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TECS vs. ERX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TECS vs. ERX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Technology Bear 3X Shares (TECS) and Direxion Daily Energy Bull 2X Shares (ERX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TECS achieves a -64.31% return, which is significantly lower than ERX's 66.93% return. Over the past 10 years, TECS has underperformed ERX with an annualized return of -62.51%, while ERX has yielded a comparatively higher -8.79% annualized return.


TECS

1D
2.85%
1M
-45.32%
YTD
-64.31%
6M
-63.84%
1Y
-80.92%
3Y*
-64.76%
5Y*
-59.06%
10Y*
-62.51%

ERX

1D
2.68%
1M
-3.38%
YTD
66.93%
6M
59.74%
1Y
90.37%
3Y*
23.69%
5Y*
28.75%
10Y*
-8.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TECS vs. ERX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TECS
Direxion Daily Technology Bear 3X Shares
-64.31%-62.44%-49.76%-74.45%45.05%-67.92%-87.79%-73.77%-19.14%-60.81%
ERX
Direxion Daily Energy Bull 2X Shares
66.93%2.79%1.09%-12.26%130.58%111.91%-91.60%17.13%-55.94%-11.60%

Correlation

The correlation between TECS and ERX is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

-0.05

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

-0.17

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

-0.28

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

-0.44

The correlation between TECS and ERX shifts across timeframes, from -0.44 (all time) to 0.12 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

TECS vs. ERX — Risk / Return Rank

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

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

ERX
ERX Risk / Return Rank: 6161
Overall Rank
ERX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
ERX Sortino Ratio Rank: 5353
Sortino Ratio Rank
ERX Omega Ratio Rank: 5151
Omega Ratio Rank
ERX Calmar Ratio Rank: 7676
Calmar Ratio Rank
ERX Martin Ratio Rank: 5959
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.

TECS vs. ERX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Technology Bear 3X Shares (TECS) and Direxion Daily Energy Bull 2X Shares (ERX). 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.


TECSERXDifference

Sharpe ratio

Return per unit of total volatility

-1.30

2.21

-3.52

Sortino ratio

Return per unit of downside risk

-3.09

2.62

-5.71

Omega ratio

Gain probability vs. loss probability

0.68

1.32

-0.64

Calmar ratio

Return relative to maximum drawdown

-0.99

3.89

-4.89

Martin ratio

Return relative to average drawdown

-1.81

10.60

-12.41

TECS vs. ERX - Sharpe Ratio Comparison

The current TECS Sharpe Ratio is -1.30, which is lower than the ERX Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of TECS and ERX, 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


TECSERXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.30

2.21

-3.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.80

0.56

-1.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.87

-0.13

-0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.89

-0.09

-0.80

Drawdowns

TECS vs. ERX - Drawdown Comparison

The maximum TECS drawdown since its inception was -100.00%, roughly equal to the maximum ERX drawdown of -99.54%. Use the drawdown chart below to compare losses from any high point for TECS and ERX.


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Drawdown Indicators


TECSERXDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-99.54%

-0.46%

Max Drawdown (1Y)

Largest decline over 1 year

-81.50%

-23.34%

-58.16%

Max Drawdown (3Y)

Largest decline over 3 years

-96.22%

-42.34%

-53.88%

Max Drawdown (5Y)

Largest decline over 5 years

-98.88%

-46.90%

-51.98%

Max Drawdown (10Y)

Largest decline over 10 years

-100.00%

-98.59%

-1.41%

Current Drawdown

Current decline from peak

-100.00%

-91.57%

-8.43%

Average Drawdown

Average peak-to-trough decline

-96.76%

-67.02%

-29.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

44.66%

8.57%

+36.09%

Volatility

TECS vs. ERX - Volatility Comparison

Direxion Daily Technology Bear 3X Shares (TECS) has a higher volatility of 21.44% compared to Direxion Daily Energy Bull 2X Shares (ERX) at 16.49%. This indicates that TECS's price experiences larger fluctuations and is considered to be riskier than ERX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TECSERXDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.44%

16.49%

+4.95%

Volatility (6M)

Calculated over the trailing 6-month period

50.52%

33.45%

+17.07%

Volatility (1Y)

Calculated over the trailing 1-year period

62.27%

41.14%

+21.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.25%

51.98%

+22.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

72.17%

69.18%

+2.99%

TECS vs. ERX - Expense Ratio Comparison

TECS has a 1.08% expense ratio, which is lower than ERX's 1.09% expense ratio.


Dividends

TECS vs. ERX - Dividend Comparison

TECS's dividend yield for the trailing twelve months is around 10.91%, more than ERX's 1.61% yield.


PositionTTM202520242023202220212020201920182017
ERX
Direxion Daily Energy Bull 2X Shares
1.61%2.54%2.94%3.17%2.23%2.16%2.35%1.56%3.10%0.85%
TECS
Direxion Daily Technology Bear 3X Shares
10.91%5.83%5.24%7.52%0.00%0.00%1.50%2.40%0.72%0.00%

Frequently Asked Questions


TECS and ERX have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TECS has higher volatility (21.44%) compared to ERX (16.49%). In terms of maximum drawdown, TECS dropped -100.00% vs ERX's -99.54%.

On 10-year performance, ERX leads with -8.79% vs -62.51% for TECS. On fees, TECS is cheaper at 1.08% per year. On volatility, ERX has been the lower-risk option at 16.49%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, ERX has performed better with a -8.79% return vs -62.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TECS is cheaper with a 1.08% expense ratio, compared with 1.09% for ERX.

TECS has the higher dividend yield at 10.91%, compared with 1.61% for ERX.

TECS tracks Technology Select Sector Index (-300%), while ERX tracks Energy Select Sector Index (300%). Their fees differ too: 1.08% for TECS and 1.09% for ERX.

ERX currently has the higher Sharpe Ratio (2.21 vs -1.30), 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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