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TNA vs. SPXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TNA vs. SPXS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Small Cap Bull 3X Shares (TNA) and Direxion Daily S&P 500 Bear 3X Shares (SPXS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TNA achieves a 53.14% return, which is significantly higher than SPXS's -26.34% return. Over the past 10 years, TNA has outperformed SPXS with an annualized return of 7.99%, while SPXS has yielded a comparatively lower -41.99% annualized return.


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%

SPXS

1D
-1.15%
1M
-12.09%
YTD
-26.34%
6M
-25.57%
1Y
-49.42%
3Y*
-43.02%
5Y*
-34.91%
10Y*
-41.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TNA vs. SPXS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SPXS
Direxion Daily S&P 500 Bear 3X Shares
-26.34%-41.53%-42.84%-45.97%36.14%-58.11%-70.47%-56.40%3.44%-44.52%

Correlation

The correlation between TNA and SPXS is -0.79, 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

-0.79

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

-0.77

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

-0.82

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

-0.81

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2008

-0.85

The correlation between TNA and SPXS has been stable across timeframes, ranging from -0.85 to -0.77 - a consistent structural relationship.

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Return for Risk

TNA vs. SPXS — Risk / Return Rank

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

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

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

TNA vs. SPXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Small Cap Bull 3X Shares (TNA) and Direxion Daily S&P 500 Bear 3X Shares (SPXS). 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.


TNASPXSDifference
Sharpe ratioReturn per unit of total volatility

+3.69

Sortino ratioReturn per unit of downside risk

+5.07

Omega ratioGain probability vs. loss probability

1.32

0.75

+0.57

Calmar ratioReturn relative to maximum drawdown

4.03

-0.98

+5.01

Martin ratioReturn relative to average drawdown

13.27

-1.64

+14.90

TNA vs. SPXS - Sharpe Ratio Comparison

The current TNA Sharpe Ratio is 2.30, which is higher than the SPXS Sharpe Ratio of -1.40. The chart below compares the historical Sharpe Ratios of TNA and SPXS, 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


TNASPXSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.30

-1.40

+3.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

-0.70

+0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

-0.79

+0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

-0.84

+1.07

Drawdowns

TNA vs. SPXS - Drawdown Comparison

The maximum TNA drawdown since its inception was -88.09%, smaller than the maximum SPXS drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for TNA and SPXS.


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Drawdown Indicators


TNASPXSDifference

Max Drawdown

Largest peak-to-trough decline

-88.09%

-100.00%

+11.91%

Max Drawdown (1Y)

Largest decline over 1 year

-32.53%

-50.77%

+18.24%

Max Drawdown (3Y)

Largest decline over 3 years

-65.78%

-84.13%

+18.35%

Max Drawdown (5Y)

Largest decline over 5 years

-82.36%

-90.11%

+7.75%

Max Drawdown (10Y)

Largest decline over 10 years

-88.09%

-99.63%

+11.54%

Current Drawdown

Current decline from peak

-35.23%

-100.00%

+64.77%

Average Drawdown

Average peak-to-trough decline

-33.90%

-96.30%

+62.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.86%

30.20%

-20.34%

Volatility

TNA vs. SPXS - Volatility Comparison

Direxion Daily Small Cap Bull 3X Shares (TNA) has a higher volatility of 17.02% compared to Direxion Daily S&P 500 Bear 3X Shares (SPXS) at 8.36%. This indicates that TNA's price experiences larger fluctuations and is considered to be riskier than SPXS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TNASPXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.02%

8.36%

+8.66%

Volatility (6M)

Calculated over the trailing 6-month period

40.45%

26.83%

+13.62%

Volatility (1Y)

Calculated over the trailing 1-year period

57.06%

35.52%

+21.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

67.34%

50.38%

+16.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

68.42%

53.53%

+14.89%

TNA vs. SPXS - Expense Ratio Comparison

TNA has a 1.14% expense ratio, which is higher than SPXS's 1.08% expense ratio.


Dividends

TNA vs. SPXS - Dividend Comparison

TNA's dividend yield for the trailing twelve months is around 0.39%, less than SPXS's 4.97% yield.


PositionTTM202520242023202220212020201920182017
SPXS
Direxion Daily S&P 500 Bear 3X Shares
4.97%4.93%6.18%5.66%0.00%0.00%0.51%1.74%0.58%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


TNA and SPXS have a correlation of -0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TNA has higher volatility (17.02%) compared to SPXS (8.36%). In terms of maximum drawdown, TNA dropped -88.09% vs SPXS's -100.00%.

On 10-year performance, TNA leads with 7.99% vs -41.99% for SPXS. On fees, SPXS is cheaper at 1.08% per year. On volatility, SPXS has been the lower-risk option at 8.36%. 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 -41.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPXS is cheaper with a 1.08% expense ratio, compared with 1.14% for TNA.

SPXS has the higher dividend yield at 4.97%, compared with 0.39% for TNA.

TNA is categorized as Leveraged Equities, while SPXS is Inverse Equities. TNA tracks Russell 2000 Index (300%), while SPXS tracks S&P 500 Index (-300%). Their fees differ too: 1.14% for TNA and 1.08% for SPXS.

TNA currently has the higher Sharpe Ratio (2.30 vs -1.40), 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 TNA and SPXS

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