. ORCS - Drawdown Comparison

The maximum SMCZ drawdown since its inception was -97.40%, which is greater than ORCS's maximum drawdown of -50.25%. Use the drawdown chart below to compare losses from any high point for SMCZ and ORCS.


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Drawdown Indicators


SMCZORCSDifference

Max Drawdown

Largest peak-to-trough decline

-97.40%

-50.25%

-47.15%

Max Drawdown (1Y)

Largest decline over 1 year

-91.49%

Current Drawdown

Current decline from peak

-95.08%

-10.21%

-84.87%

Average Drawdown

Average peak-to-trough decline

-77.09%

-16.41%

-60.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

45.43%

Volatility

SMCZ vs. ORCS - Volatility Comparison


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Volatility by Period


SMCZORCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

61.93%

Volatility (6M)

Calculated over the trailing 6-month period

151.92%

Volatility (1Y)

Calculated over the trailing 1-year period

173.06%

59.82%

+113.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

173.26%

59.82%

+113.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

173.26%

59.82%

+113.44%

SMCZ vs. ORCS - Expense Ratio Comparison

SMCZ has a 1.29% expense ratio, which is higher than ORCS's 0.97% expense ratio.


Dividends

SMCZ vs. ORCS - Dividend Comparison

SMCZ's dividend yield for the trailing twelve months is around 12.08%, more than ORCS's 1.14% yield.


Frequently Asked Questions


SMCZ and ORCS have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ORCS is cheaper at 0.97% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ORCS is cheaper with a 0.97% expense ratio, compared with 1.29% for SMCZ.

SMCZ has the higher dividend yield at 12.08%, compared with 1.14% for ORCS.

They also come from different issuers: Defiance and Direxion. Their fees differ too: 1.29% for SMCZ and 0.97% for ORCS.

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