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TECL vs. EUO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TECL vs. EUO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Technology Bull 3X Shares (TECL) and ProShares UltraShort Euro (EUO). 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 72.61% return, which is significantly higher than EUO's 6.00% return. Over the past 10 years, TECL has outperformed EUO with an annualized return of 50.09%, while EUO has yielded a comparatively lower 2.59% annualized return.


TECL

1D
-19.93%
1M
4.92%
YTD
72.61%
6M
62.00%
1Y
174.82%
3Y*
66.22%
5Y*
35.93%
10Y*
50.09%

EUO

1D
1.59%
1M
4.89%
YTD
6.00%
6M
4.49%
1Y
2.63%
3Y*
-0.21%
5Y*
5.83%
10Y*
2.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TECL vs. EUO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TECL
Direxion Daily Technology Bull 3X Shares
72.61%38.60%36.15%203.14%-74.32%112.80%69.46%185.58%-24.03%124.82%
EUO
ProShares UltraShort Euro
6.00%-18.87%19.79%-1.02%13.88%14.83%-15.97%10.51%14.39%-21.71%

Correlation

The correlation between TECL and EUO is -0.20, 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

-0.20

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

-0.16

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

-0.22

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

-0.13

Correlation (All Time)
Calculated using the full available price history since Dec 31, 2008

-0.18

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Return for Risk

TECL vs. EUO — Risk / Return Rank

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

TECL
TECL Risk / Return Rank: 7070
Overall Rank
TECL Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
TECL Sortino Ratio Rank: 5959
Sortino Ratio Rank
TECL Omega Ratio Rank: 6363
Omega Ratio Rank
TECL Calmar Ratio Rank: 7979
Calmar Ratio Rank
TECL Martin Ratio Rank: 6464
Martin Ratio Rank

EUO
EUO Risk / Return Rank: 1313
Overall Rank
EUO Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
EUO Sortino Ratio Rank: 1212
Sortino Ratio Rank
EUO Omega Ratio Rank: 1212
Omega Ratio Rank
EUO Calmar Ratio Rank: 1414
Calmar Ratio Rank
EUO Martin Ratio Rank: 1414
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. EUO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Technology Bull 3X Shares (TECL) and ProShares UltraShort Euro (EUO). 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.


TECLEUODifference
Sharpe ratioReturn per unit of total volatility

+2.54

Sortino ratioReturn per unit of downside risk

+2.30

Omega ratioGain probability vs. loss probability

1.38

1.06

+0.32

Calmar ratioReturn relative to maximum drawdown

3.95

0.42

+3.53

Martin ratioReturn relative to average drawdown

11.27

0.91

+10.36

TECL vs. EUO - Sharpe Ratio Comparison

The current TECL Sharpe Ratio is 2.80, which is higher than the EUO Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of TECL and EUO, 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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Sharpe Ratios by Period


TECLEUODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.80

0.27

+2.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.38

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.17

+0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.06

+0.67

Drawdowns

TECL vs. EUO - Drawdown Comparison

The maximum TECL drawdown since its inception was -77.96%, which is greater than EUO's maximum drawdown of -38.58%. Use the drawdown chart below to compare losses from any high point for TECL and EUO.


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Drawdown Indicators


TECLEUODifference

Max Drawdown

Largest peak-to-trough decline

-77.96%

-38.58%

-39.38%

Max Drawdown (1Y)

Largest decline over 1 year

-46.58%

-8.05%

-38.53%

Max Drawdown (3Y)

Largest decline over 3 years

-66.58%

-24.46%

-42.12%

Max Drawdown (5Y)

Largest decline over 5 years

-77.96%

-25.28%

-52.68%

Max Drawdown (10Y)

Largest decline over 10 years

-77.96%

-29.61%

-48.35%

Current Drawdown

Current decline from peak

-25.87%

-17.30%

-8.57%

Average Drawdown

Average peak-to-trough decline

-18.38%

-18.50%

+0.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.27%

3.71%

+12.56%

Volatility

TECL vs. EUO - Volatility Comparison

Direxion Daily Technology Bull 3X Shares (TECL) has a higher volatility of 31.75% compared to ProShares UltraShort Euro (EUO) at 2.73%. This indicates that TECL's price experiences larger fluctuations and is considered to be riskier than EUO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TECLEUODifference

Volatility (1M)

Calculated over the trailing 1-month period

31.75%

2.73%

+29.02%

Volatility (6M)

Calculated over the trailing 6-month period

55.01%

8.81%

+46.20%

Volatility (1Y)

Calculated over the trailing 1-year period

65.56%

12.68%

+52.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.60%

15.56%

+59.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

72.63%

14.88%

+57.75%

TECL vs. EUO - Expense Ratio Comparison

TECL has a 0.91% expense ratio, which is lower than EUO's 0.99% expense ratio.


Dividends

TECL vs. EUO - Dividend Comparison

TECL's dividend yield for the trailing twelve months is around 4.12%, while EUO has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
EUO
ProShares UltraShort Euro
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TECL
Direxion Daily Technology Bull 3X Shares
4.12%7.19%0.29%0.28%0.22%0.32%0.52%0.25%0.47%0.10%

Frequently Asked Questions


TECL and EUO have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TECL has higher volatility (31.75%) compared to EUO (2.73%). In terms of maximum drawdown, TECL dropped -77.96% vs EUO's -38.58%.

On 10-year performance, TECL leads with 50.09% vs 2.59% for EUO. On fees, TECL is cheaper at 0.91% per year. On volatility, EUO has been the lower-risk option at 2.73%. 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 50.09% return vs 2.59%. 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 0.99% for EUO.

TECL has the higher dividend yield at 4.12%, compared with 0.00% for EUO.

TECL is categorized as Leveraged Equities, while EUO is Leveraged Currency. TECL tracks Technology Select Sector Index (300%), while EUO tracks USD/EUR Exchange Rate (-200%). They also come from different issuers: Direxion and ProShares. Their fees differ too: 0.91% for TECL and 0.99% for EUO.

TECL currently has the higher Sharpe Ratio (2.80 vs 0.27), 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 TECL and EUO

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