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TPOR vs. DUSL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TPOR and DUSL is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

TPOR vs. DUSL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Transportation Bull 3X Shares (TPOR) and Direxion Daily Industrials Bull 3X Shares (DUSL). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
-22.17%
91.35%
TPOR
DUSL

Key characteristics

Sharpe Ratio

TPOR:

-0.67

DUSL:

-0.22

Sortino Ratio

TPOR:

-0.81

DUSL:

0.09

Omega Ratio

TPOR:

0.90

DUSL:

1.01

Calmar Ratio

TPOR:

-0.66

DUSL:

-0.25

Martin Ratio

TPOR:

-2.28

DUSL:

-0.84

Ulcer Index

TPOR:

21.48%

DUSL:

15.03%

Daily Std Dev

TPOR:

72.77%

DUSL:

58.65%

Max Drawdown

TPOR:

-87.59%

DUSL:

-85.74%

Current Drawdown

TPOR:

-70.66%

DUSL:

-41.31%

Returns By Period

In the year-to-date period, TPOR achieves a -43.16% return, which is significantly lower than DUSL's -23.25% return.


TPOR

YTD

-43.16%

1M

-34.15%

6M

-54.67%

1Y

-48.34%

5Y*

15.39%

10Y*

N/A

DUSL

YTD

-23.25%

1M

-22.06%

6M

-36.58%

1Y

-11.94%

5Y*

30.99%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


TPOR vs. DUSL - Expense Ratio Comparison

Both TPOR and DUSL have an expense ratio of 1.01%.


TPOR
Direxion Daily Transportation Bull 3X Shares
Expense ratio chart for TPOR: current value is 1.01%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TPOR: 1.01%
Expense ratio chart for DUSL: current value is 1.01%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DUSL: 1.01%

Risk-Adjusted Performance

TPOR vs. DUSL — Risk-Adjusted Performance Rank

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

TPOR
The Risk-Adjusted Performance Rank of TPOR is 22
Overall Rank
The Sharpe Ratio Rank of TPOR is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of TPOR is 44
Sortino Ratio Rank
The Omega Ratio Rank of TPOR is 44
Omega Ratio Rank
The Calmar Ratio Rank of TPOR is 11
Calmar Ratio Rank
The Martin Ratio Rank of TPOR is 00
Martin Ratio Rank

DUSL
The Risk-Adjusted Performance Rank of DUSL is 1717
Overall Rank
The Sharpe Ratio Rank of DUSL is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of DUSL is 2525
Sortino Ratio Rank
The Omega Ratio Rank of DUSL is 2525
Omega Ratio Rank
The Calmar Ratio Rank of DUSL is 1111
Calmar Ratio Rank
The Martin Ratio Rank of DUSL is 1212
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TPOR vs. DUSL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Transportation Bull 3X Shares (TPOR) and Direxion Daily Industrials Bull 3X Shares (DUSL). 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.


Sharpe ratio
The chart of Sharpe ratio for TPOR, currently valued at -0.67, compared to the broader market-1.000.001.002.003.004.00
TPOR: -0.67
DUSL: -0.22
The chart of Sortino ratio for TPOR, currently valued at -0.81, compared to the broader market-2.000.002.004.006.008.0010.00
TPOR: -0.81
DUSL: 0.09
The chart of Omega ratio for TPOR, currently valued at 0.90, compared to the broader market0.501.001.502.002.50
TPOR: 0.90
DUSL: 1.01
The chart of Calmar ratio for TPOR, currently valued at -0.66, compared to the broader market0.002.004.006.008.0010.0012.00
TPOR: -0.66
DUSL: -0.25
The chart of Martin ratio for TPOR, currently valued at -2.28, compared to the broader market0.0020.0040.0060.00
TPOR: -2.28
DUSL: -0.84

The current TPOR Sharpe Ratio is -0.67, which is lower than the DUSL Sharpe Ratio of -0.22. The chart below compares the historical Sharpe Ratios of TPOR and DUSL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.67
-0.22
TPOR
DUSL

Dividends

TPOR vs. DUSL - Dividend Comparison

TPOR's dividend yield for the trailing twelve months is around 2.19%, less than DUSL's 8.45% yield.


TTM20242023202220212020201920182017
TPOR
Direxion Daily Transportation Bull 3X Shares
2.19%1.43%1.50%0.00%0.00%0.10%0.96%1.22%8.70%
DUSL
Direxion Daily Industrials Bull 3X Shares
8.45%6.62%1.28%0.66%0.07%0.48%1.01%1.46%0.57%

Drawdowns

TPOR vs. DUSL - Drawdown Comparison

The maximum TPOR drawdown since its inception was -87.59%, roughly equal to the maximum DUSL drawdown of -85.74%. Use the drawdown chart below to compare losses from any high point for TPOR and DUSL. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-70.66%
-41.31%
TPOR
DUSL

Volatility

TPOR vs. DUSL - Volatility Comparison

Direxion Daily Transportation Bull 3X Shares (TPOR) has a higher volatility of 48.46% compared to Direxion Daily Industrials Bull 3X Shares (DUSL) at 40.81%. This indicates that TPOR's price experiences larger fluctuations and is considered to be riskier than DUSL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
48.46%
40.81%
TPOR
DUSL
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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