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TECL vs. BTAL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TECL vs. BTAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Technology Bull 3X Shares (TECL) and AGF U.S. Market Neutral Anti-Beta Fund (BTAL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TECL achieves a 51.67% return, which is significantly higher than BTAL's -15.84% return. Over the past 10 years, TECL has outperformed BTAL with an annualized return of 46.56%, while BTAL has yielded a comparatively lower -4.60% annualized return.


TECL

1D
0.12%
1M
-24.73%
6M
47.64%
YTD
51.67%
1Y
86.67%
3Y*
50.97%
5Y*
26.20%
10Y*
46.56%
ALL TIME*
46.94%

BTAL

1D
0.00%
1M
10.49%
6M
-12.25%
YTD
-15.84%
1Y
-25.57%
3Y*
-9.44%
5Y*
-4.30%
10Y*
-4.60%
ALL TIME*
-3.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TECL vs. BTAL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TECL
Direxion Daily Technology Bull 3X Shares
51.67%38.60%36.15%203.14%-74.32%112.80%69.46%185.58%-24.03%124.82%
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
-15.84%-20.17%12.83%-15.11%20.48%-6.81%-13.86%1.07%15.13%-2.13%

Correlation

The correlation between TECL and BTAL is -0.79, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.79

Correlation (3Y)
Calculated over the trailing 3-year period

-0.66

Correlation (5Y)
Calculated over the trailing 5-year period

-0.66

Correlation (10Y)
Calculated over the trailing 10-year period

-0.50

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2011

-0.47

Over the past year, the inverse relationship between TECL and BTAL has strengthened: their correlation has moved from -0.47 to -0.79, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

TECL vs. BTAL — Risk / Return Rank

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

TECL
TECL Risk / Return Rank: 4444
Overall Rank
TECL Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
TECL Sortino Ratio Rank: 4444
Sortino Ratio Rank
TECL Omega Ratio Rank: 4444
Omega Ratio Rank
TECL Calmar Ratio Rank: 4949
Calmar Ratio Rank
TECL Martin Ratio Rank: 4040
Martin Ratio Rank

BTAL
BTAL Risk / Return Rank: 22
Overall Rank
BTAL Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BTAL Sortino Ratio Rank: 22
Sortino Ratio Rank
BTAL Omega Ratio Rank: 22
Omega Ratio Rank
BTAL Calmar Ratio Rank: 33
Calmar Ratio Rank
BTAL Martin Ratio Rank: 11
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.

TECL vs. BTAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Technology Bull 3X Shares (TECL) and AGF U.S. Market Neutral Anti-Beta Fund (BTAL). 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.


TECLBTALDifference
Sharpe ratioReturn per unit of total volatility

+2.28

Sortino ratioReturn per unit of downside risk

+3.31

Omega ratioGain probability vs. loss probability

1.22

0.83

+0.39

Calmar ratioReturn relative to maximum drawdown

1.87

-0.74

+2.61

Martin ratioReturn relative to average drawdown

4.75

-1.39

+6.14

TECL vs. BTAL - Sharpe Ratio Comparison

The current TECL Sharpe Ratio is 1.19, which is higher than the BTAL Sharpe Ratio of -1.09. The chart below compares the historical Sharpe Ratios of TECL and BTAL, 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

TECL vs. BTAL - Drawdown Comparison

The maximum TECL drawdown since its inception was -77.96%, which is greater than BTAL's maximum drawdown of -52.70%. Use the drawdown chart below to compare losses from any high point for TECL and BTAL.


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Drawdown Indicators


TECLBTALDifference

Max Drawdown

Largest peak-to-trough decline

-77.96%

-52.70%

-25.26%

Max Drawdown (1Y)

Largest decline over 1 year

-46.58%

-34.57%

-12.01%

Max Drawdown (3Y)

Largest decline over 3 years

-66.58%

-47.83%

-18.75%

Max Drawdown (5Y)

Largest decline over 5 years

-77.96%

-47.83%

-30.13%

Max Drawdown (10Y)

Largest decline over 10 years

-77.96%

-52.70%

-25.26%

Current Drawdown

Current decline from peak

-34.86%

-47.55%

+12.69%

Average Drawdown

Average peak-to-trough decline

-18.41%

-22.19%

+3.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.31%

18.40%

-0.09%

Volatility

TECL vs. BTAL - Volatility Comparison

Direxion Daily Technology Bull 3X Shares (TECL) has a higher volatility of 28.79% compared to AGF U.S. Market Neutral Anti-Beta Fund (BTAL) at 7.95%. This indicates that TECL's price experiences larger fluctuations and is considered to be riskier than BTAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TECLBTALDifference

Volatility (1M)

Calculated over the trailing 1-month period

28.79%

7.95%

+20.84%

Volatility (6M)

Calculated over the trailing 6-month period

63.05%

17.50%

+45.55%

Volatility (1Y)

Calculated over the trailing 1-year period

73.41%

23.51%

+49.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

76.08%

19.27%

+56.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

73.29%

17.40%

+55.89%

TECL vs. BTAL - Expense Ratio Comparison

TECL has a 0.91% expense ratio, which is lower than BTAL's 1.40% expense ratio.


Dividends

TECL vs. BTAL - Dividend Comparison

TECL's dividend yield for the trailing twelve months is around 4.69%, more than BTAL's 2.96% yield.


PositionTTM202520242023202220212020201920182017
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
2.96%2.49%3.49%6.14%1.01%0.00%0.00%0.88%0.39%0.00%
TECL
Direxion Daily Technology Bull 3X Shares
4.69%7.19%0.29%0.28%0.22%0.32%0.52%0.25%0.47%0.10%

Frequently Asked Questions


TECL and BTAL have a correlation of -0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TECL has higher volatility (28.79%) compared to BTAL (7.95%). In terms of maximum drawdown, TECL dropped -77.96% vs BTAL's -52.70%.

On 10-year performance, TECL leads with 46.56% vs -4.60% for BTAL. On fees, TECL is cheaper at 0.91% per year. On volatility, BTAL has been the lower-risk option at 7.95%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, TECL has performed better with a 46.56% return vs -4.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TECL is cheaper with a 0.91% expense ratio, compared with 1.40% for BTAL.

TECL has the higher dividend yield at 4.69%, compared with 2.96% for BTAL.

TECL is categorized as Leveraged Equities, while BTAL is Equity Market Neutral. They also come from different issuers: Direxion and AGF. Their fees differ too: 0.91% for TECL and 1.40% for BTAL.

TECL currently has the higher Sharpe Ratio (1.19 vs -1.09), 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

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