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TECS vs. TNA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TECS vs. TNA - 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 Small Cap Bull 3X Shares (TNA). 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 -62.68% return, which is significantly lower than TNA's 53.14% return. Over the past 10 years, TECS has underperformed TNA with an annualized return of -62.30%, while TNA has yielded a comparatively higher 7.99% annualized return.


TECS

1D
4.57%
1M
-38.78%
YTD
-62.68%
6M
-61.81%
1Y
-79.89%
3Y*
-64.46%
5Y*
-58.69%
10Y*
-62.30%

TNA

1D
4.51%
1M
8.55%
YTD
53.14%
6M
43.09%
1Y
130.31%
3Y*
31.74%
5Y*
-5.38%
10Y*
7.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TECS vs. TNA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TECS
Direxion Daily Technology Bear 3X Shares
-62.68%-62.44%-49.76%-74.45%45.05%-67.92%-87.79%-73.77%-19.14%-60.81%
TNA
Direxion Daily Small Cap Bull 3X Shares
53.14%9.82%7.21%26.24%-62.48%27.88%-7.82%71.88%-39.89%39.15%

Correlation

The correlation between TECS and TNA is -0.63, 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

-0.63

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

-0.60

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

-0.68

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

-0.66

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

-0.72

The correlation between TECS and TNA shifts across timeframes, from -0.72 (all time) to -0.60 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

TECS vs. TNA — 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

TNA
TNA Risk / Return Rank: 6767
Overall Rank
TNA Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
TNA Sortino Ratio Rank: 5858
Sortino Ratio Rank
TNA Omega Ratio Rank: 5252
Omega Ratio Rank
TNA Calmar Ratio Rank: 7979
Calmar Ratio Rank
TNA Martin Ratio Rank: 7272
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. TNA - 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 Small Cap Bull 3X Shares (TNA). 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.


TECSTNADifference
Sharpe ratioReturn per unit of total volatility

-3.58

Sortino ratioReturn per unit of downside risk

-5.69

Omega ratioGain probability vs. loss probability

0.69

1.32

-0.63

Calmar ratioReturn relative to maximum drawdown

-0.98

4.03

-5.01

Martin ratioReturn relative to average drawdown

-1.78

13.27

-15.04

TECS vs. TNA - Sharpe Ratio Comparison

The current TECS Sharpe Ratio is -1.28, which is lower than the TNA Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of TECS and TNA, 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


TECSTNADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.28

2.30

-3.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.79

-0.08

-0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.86

0.12

-0.98

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.89

0.23

-1.12

Drawdowns

TECS vs. TNA - Drawdown Comparison

The maximum TECS drawdown since its inception was -100.00%, which is greater than TNA's maximum drawdown of -88.09%. Use the drawdown chart below to compare losses from any high point for TECS and TNA.


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Drawdown Indicators


TECSTNADifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-88.09%

-11.91%

Max Drawdown (1Y)

Largest decline over 1 year

-81.50%

-32.53%

-48.97%

Max Drawdown (3Y)

Largest decline over 3 years

-96.22%

-65.78%

-30.44%

Max Drawdown (5Y)

Largest decline over 5 years

-98.88%

-82.36%

-16.52%

Max Drawdown (10Y)

Largest decline over 10 years

-100.00%

-88.09%

-11.91%

Current Drawdown

Current decline from peak

-100.00%

-35.23%

-64.77%

Average Drawdown

Average peak-to-trough decline

-96.76%

-33.90%

-62.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

44.95%

9.86%

+35.09%

Volatility

TECS vs. TNA - Volatility Comparison

Direxion Daily Technology Bear 3X Shares (TECS) has a higher volatility of 22.21% compared to Direxion Daily Small Cap Bull 3X Shares (TNA) at 17.02%. This indicates that TECS's price experiences larger fluctuations and is considered to be riskier than TNA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TECSTNADifference

Volatility (1M)

Calculated over the trailing 1-month period

22.21%

17.02%

+5.19%

Volatility (6M)

Calculated over the trailing 6-month period

50.75%

40.45%

+10.30%

Volatility (1Y)

Calculated over the trailing 1-year period

62.38%

57.06%

+5.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.24%

67.34%

+6.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

72.17%

68.42%

+3.75%

TECS vs. TNA - Expense Ratio Comparison

TECS has a 1.08% expense ratio, which is lower than TNA's 1.14% expense ratio.


Dividends

TECS vs. TNA - Dividend Comparison

TECS's dividend yield for the trailing twelve months is around 10.43%, more than TNA's 0.39% yield.


PositionTTM202520242023202220212020201920182017
TECS
Direxion Daily Technology Bear 3X Shares
10.43%5.83%5.24%7.52%0.00%0.00%1.50%2.40%0.72%0.00%
TNA
Direxion Daily Small Cap Bull 3X Shares
0.39%0.78%0.93%1.27%0.31%0.06%0.03%0.44%0.36%0.15%

Frequently Asked Questions


TECS and TNA have a correlation of -0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TECS has higher volatility (22.21%) compared to TNA (17.02%). In terms of maximum drawdown, TECS dropped -100.00% vs TNA's -88.09%.

On 10-year performance, TNA leads with 7.99% vs -62.30% for TECS. On fees, TECS is cheaper at 1.08% per year. On volatility, TNA has been the lower-risk option at 17.02%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, TNA has performed better with a 7.99% return vs -62.30%. 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 1.14% for TNA.

TECS has the higher dividend yield at 10.43%, compared with 0.39% for TNA.

TECS tracks Technology Select Sector Index (-300%), while TNA tracks Russell 2000 Index (300%). Their fees differ too: 1.08% for TECS and 1.14% for TNA.

TNA currently has the higher Sharpe Ratio (2.30 vs -1.28), 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 TNA

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