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TMV vs. PST
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TMV vs. PST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily 20-Year Treasury Bear 3X (TMV) and ProShares UltraShort 7-10 Year Treasury (PST). 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 stocks are quite close, with TMV having a 4.73% return and PST slightly lower at 4.57%. Over the past 10 years, TMV has underperformed PST with an annualized return of -0.80%, while PST has yielded a comparatively higher 2.47% annualized return.


TMV

1D
1.13%
1M
-1.68%
YTD
4.73%
6M
11.42%
1Y
-4.33%
3Y*
12.83%
5Y*
19.12%
10Y*
-0.80%

PST

1D
0.51%
1M
0.80%
YTD
4.57%
6M
6.73%
1Y
1.08%
3Y*
5.59%
5Y*
9.21%
10Y*
2.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TMV vs. PST - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TMV
Direxion Daily 20-Year Treasury Bear 3X
4.73%-3.75%39.76%-9.69%150.18%0.83%-54.13%-34.22%3.99%-26.48%
PST
ProShares UltraShort 7-10 Year Treasury
4.57%-4.42%12.27%3.17%38.55%4.01%-18.67%-11.03%1.72%-4.52%

Correlation

The correlation between TMV and PST is 0.91, 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

0.91

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

0.90

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

0.90

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

0.90

Correlation (All Time)
Calculated using the full available price history since Apr 17, 2009

0.91

The correlation between TMV and PST has been stable across timeframes, ranging from 0.90 to 0.91 - a consistent structural relationship.

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Return for Risk

TMV vs. PST — Risk / Return Rank

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

TMV
TMV Risk / Return Rank: 77
Overall Rank
TMV Sharpe Ratio Rank: 77
Sharpe Ratio Rank
TMV Sortino Ratio Rank: 77
Sortino Ratio Rank
TMV Omega Ratio Rank: 77
Omega Ratio Rank
TMV Calmar Ratio Rank: 77
Calmar Ratio Rank
TMV Martin Ratio Rank: 77
Martin Ratio Rank

PST
PST Risk / Return Rank: 1010
Overall Rank
PST Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
PST Sortino Ratio Rank: 99
Sortino Ratio Rank
PST Omega Ratio Rank: 99
Omega Ratio Rank
PST Calmar Ratio Rank: 1010
Calmar Ratio Rank
PST Martin Ratio Rank: 1010
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.

TMV vs. PST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily 20-Year Treasury Bear 3X (TMV) and ProShares UltraShort 7-10 Year Treasury (PST). 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.


TMVPSTDifference
Sharpe ratioReturn per unit of total volatility

-0.26

Sortino ratioReturn per unit of downside risk

-0.24

Omega ratioGain probability vs. loss probability

1.00

1.03

-0.03

Calmar ratioReturn relative to maximum drawdown

-0.20

0.15

-0.35

Martin ratioReturn relative to average drawdown

-0.40

0.26

-0.66

TMV vs. PST - Sharpe Ratio Comparison

The current TMV Sharpe Ratio is -0.15, which is lower than the PST Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of TMV and PST, 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


TMVPSTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.15

0.11

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.59

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.02

0.19

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.33

-0.37

+0.05

Drawdowns

TMV vs. PST - Drawdown Comparison

The maximum TMV drawdown since its inception was -98.96%, which is greater than PST's maximum drawdown of -79.25%. Use the drawdown chart below to compare losses from any high point for TMV and PST.


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Drawdown Indicators


TMVPSTDifference

Max Drawdown

Largest peak-to-trough decline

-98.96%

-79.25%

-19.71%

Max Drawdown (1Y)

Largest decline over 1 year

-21.62%

-7.25%

-14.37%

Max Drawdown (3Y)

Largest decline over 3 years

-48.49%

-16.19%

-32.30%

Max Drawdown (5Y)

Largest decline over 5 years

-48.49%

-16.19%

-32.30%

Max Drawdown (10Y)

Largest decline over 10 years

-82.31%

-36.07%

-46.24%

Current Drawdown

Current decline from peak

-95.94%

-64.13%

-31.81%

Average Drawdown

Average peak-to-trough decline

-86.60%

-61.48%

-25.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.13%

4.16%

+6.97%

Volatility

TMV vs. PST - Volatility Comparison

Direxion Daily 20-Year Treasury Bear 3X (TMV) has a higher volatility of 8.15% compared to ProShares UltraShort 7-10 Year Treasury (PST) at 3.19%. This indicates that TMV's price experiences larger fluctuations and is considered to be riskier than PST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TMVPSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.15%

3.19%

+4.96%

Volatility (6M)

Calculated over the trailing 6-month period

19.18%

6.75%

+12.43%

Volatility (1Y)

Calculated over the trailing 1-year period

29.12%

9.62%

+19.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.21%

15.60%

+31.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.44%

13.32%

+31.12%

TMV vs. PST - Expense Ratio Comparison

TMV has a 1.04% expense ratio, which is higher than PST's 0.95% expense ratio.


Dividends

TMV vs. PST - Dividend Comparison

TMV's dividend yield for the trailing twelve months is around 2.62%, less than PST's 3.08% yield.


PositionTTM20252024202320222021202020192018
PST
ProShares UltraShort 7-10 Year Treasury
3.08%3.47%3.61%3.69%0.02%0.00%0.11%1.85%0.66%
TMV
Direxion Daily 20-Year Treasury Bear 3X
2.62%2.85%3.41%3.87%0.00%0.00%0.37%1.60%0.62%

Frequently Asked Questions


With a correlation of 0.91, TMV and PST move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

TMV has higher volatility (8.15%) compared to PST (3.19%). In terms of maximum drawdown, TMV dropped -98.96% vs PST's -79.25%.

On 10-year performance, PST leads with 2.47% vs -0.80% for TMV. On fees, PST is cheaper at 0.95% per year. On volatility, PST has been the lower-risk option at 3.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, PST has performed better with a 2.47% return vs -0.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PST is cheaper with a 0.95% expense ratio, compared with 1.04% for TMV.

PST has the higher dividend yield at 3.08%, compared with 2.62% for TMV.

TMV is categorized as Leveraged Bonds, while PST is Inverse Bonds. TMV tracks NYSE 20 Year Plus Treasury Bond Index (-300%), while PST tracks ICE U.S. Treasury 7-10 Year Bond Index. They also come from different issuers: Direxion and ProShares. Their fees differ too: 1.04% for TMV and 0.95% for PST.

PST currently has the higher Sharpe Ratio (0.11 vs -0.15), 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.

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