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TECS vs. OOQB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TECS vs. OOQB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Technology Bear 3X Shares (TECS) and Volatility Shares One+One Nasdaq-100® and Bitcoin ETF (OOQB). 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 OOQB's -18.43% 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%

OOQB

1D
0.00%
1M
0.00%
YTD
-18.43%
6M
-24.99%
1Y
-27.35%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TECS vs. OOQB - Yearly Performance Comparison


Correlation

The correlation between TECS and OOQB is -0.56, 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

-0.56

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2025

-0.61

The correlation between TECS and OOQB has been stable across timeframes, ranging from -0.61 to -0.56 - a consistent structural relationship.

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Return for Risk

TECS vs. OOQB — 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

OOQB
OOQB Risk / Return Rank: 44
Overall Rank
OOQB Sharpe Ratio Rank: 44
Sharpe Ratio Rank
OOQB Sortino Ratio Rank: 55
Sortino Ratio Rank
OOQB Omega Ratio Rank: 44
Omega Ratio Rank
OOQB Calmar Ratio Rank: 44
Calmar Ratio Rank
OOQB Martin Ratio Rank: 55
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. OOQB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Technology Bear 3X Shares (TECS) and Volatility Shares One+One Nasdaq-100® and Bitcoin ETF (OOQB). 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.


TECSOOQBDifference
Sharpe ratioReturn per unit of total volatility

-0.77

Sortino ratioReturn per unit of downside risk

-2.59

Omega ratioGain probability vs. loss probability

0.68

0.94

-0.25

Calmar ratioReturn relative to maximum drawdown

-0.99

-0.51

-0.48

Martin ratioReturn relative to average drawdown

-1.81

-0.91

-0.90

TECS vs. OOQB - Sharpe Ratio Comparison

The current TECS Sharpe Ratio is -1.30, which is lower than the OOQB Sharpe Ratio of -0.53. The chart below compares the historical Sharpe Ratios of TECS and OOQB, 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


TECSOOQBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.30

-0.53

-0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.80

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.89

-0.41

-0.48

Drawdowns

TECS vs. OOQB - Drawdown Comparison

The maximum TECS drawdown since its inception was -100.00%, which is greater than OOQB's maximum drawdown of -53.44%. Use the drawdown chart below to compare losses from any high point for TECS and OOQB.


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Drawdown Indicators


TECSOOQBDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-53.44%

-46.56%

Max Drawdown (1Y)

Largest decline over 1 year

-81.50%

-53.44%

-28.06%

Max Drawdown (3Y)

Largest decline over 3 years

-96.22%

Max Drawdown (5Y)

Largest decline over 5 years

-98.88%

Max Drawdown (10Y)

Largest decline over 10 years

-100.00%

Current Drawdown

Current decline from peak

-100.00%

-43.69%

-56.31%

Average Drawdown

Average peak-to-trough decline

-96.76%

-23.26%

-73.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

44.66%

30.11%

+14.55%

Volatility

TECS vs. OOQB - Volatility Comparison

Direxion Daily Technology Bear 3X Shares (TECS) has a higher volatility of 21.44% compared to Volatility Shares One+One Nasdaq-100® and Bitcoin ETF (OOQB) at 0.00%. This indicates that TECS's price experiences larger fluctuations and is considered to be riskier than OOQB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TECSOOQBDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.44%

0.00%

+21.44%

Volatility (6M)

Calculated over the trailing 6-month period

50.52%

39.39%

+11.13%

Volatility (1Y)

Calculated over the trailing 1-year period

62.27%

51.57%

+10.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.25%

58.12%

+16.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

72.17%

58.12%

+14.05%

TECS vs. OOQB - Expense Ratio Comparison

TECS has a 1.08% expense ratio, which is higher than OOQB's 0.75% expense ratio.


Dividends

TECS vs. OOQB - Dividend Comparison

TECS's dividend yield for the trailing twelve months is around 10.91%, less than OOQB's 11.62% yield.


PositionTTM20252024202320222021202020192018
OOQB
Volatility Shares One+One Nasdaq-100® and Bitcoin ETF
11.62%9.53%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%

Frequently Asked Questions


TECS and OOQB have a correlation of -0.56, 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 OOQB (0.00%). In terms of maximum drawdown, TECS dropped -100.00% vs OOQB's -53.44%.

On 1-year performance, OOQB leads with -27.35% vs -80.92% for TECS. On fees, OOQB is cheaper at 0.75% per year. On volatility, OOQB has been the lower-risk option at 0.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, OOQB has performed better with a -27.35% return vs -80.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

OOQB is cheaper with a 0.75% expense ratio, compared with 1.08% for TECS.

OOQB has the higher dividend yield at 11.62%, compared with 10.91% for TECS.

TECS is categorized as Leveraged Equities, while OOQB is Nasdaq-100. They also come from different issuers: Direxion and Volatility Shares. Their fees differ too: 1.08% for TECS and 0.75% for OOQB.

OOQB currently has the higher Sharpe Ratio (-0.53 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.

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