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TECS vs. TZA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TECS vs. TZA - 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 Bear 3X Shares (TZA). 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 -65.30% return, which is significantly lower than TZA's -42.59% return. Over the past 10 years, TECS has underperformed TZA with an annualized return of -62.62%, while TZA has yielded a comparatively higher -43.35% annualized return.


TECS

1D
-3.56%
1M
-46.98%
YTD
-65.30%
6M
-65.15%
1Y
-82.22%
3Y*
-65.09%
5Y*
-59.77%
10Y*
-62.62%

TZA

1D
-2.73%
1M
-12.86%
YTD
-42.59%
6M
-43.80%
1Y
-68.39%
3Y*
-45.37%
5Y*
-30.81%
10Y*
-43.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TECS vs. TZA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TECS
Direxion Daily Technology Bear 3X Shares
-65.30%-62.44%-49.76%-74.45%45.05%-67.92%-87.79%-73.77%-19.14%-60.81%
TZA
Direxion Daily Small Cap Bear 3X Shares
-42.59%-40.22%-32.22%-41.19%30.21%-50.80%-80.43%-53.25%25.06%-38.19%

Correlation

The correlation between TECS and TZA is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.64

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

0.67

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

0.72

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

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Return for Risk

TECS vs. TZA — 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

TZA
TZA Risk / Return Rank: 11
Overall Rank
TZA Sharpe Ratio Rank: 11
Sharpe Ratio Rank
TZA Sortino Ratio Rank: 00
Sortino Ratio Rank
TZA Omega Ratio Rank: 11
Omega Ratio Rank
TZA Calmar Ratio Rank: 00
Calmar Ratio Rank
TZA 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. TZA - 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 Bear 3X Shares (TZA). 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.


TECSTZADifference

Sharpe ratio

Return per unit of total volatility

-1.32

-1.20

-0.12

Sortino ratio

Return per unit of downside risk

-3.22

-2.25

-0.97

Omega ratio

Gain probability vs. loss probability

0.67

0.76

-0.09

Calmar ratio

Return relative to maximum drawdown

-1.01

-1.00

0.00

Martin ratio

Return relative to average drawdown

-1.79

-1.52

-0.27

TECS vs. TZA - Sharpe Ratio Comparison

The current TECS Sharpe Ratio is -1.32, which is comparable to the TZA Sharpe Ratio of -1.20. The chart below compares the historical Sharpe Ratios of TECS and TZA, 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


TECSTZADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.32

-1.20

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.81

-0.46

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.87

-0.63

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.89

-0.71

-0.17

Drawdowns

TECS vs. TZA - Drawdown Comparison

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


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Drawdown Indicators


TECSTZADifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-100.00%

0.00%

Max Drawdown (1Y)

Largest decline over 1 year

-81.50%

-67.28%

-14.22%

Max Drawdown (3Y)

Largest decline over 3 years

-96.22%

-88.34%

-7.88%

Max Drawdown (5Y)

Largest decline over 5 years

-98.88%

-90.83%

-8.05%

Max Drawdown (10Y)

Largest decline over 10 years

-100.00%

-99.71%

-0.29%

Current Drawdown

Current decline from peak

-100.00%

-100.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-96.76%

-98.00%

+1.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

46.27%

45.20%

+1.07%

Volatility

TECS vs. TZA - Volatility Comparison

Direxion Daily Technology Bear 3X Shares (TECS) has a higher volatility of 20.79% compared to Direxion Daily Small Cap Bear 3X Shares (TZA) at 16.58%. This indicates that TECS's price experiences larger fluctuations and is considered to be riskier than TZA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TECSTZADifference

Volatility (1M)

Calculated over the trailing 1-month period

20.79%

16.58%

+4.21%

Volatility (6M)

Calculated over the trailing 6-month period

50.38%

40.62%

+9.76%

Volatility (1Y)

Calculated over the trailing 1-year period

62.20%

56.90%

+5.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.25%

67.42%

+6.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

72.18%

68.91%

+3.27%

TECS vs. TZA - Expense Ratio Comparison

TECS has a 1.08% expense ratio, which is lower than TZA's 1.11% expense ratio.


Dividends

TECS vs. TZA - Dividend Comparison

TECS's dividend yield for the trailing twelve months is around 11.22%, more than TZA's 5.00% yield.


PositionTTM20252024202320222021202020192018
TECS
Direxion Daily Technology Bear 3X Shares
11.22%5.83%5.24%7.52%0.00%0.00%1.50%2.40%0.72%
TZA
Direxion Daily Small Cap Bear 3X Shares
5.00%5.08%5.40%5.49%0.00%0.00%1.21%1.56%0.63%

Frequently Asked Questions


TECS and TZA have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TECS has higher volatility (20.79%) compared to TZA (16.58%). In terms of maximum drawdown, TECS dropped -100.00% vs TZA's -100.00%.

On 10-year performance, TZA leads with -43.35% vs -62.62% for TECS. On fees, TECS is cheaper at 1.08% per year. On volatility, TZA has been the lower-risk option at 16.58%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, TZA has performed better with a -43.35% return vs -62.62%. 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 1.11% for TZA.

TECS has the higher dividend yield at 11.22%, compared with 5.00% for TZA.

TECS tracks Technology Select Sector Index (-300%), while TZA tracks Russell 2000 Index (-300%). Their fees differ too: 1.08% for TECS and 1.11% for TZA.

TZA currently has the higher Sharpe Ratio (-1.20 vs -1.32), 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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