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TECL vs. SPXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TECL vs. SPXS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Technology Bull 3X Shares (TECL) and Direxion Daily S&P 500 Bear 3X Shares (SPXS). 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 125.87% return, which is significantly higher than SPXS's -25.49% return. Over the past 10 years, TECL has outperformed SPXS with an annualized return of 54.49%, while SPXS has yielded a comparatively lower -42.01% annualized return.


TECL

1D
-2.99%
1M
73.10%
YTD
125.87%
6M
118.69%
1Y
267.85%
3Y*
80.64%
5Y*
43.44%
10Y*
54.49%

SPXS

1D
2.19%
1M
-13.11%
YTD
-25.49%
6M
-24.86%
1Y
-48.73%
3Y*
-42.68%
5Y*
-34.76%
10Y*
-42.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TECL vs. SPXS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TECL
Direxion Daily Technology Bull 3X Shares
125.87%38.60%36.15%203.14%-74.32%112.80%69.46%185.58%-24.03%124.82%
SPXS
Direxion Daily S&P 500 Bear 3X Shares
-25.49%-41.53%-42.84%-45.97%36.14%-58.11%-70.47%-56.40%3.44%-44.52%

Correlation

The correlation between TECL and SPXS is -0.86, 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

-0.86

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

-0.88

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

-0.91

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

-0.89

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

-0.88

The correlation between TECL and SPXS has been stable across timeframes, ranging from -0.91 to -0.86 - a consistent structural relationship.

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Return for Risk

TECL vs. SPXS — Risk / Return Rank

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

TECL
TECL Risk / Return Rank: 8585
Overall Rank
TECL Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
TECL Sortino Ratio Rank: 8080
Sortino Ratio Rank
TECL Omega Ratio Rank: 7979
Omega Ratio Rank
TECL Calmar Ratio Rank: 9090
Calmar Ratio Rank
TECL Martin Ratio Rank: 8181
Martin Ratio Rank

SPXS
SPXS Risk / Return Rank: 11
Overall Rank
SPXS Sharpe Ratio Rank: 00
Sharpe Ratio Rank
SPXS Sortino Ratio Rank: 00
Sortino Ratio Rank
SPXS Omega Ratio Rank: 00
Omega Ratio Rank
SPXS Calmar Ratio Rank: 11
Calmar Ratio Rank
SPXS 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. SPXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Technology Bull 3X Shares (TECL) and Direxion Daily S&P 500 Bear 3X Shares (SPXS). 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.


TECLSPXSDifference
Sharpe ratioReturn per unit of total volatility

+5.72

Sortino ratioReturn per unit of downside risk

+5.97

Omega ratioGain probability vs. loss probability

1.48

0.75

+0.73

Calmar ratioReturn relative to maximum drawdown

5.79

-0.96

+6.75

Martin ratioReturn relative to average drawdown

16.63

-1.62

+18.26

TECL vs. SPXS - Sharpe Ratio Comparison

The current TECL Sharpe Ratio is 4.35, which is higher than the SPXS Sharpe Ratio of -1.38. The chart below compares the historical Sharpe Ratios of TECL and SPXS, 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


TECLSPXSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.35

-1.38

+5.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

-0.69

+1.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

-0.79

+1.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

-0.83

+1.60

Drawdowns

TECL vs. SPXS - Drawdown Comparison

The maximum TECL drawdown since its inception was -77.96%, smaller than the maximum SPXS drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for TECL and SPXS.


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Drawdown Indicators


TECLSPXSDifference

Max Drawdown

Largest peak-to-trough decline

-77.96%

-100.00%

+22.04%

Max Drawdown (1Y)

Largest decline over 1 year

-46.58%

-50.77%

+4.19%

Max Drawdown (3Y)

Largest decline over 3 years

-66.58%

-84.13%

+17.55%

Max Drawdown (5Y)

Largest decline over 5 years

-77.96%

-90.11%

+12.15%

Max Drawdown (10Y)

Largest decline over 10 years

-77.96%

-99.63%

+21.67%

Current Drawdown

Current decline from peak

-2.99%

-100.00%

+97.01%

Average Drawdown

Average peak-to-trough decline

-18.38%

-96.30%

+77.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.19%

30.04%

-13.85%

Volatility

TECL vs. SPXS - Volatility Comparison

Direxion Daily Technology Bull 3X Shares (TECL) has a higher volatility of 20.70% compared to Direxion Daily S&P 500 Bear 3X Shares (SPXS) at 8.51%. This indicates that TECL's price experiences larger fluctuations and is considered to be riskier than SPXS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TECLSPXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.70%

8.51%

+12.19%

Volatility (6M)

Calculated over the trailing 6-month period

49.83%

26.82%

+23.01%

Volatility (1Y)

Calculated over the trailing 1-year period

62.17%

35.54%

+26.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.09%

50.39%

+23.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

72.35%

53.54%

+18.81%

TECL vs. SPXS - Expense Ratio Comparison

TECL has a 0.91% expense ratio, which is lower than SPXS's 1.08% expense ratio.


Dividends

TECL vs. SPXS - Dividend Comparison

TECL's dividend yield for the trailing twelve months is around 3.15%, less than SPXS's 4.91% yield.


PositionTTM202520242023202220212020201920182017
SPXS
Direxion Daily S&P 500 Bear 3X Shares
4.91%4.93%6.18%5.66%0.00%0.00%0.51%1.74%0.58%0.00%
TECL
Direxion Daily Technology Bull 3X Shares
3.15%7.19%0.29%0.28%0.22%0.32%0.52%0.25%0.47%0.10%

Frequently Asked Questions


TECL and SPXS have a correlation of -0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TECL has higher volatility (20.70%) compared to SPXS (8.51%). In terms of maximum drawdown, TECL dropped -77.96% vs SPXS's -100.00%.

On 10-year performance, TECL leads with 54.49% vs -42.01% for SPXS. On fees, TECL is cheaper at 0.91% per year. On volatility, SPXS has been the lower-risk option at 8.51%. 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 54.49% return vs -42.01%. 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 1.08% for SPXS.

SPXS has the higher dividend yield at 4.91%, compared with 3.15% for TECL.

TECL is categorized as Leveraged Equities, while SPXS is Inverse Equities. TECL tracks Technology Select Sector Index (300%), while SPXS tracks S&P 500 Index (-300%). Their fees differ too: 0.91% for TECL and 1.08% for SPXS.

TECL currently has the higher Sharpe Ratio (4.35 vs -1.38), 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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