PortfoliosLab logoPortfoliosLab logo
TNA vs. TZA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TNA vs. TZA - 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 Small Cap Bear 3X Shares (TZA). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, TNA achieves a 56.90% return, which is significantly higher than TZA's -46.35% return. Over the past 10 years, TNA has outperformed TZA with an annualized return of 9.70%, while TZA has yielded a comparatively lower -44.17% annualized return.


TNA

1D
-3.11%
1M
9.59%
YTD
56.90%
6M
45.88%
1Y
125.39%
3Y*
32.32%
5Y*
-5.98%
10Y*
9.70%

TZA

1D
2.05%
1M
-12.69%
YTD
-46.35%
6M
-42.28%
1Y
-67.58%
3Y*
-46.88%
5Y*
-30.52%
10Y*
-44.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TNA vs. TZA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TNA
Direxion Daily Small Cap Bull 3X Shares
56.90%9.82%7.21%26.24%-62.48%27.88%-7.82%71.88%-39.89%39.15%
TZA
Direxion Daily Small Cap Bear 3X Shares
-46.35%-40.22%-32.22%-41.19%30.21%-50.80%-80.43%-53.25%25.06%-38.19%

Correlation

The correlation between TNA and TZA is -1.00, 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

-1.00

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

-1.00

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

-1.00

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

-1.00

Correlation (All Time)
Calculated using the full available price history since Nov 19, 2008

-1.00

The correlation between TNA and TZA has been stable across timeframes, ranging from -1.00 to -1.00 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

TNA vs. TZA — Risk / Return Rank

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

TNA
TNA Risk / Return Rank: 6565
Overall Rank
TNA Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
TNA Sortino Ratio Rank: 5757
Sortino Ratio Rank
TNA Omega Ratio Rank: 5050
Omega Ratio Rank
TNA Calmar Ratio Rank: 7878
Calmar Ratio Rank
TNA Martin Ratio Rank: 7171
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.

TNA vs. TZA - 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 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.

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.


TNATZADifference
Sharpe ratioReturn per unit of total volatility

+3.31

Sortino ratioReturn per unit of downside risk

+4.72

Omega ratioGain probability vs. loss probability

1.31

0.77

+0.54

Calmar ratioReturn relative to maximum drawdown

3.88

-1.00

+4.87

Martin ratioReturn relative to average drawdown

12.72

-1.56

+14.28

TNA vs. TZA - Sharpe Ratio Comparison

The current TNA Sharpe Ratio is 2.15, which is higher than the TZA Sharpe Ratio of -1.16. The chart below compares the historical Sharpe Ratios of TNA 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.


Loading charts...

Drawdowns

TNA vs. TZA - Drawdown Comparison

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


Loading charts...

Drawdown Indicators


TNATZADifference

Max Drawdown

Largest peak-to-trough decline

-88.09%

-100.00%

+11.91%

Max Drawdown (1Y)

Largest decline over 1 year

-32.53%

-68.07%

+35.54%

Max Drawdown (3Y)

Largest decline over 3 years

-65.78%

-89.28%

+23.50%

Max Drawdown (5Y)

Largest decline over 5 years

-82.36%

-91.56%

+9.20%

Max Drawdown (10Y)

Largest decline over 10 years

-88.09%

-99.74%

+11.65%

Current Drawdown

Current decline from peak

-33.64%

-100.00%

+66.36%

Average Drawdown

Average peak-to-trough decline

-33.92%

-97.99%

+64.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.89%

43.46%

-33.57%

Volatility

TNA vs. TZA - Volatility Comparison

Direxion Daily Small Cap Bull 3X Shares (TNA) and Direxion Daily Small Cap Bear 3X Shares (TZA) have volatilities of 19.82% and 19.17%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


TNATZADifference

Volatility (1M)

Calculated over the trailing 1-month period

19.82%

19.17%

+0.65%

Volatility (6M)

Calculated over the trailing 6-month period

42.69%

42.84%

-0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

58.76%

58.62%

+0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

67.57%

67.66%

-0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

68.50%

68.98%

-0.48%

TNA vs. TZA - Expense Ratio Comparison

TNA has a 1.05% expense ratio, which is lower than TZA's 1.11% expense ratio.


Dividends

TNA vs. TZA - Dividend Comparison

TNA's dividend yield for the trailing twelve months is around 0.38%, less than TZA's 5.35% yield.


PositionTTM202520242023202220212020201920182017
TNA
Direxion Daily Small Cap Bull 3X Shares
0.38%0.78%0.93%1.27%0.31%0.06%0.03%0.44%0.36%0.15%
TZA
Direxion Daily Small Cap Bear 3X Shares
5.35%5.08%5.40%5.49%0.00%0.00%1.21%1.56%0.63%0.00%

Frequently Asked Questions


TNA and TZA have a correlation of -1.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TNA has higher volatility (19.82%) compared to TZA (19.17%). In terms of maximum drawdown, TNA dropped -88.09% vs TZA's -100.00%.

On 10-year performance, TNA leads with 9.70% vs -44.17% for TZA. On fees, TNA is cheaper at 1.05% per year. On volatility, TZA has been the lower-risk option at 19.17%. 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 9.70% return vs -44.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TNA is cheaper with a 1.05% expense ratio, compared with 1.11% for TZA.

TZA has the higher dividend yield at 5.35%, compared with 0.38% for TNA.

TNA tracks Russell 2000 Index (300% Daily), while TZA tracks Russell 2000 Index (-300%). Their fees differ too: 1.05% for TNA and 1.11% for TZA.

TNA currently has the higher Sharpe Ratio (2.15 vs -1.16), 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 TZA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer