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SPXS vs. CRSH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPXS vs. CRSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily S&P 500 Bear 3X Shares (SPXS) and YieldMax Short TSLA Option Income Strategy ETF (CRSH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPXS achieves a -30.39% return, which is significantly lower than CRSH's 23.73% return.


SPXS

1D
0.66%
1M
-6.84%
6M
-29.64%
YTD
-30.39%
1Y
-44.53%
3Y*
-41.71%
5Y*
-33.55%
10Y*
-41.54%
ALL TIME*
-44.94%

CRSH

1D
1.65%
1M
20.57%
6M
13.00%
YTD
23.73%
1Y
-6.85%
3Y*
5Y*
10Y*
ALL TIME*
-25.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$483.71K$334.19K$366.20K
$344.98M$288.31M$338.49M

SPXS vs. CRSH - Yearly Performance Comparison


2026 (YTD)20252024
SPXS
Direxion Daily S&P 500 Bear 3X Shares
-30.39%-41.53%-35.40%
CRSH
YieldMax Short TSLA Option Income Strategy ETF
23.73%-13.40%-52.42%

Correlation

The correlation between SPXS and CRSH is 0.61, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.61

Correlation (All Time)
Calculated using the full available price history since May 2, 2024

0.57

The correlation between SPXS and CRSH has been stable across timeframes, ranging from 0.57 to 0.61 - a consistent structural relationship.

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Return for Risk

SPXS vs. CRSH — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SPXS
SPXS Risk / Return Rank: 11
Overall Rank
SPXS Sharpe Ratio Rank: 11
Sharpe Ratio Rank
SPXS Sortino Ratio Rank: 11
Sortino Ratio Rank
SPXS Omega Ratio Rank: 11
Omega Ratio Rank
SPXS Calmar Ratio Rank: 00
Calmar Ratio Rank
SPXS Martin Ratio Rank: 00
Martin Ratio Rank

CRSH
CRSH Risk / Return Rank: 88
Overall Rank
CRSH Sharpe Ratio Rank: 88
Sharpe Ratio Rank
CRSH Sortino Ratio Rank: 99
Sortino Ratio Rank
CRSH Omega Ratio Rank: 99
Omega Ratio Rank
CRSH Calmar Ratio Rank: 77
Calmar Ratio Rank
CRSH Martin Ratio Rank: 88
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SPXS vs. CRSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily S&P 500 Bear 3X Shares (SPXS) and YieldMax Short TSLA Option Income Strategy ETF (CRSH). 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.


SPXSCRSHDifference
Sharpe ratioReturn per unit of total volatility

-0.97

Sortino ratioReturn per unit of downside risk

-1.82

Omega ratioGain probability vs. loss probability

0.80

1.00

-0.20

Calmar ratioReturn relative to maximum drawdown

-0.99

-0.24

-0.75

Martin ratioReturn relative to average drawdown

-1.80

-0.40

-1.40

SPXS vs. CRSH - Sharpe Ratio Comparison

The current SPXS Sharpe Ratio is -1.16, which is lower than the CRSH Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of SPXS and CRSH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SPXS vs. CRSH - Drawdown Comparison

The maximum SPXS drawdown since its inception was -100.00%, which is greater than CRSH's maximum drawdown of -63.68%. Use the drawdown chart below to compare losses from any high point for SPXS and CRSH.


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Drawdown Indicators


SPXSCRSHDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-63.68%

-36.32%

Max Drawdown (1Y)

Largest decline over 1 year

-45.14%

-28.30%

-16.84%

Max Drawdown (3Y)

Largest decline over 3 years

-84.95%

Max Drawdown (5Y)

Largest decline over 5 years

-90.62%

Max Drawdown (10Y)

Largest decline over 10 years

-99.58%

Current Drawdown

Current decline from peak

-100.00%

-51.32%

-48.68%

Average Drawdown

Average peak-to-trough decline

-96.32%

-44.02%

-52.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.32%

19.38%

+5.94%

Volatility

SPXS vs. CRSH - Volatility Comparison

Direxion Daily S&P 500 Bear 3X Shares (SPXS) and YieldMax Short TSLA Option Income Strategy ETF (CRSH) have volatilities of 12.42% and 12.18%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPXSCRSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.42%

12.18%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

31.05%

26.62%

+4.43%

Volatility (1Y)

Calculated over the trailing 1-year period

38.62%

36.84%

+1.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.86%

47.42%

+3.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.62%

47.42%

+6.20%

SPXS vs. CRSH - Expense Ratio Comparison

SPXS has a 1.08% expense ratio, which is higher than CRSH's 0.99% expense ratio.


Dividends

SPXS vs. CRSH - Dividend Comparison

SPXS's dividend yield for the trailing twelve months is around 4.88%, less than CRSH's 76.80% yield.


PositionTTM20252024202320222021202020192018
CRSH
YieldMax Short TSLA Option Income Strategy ETF
76.80%138.78%94.25%0.00%0.00%0.00%0.00%0.00%0.00%
SPXS
Direxion Daily S&P 500 Bear 3X Shares
4.88%4.93%6.18%5.66%0.00%0.00%0.51%1.74%0.58%

Frequently Asked Questions


SPXS and CRSH have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPXS has higher volatility (12.42%) compared to CRSH (12.18%). In terms of maximum drawdown, SPXS dropped -100.00% vs CRSH's -63.68%.

On 1-year performance, CRSH leads with -6.85% vs -44.53% for SPXS. On fees, CRSH is cheaper at 0.99% per year. On volatility, CRSH has been the lower-risk option at 12.18%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, CRSH has performed better with a -6.85% return vs -44.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CRSH is cheaper with a 0.99% expense ratio, compared with 1.08% for SPXS.

CRSH has the higher dividend yield at 76.80%, compared with 4.88% for SPXS.

SPXS is categorized as Inverse Equities, while CRSH is Derivative Income. They also come from different issuers: Direxion and YieldMax. Their fees differ too: 1.08% for SPXS and 0.99% for CRSH.

CRSH currently has the higher Sharpe Ratio (-0.19 vs -1.16), 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.

Portfolio Optimizer

Find the right allocation for SPXS and CRSH

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