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TECS vs. SSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TECS vs. SSG - Performance Comparison

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

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Returns By Period

The year-to-date returns for both investments are quite close, with TECS having a -60.06% return and SSG slightly higher at -58.97%. Both investments have delivered pretty close results over the past 10 years, with TECS having a -62.40% annualized return and SSG not far ahead at -62.09%.


TECS

1D
11.54%
1M
-13.82%
YTD
-60.06%
6M
-58.34%
1Y
-76.73%
3Y*
-62.98%
5Y*
-57.09%
10Y*
-62.40%

SSG

1D
12.02%
1M
-11.92%
YTD
-58.97%
6M
-57.87%
1Y
-78.94%
3Y*
-74.04%
5Y*
-66.24%
10Y*
-62.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TECS vs. SSG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TECS
Direxion Daily Technology Bear 3X Shares
-60.06%-62.44%-49.76%-74.45%45.05%-67.92%-87.79%-73.77%-19.14%-60.81%
SSG
Proshares Ultrashort Semiconductors
-58.97%-70.03%-77.59%-78.69%37.90%-67.46%-76.50%-63.33%-0.79%-51.60%

Correlation

The correlation between TECS and SSG is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.87

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

0.87

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

0.88

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

0.85

Correlation (All Time)
Calculated using the full available price history since Dec 30, 2008

0.84

The correlation between TECS and SSG has been stable across timeframes, ranging from 0.84 to 0.88 - a consistent structural relationship.

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Return for Risk

TECS vs. SSG — 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: 11
Sharpe Ratio Rank
TECS Sortino Ratio Rank: 00
Sortino Ratio Rank
TECS Omega Ratio Rank: 00
Omega Ratio Rank
TECS Calmar Ratio Rank: 11
Calmar Ratio Rank
TECS Martin Ratio Rank: 00
Martin Ratio Rank

SSG
SSG Risk / Return Rank: 00
Overall Rank
SSG Sharpe Ratio Rank: 11
Sharpe Ratio Rank
SSG Sortino Ratio Rank: 00
Sortino Ratio Rank
SSG Omega Ratio Rank: 00
Omega Ratio Rank
SSG Calmar Ratio Rank: 11
Calmar Ratio Rank
SSG 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.

TECS vs. SSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Technology Bear 3X Shares (TECS) and Proshares Ultrashort Semiconductors (SSG). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TECSSSGDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.21

Omega ratioGain probability vs. loss probability

0.75

0.72

+0.03

Calmar ratioReturn relative to maximum drawdown

-0.98

-0.99

+0.01

Martin ratioReturn relative to average drawdown

-1.86

-1.64

-0.22

TECS vs. SSG - Sharpe Ratio Comparison

The current TECS Sharpe Ratio is -1.10, which is comparable to the SSG Sharpe Ratio of -1.15. The chart below compares the historical Sharpe Ratios of TECS and SSG, 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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Drawdowns

TECS vs. SSG - Drawdown Comparison

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


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Drawdown Indicators


TECSSSGDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-100.00%

0.00%

Max Drawdown (1Y)

Largest decline over 1 year

-78.66%

-79.92%

+1.26%

Max Drawdown (3Y)

Largest decline over 3 years

-96.22%

-98.56%

+2.34%

Max Drawdown (5Y)

Largest decline over 5 years

-98.82%

-99.66%

+0.84%

Max Drawdown (10Y)

Largest decline over 10 years

-100.00%

-99.99%

-0.01%

Current Drawdown

Current decline from peak

-100.00%

-100.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-96.76%

-88.60%

-8.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

43.87%

51.14%

-7.27%

Volatility

TECS vs. SSG - Volatility Comparison

Direxion Daily Technology Bear 3X Shares (TECS) has a higher volatility of 36.37% compared to Proshares Ultrashort Semiconductors (SSG) at 33.37%. This indicates that TECS's price experiences larger fluctuations and is considered to be riskier than SSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TECSSSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

36.37%

33.37%

+3.00%

Volatility (6M)

Calculated over the trailing 6-month period

58.81%

54.63%

+4.18%

Volatility (1Y)

Calculated over the trailing 1-year period

70.17%

68.68%

+1.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

75.65%

78.55%

-2.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

72.84%

69.63%

+3.21%

TECS vs. SSG - Expense Ratio Comparison

TECS has a 1.08% expense ratio, which is higher than SSG's 0.95% expense ratio.


Dividends

TECS vs. SSG - Dividend Comparison

TECS's dividend yield for the trailing twelve months is around 9.75%, less than SSG's 12.72% yield.


PositionTTM20252024202320222021202020192018
SSG
Proshares Ultrashort Semiconductors
12.72%9.19%7.67%6.73%0.75%0.00%0.34%1.81%0.62%
TECS
Direxion Daily Technology Bear 3X Shares
9.75%5.83%5.24%7.52%0.00%0.00%1.50%2.40%0.72%

Frequently Asked Questions


TECS and SSG have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TECS has higher volatility (36.37%) compared to SSG (33.37%). In terms of maximum drawdown, TECS dropped -100.00% vs SSG's -100.00%.

On 10-year performance, SSG leads with -62.09% vs -62.40% for TECS. On fees, SSG is cheaper at 0.95% per year. On volatility, SSG has been the lower-risk option at 33.37%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SSG has performed better with a -62.09% return vs -62.40%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SSG is cheaper with a 0.95% expense ratio, compared with 1.08% for TECS.

SSG has the higher dividend yield at 12.72%, compared with 9.75% for TECS.

TECS tracks Technology Select Sector Index (-300%), while SSG tracks Dow Jones U.S. Semiconductors Index (-200%). They also come from different issuers: Direxion and ProShares. Their fees differ too: 1.08% for TECS and 0.95% for SSG.

TECS currently has the higher Sharpe Ratio (-1.10 vs -1.15), 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 TECS and SSG

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