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TPOR vs. TYD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TPOR vs. TYD - 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 7-10 Year Treasury Bull 3X (TYD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TPOR achieves a 48.91% return, which is significantly higher than TYD's -8.67% return.


TPOR

1D
1.16%
1M
15.87%
6M
41.69%
YTD
48.91%
1Y
66.53%
3Y*
9.33%
5Y*
3.77%
10Y*
ALL TIME*
8.36%

TYD

1D
-0.78%
1M
-3.38%
6M
-6.39%
YTD
-8.67%
1Y
-3.97%
3Y*
-4.77%
5Y*
-14.54%
10Y*
-5.55%
ALL TIME*
0.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TPOR vs. TYD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TPOR
Direxion Daily Transportation Bull 3X Shares
48.91%3.26%-9.12%54.60%-58.70%105.18%-7.30%47.92%-44.95%51.65%
TYD
Direxion Daily 7-10 Year Treasury Bull 3X
-8.67%11.68%-13.89%-2.87%-43.32%-11.36%27.62%17.88%0.76%0.03%

Correlation

The correlation between TPOR and TYD is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.27

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

0.13

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

0.07

Correlation (All Time)
Calculated using the full available price history since May 3, 2017

-0.09

The correlation between TPOR and TYD shifts across timeframes, from -0.09 (all time) to 0.27 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

TPOR vs. TYD — Risk / Return Rank

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

TPOR
TPOR Risk / Return Rank: 4545
Overall Rank
TPOR Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
TPOR Sortino Ratio Rank: 4343
Sortino Ratio Rank
TPOR Omega Ratio Rank: 4242
Omega Ratio Rank
TPOR Calmar Ratio Rank: 5252
Calmar Ratio Rank
TPOR Martin Ratio Rank: 4848
Martin Ratio Rank

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

TPOR vs. TYD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Transportation Bull 3X Shares (TPOR) and Direxion Daily 7-10 Year Treasury Bull 3X (TYD). 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.


TPORTYDDifference
Sharpe ratioReturn per unit of total volatility

+1.40

Sortino ratioReturn per unit of downside risk

+2.02

Omega ratioGain probability vs. loss probability

1.21

0.96

+0.25

Calmar ratioReturn relative to maximum drawdown

1.97

-0.29

+2.26

Martin ratioReturn relative to average drawdown

5.97

-0.64

+6.61

TPOR vs. TYD - Sharpe Ratio Comparison

The current TPOR Sharpe Ratio is 1.11, which is higher than the TYD Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of TPOR and TYD, 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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Drawdowns

TPOR vs. TYD - Drawdown Comparison

The maximum TPOR drawdown since its inception was -87.59%, which is greater than TYD's maximum drawdown of -64.28%. Use the drawdown chart below to compare losses from any high point for TPOR and TYD.


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Drawdown Indicators


TPORTYDDifference

Max Drawdown

Largest peak-to-trough decline

-87.59%

-64.28%

-23.31%

Max Drawdown (1Y)

Largest decline over 1 year

-34.00%

-13.54%

-20.46%

Max Drawdown (3Y)

Largest decline over 3 years

-64.11%

-22.32%

-41.79%

Max Drawdown (5Y)

Largest decline over 5 years

-74.08%

-59.84%

-14.24%

Max Drawdown (10Y)

Largest decline over 10 years

-64.28%

Current Drawdown

Current decline from peak

-20.63%

-60.31%

+39.68%

Average Drawdown

Average peak-to-trough decline

-38.50%

-22.22%

-16.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.18%

6.24%

+4.94%

Volatility

TPOR vs. TYD - Volatility Comparison

Direxion Daily Transportation Bull 3X Shares (TPOR) has a higher volatility of 14.35% compared to Direxion Daily 7-10 Year Treasury Bull 3X (TYD) at 3.93%. This indicates that TPOR's price experiences larger fluctuations and is considered to be riskier than TYD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TPORTYDDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.35%

3.93%

+10.42%

Volatility (6M)

Calculated over the trailing 6-month period

47.95%

10.30%

+37.65%

Volatility (1Y)

Calculated over the trailing 1-year period

60.20%

13.80%

+46.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

67.91%

22.92%

+44.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

70.83%

20.20%

+50.63%

TPOR vs. TYD - Expense Ratio Comparison

TPOR has a 1.01% expense ratio, which is lower than TYD's 1.09% expense ratio.


Dividends

TPOR vs. TYD - Dividend Comparison

TPOR's dividend yield for the trailing twelve months is around 0.50%, less than TYD's 3.38% yield.


PositionTTM20252024202320222021202020192018201720162015
TPOR
Direxion Daily Transportation Bull 3X Shares
0.50%0.91%1.43%1.51%0.00%0.00%0.10%0.96%1.22%8.70%0.00%0.00%
TYD
Direxion Daily 7-10 Year Treasury Bull 3X
3.38%2.97%3.10%2.71%0.55%0.00%9.80%0.92%1.10%0.01%6.84%1.65%

Frequently Asked Questions


TPOR and TYD have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TPOR has higher volatility (14.35%) compared to TYD (3.93%). In terms of maximum drawdown, TPOR dropped -87.59% vs TYD's -64.28%.

On 5-year performance, TPOR leads with 3.77% vs -14.54% for TYD. On fees, TPOR is cheaper at 1.01% per year. On volatility, TYD has been the lower-risk option at 3.93%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, TPOR has performed better with a 3.77% return vs -14.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TPOR is cheaper with a 1.01% expense ratio, compared with 1.09% for TYD.

TYD has the higher dividend yield at 3.38%, compared with 0.50% for TPOR.

TPOR is categorized as Leveraged Equities, while TYD is Leveraged Bonds. TPOR tracks Dow Jones Transportation Average Index (300%), while TYD tracks NYSE 7-10 Year Treasury Bond Index. Their fees differ too: 1.01% for TPOR and 1.09% for TYD.

TPOR currently has the higher Sharpe Ratio (1.11 vs -0.29), 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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