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TECL vs. NRGU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TECL vs. NRGU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Technology Bull 3X Shares (TECL) and MicroSectors U.S. Big Oil Index 3X Leveraged ETN (NRGU). The values are adjusted to include any dividend payments, if applicable.

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TECL vs. NRGU - Yearly Performance Comparison


Returns By Period

In the year-to-date period, TECL achieves a -23.03% return, which is significantly lower than NRGU's 139.49% return.


TECL

1D
4.38%
1M
-11.82%
YTD
-23.03%
6M
-24.85%
1Y
61.22%
3Y*
37.70%
5Y*
17.45%
10Y*
37.79%

NRGU

1D
-10.75%
1M
24.81%
YTD
139.49%
6M
107.68%
1Y
69.15%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TECL vs. NRGU - Expense Ratio Comparison

TECL has a 1.08% expense ratio, which is higher than NRGU's 0.95% expense ratio.


Return for Risk

TECL vs. NRGU — Risk / Return Rank

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

TECL
TECL Risk / Return Rank: 4848
Overall Rank
TECL Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
TECL Sortino Ratio Rank: 5656
Sortino Ratio Rank
TECL Omega Ratio Rank: 5353
Omega Ratio Rank
TECL Calmar Ratio Rank: 5252
Calmar Ratio Rank
TECL Martin Ratio Rank: 4040
Martin Ratio Rank

NRGU
NRGU Risk / Return Rank: 4545
Overall Rank
NRGU Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
NRGU Sortino Ratio Rank: 5454
Sortino Ratio Rank
NRGU Omega Ratio Rank: 5454
Omega Ratio Rank
NRGU Calmar Ratio Rank: 4747
Calmar Ratio Rank
NRGU Martin Ratio Rank: 3030
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. NRGU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Technology Bull 3X Shares (TECL) and MicroSectors U.S. Big Oil Index 3X Leveraged ETN (NRGU). 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.


TECLNRGUDifference

Sharpe ratio

Return per unit of total volatility

0.77

0.79

-0.02

Sortino ratio

Return per unit of downside risk

1.49

1.48

+0.01

Omega ratio

Gain probability vs. loss probability

1.21

1.21

0.00

Calmar ratio

Return relative to maximum drawdown

1.38

1.29

+0.09

Martin ratio

Return relative to average drawdown

3.85

2.64

+1.21

TECL vs. NRGU - Sharpe Ratio Comparison

The current TECL Sharpe Ratio is 0.77, which is comparable to the NRGU Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of TECL and NRGU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TECLNRGUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

0.79

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.61

+0.02

Correlation

The correlation between TECL and NRGU is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

TECL vs. NRGU - Dividend Comparison

TECL's dividend yield for the trailing twelve months is around 9.23%, while NRGU has not paid dividends to shareholders.


TTM202520242023202220212020201920182017
TECL
Direxion Daily Technology Bull 3X Shares
9.23%7.19%0.29%0.28%0.22%0.32%0.52%0.25%0.47%0.10%
NRGU
MicroSectors U.S. Big Oil Index 3X Leveraged ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TECL vs. NRGU - Drawdown Comparison

The maximum TECL drawdown since its inception was -77.96%, which is greater than NRGU's maximum drawdown of -57.50%. Use the drawdown chart below to compare losses from any high point for TECL and NRGU.


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Drawdown Indicators


TECLNRGUDifference

Max Drawdown

Largest peak-to-trough decline

-77.96%

-57.50%

-20.46%

Max Drawdown (1Y)

Largest decline over 1 year

-46.58%

-55.24%

+8.66%

Max Drawdown (5Y)

Largest decline over 5 years

-77.96%

Max Drawdown (10Y)

Largest decline over 10 years

-77.96%

Current Drawdown

Current decline from peak

-37.08%

-17.40%

-19.68%

Average Drawdown

Average peak-to-trough decline

-18.49%

-25.38%

+6.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.75%

27.12%

-10.37%

Volatility

TECL vs. NRGU - Volatility Comparison

Direxion Daily Technology Bull 3X Shares (TECL) and MicroSectors U.S. Big Oil Index 3X Leveraged ETN (NRGU) have volatilities of 24.34% and 23.31%, 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


TECLNRGUDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.34%

23.31%

+1.03%

Volatility (6M)

Calculated over the trailing 6-month period

49.46%

50.27%

-0.81%

Volatility (1Y)

Calculated over the trailing 1-year period

79.85%

88.18%

-8.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

73.52%

87.12%

-13.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.84%

87.12%

-15.28%