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TSMX vs. GUSH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TSMX vs. GUSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily TSM Bull 2X Shares (TSMX) and Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares (GUSH). The values are adjusted to include any dividend payments, if applicable.

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TSMX vs. GUSH - Yearly Performance Comparison


Returns By Period

In the year-to-date period, TSMX achieves a 16.15% return, which is significantly lower than GUSH's 102.61% return.


TSMX

1D
13.81%
1M
-20.58%
YTD
16.15%
6M
30.27%
1Y
227.40%
3Y*
5Y*
10Y*

GUSH

1D
-3.93%
1M
39.57%
YTD
102.61%
6M
81.38%
1Y
68.02%
3Y*
15.69%
5Y*
19.89%
10Y*
-32.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TSMX vs. GUSH - Expense Ratio Comparison

TSMX has a 1.05% expense ratio, which is lower than GUSH's 1.17% expense ratio.


Return for Risk

TSMX vs. GUSH — Risk / Return Rank

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

TSMX
TSMX Risk / Return Rank: 9696
Overall Rank
TSMX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
TSMX Sortino Ratio Rank: 9595
Sortino Ratio Rank
TSMX Omega Ratio Rank: 9191
Omega Ratio Rank
TSMX Calmar Ratio Rank: 9898
Calmar Ratio Rank
TSMX Martin Ratio Rank: 9797
Martin Ratio Rank

GUSH
GUSH Risk / Return Rank: 6060
Overall Rank
GUSH Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
GUSH Sortino Ratio Rank: 6464
Sortino Ratio Rank
GUSH Omega Ratio Rank: 6363
Omega Ratio Rank
GUSH Calmar Ratio Rank: 6767
Calmar Ratio Rank
GUSH Martin Ratio Rank: 4545
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.

TSMX vs. GUSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily TSM Bull 2X Shares (TSMX) and Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares (GUSH). 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.


TSMXGUSHDifference

Sharpe ratio

Return per unit of total volatility

2.95

1.02

+1.94

Sortino ratio

Return per unit of downside risk

3.08

1.55

+1.53

Omega ratio

Gain probability vs. loss probability

1.39

1.22

+0.16

Calmar ratio

Return relative to maximum drawdown

6.59

1.61

+4.97

Martin ratio

Return relative to average drawdown

20.50

4.01

+16.49

TSMX vs. GUSH - Sharpe Ratio Comparison

The current TSMX Sharpe Ratio is 2.95, which is higher than the GUSH Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of TSMX and GUSH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TSMXGUSHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.95

1.02

+1.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

1.01

-0.43

+1.44

Correlation

The correlation between TSMX and GUSH is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

TSMX vs. GUSH - Dividend Comparison

TSMX's dividend yield for the trailing twelve months is around 7.11%, more than GUSH's 1.23% yield.


TTM2025202420232022202120202019201820172016
TSMX
Direxion Daily TSM Bull 2X Shares
7.11%8.01%0.53%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GUSH
Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares
1.23%2.60%2.96%3.00%0.47%0.00%0.20%1.68%0.17%0.00%3.26%

Drawdowns

TSMX vs. GUSH - Drawdown Comparison

The maximum TSMX drawdown since its inception was -63.80%, smaller than the maximum GUSH drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for TSMX and GUSH.


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Drawdown Indicators


TSMXGUSHDifference

Max Drawdown

Largest peak-to-trough decline

-63.80%

-99.98%

+36.18%

Max Drawdown (1Y)

Largest decline over 1 year

-34.93%

-43.67%

+8.74%

Max Drawdown (5Y)

Largest decline over 5 years

-73.64%

Max Drawdown (10Y)

Largest decline over 10 years

-99.94%

Current Drawdown

Current decline from peak

-25.94%

-99.75%

+73.81%

Average Drawdown

Average peak-to-trough decline

-16.74%

-92.81%

+76.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.22%

17.54%

-6.32%

Volatility

TSMX vs. GUSH - Volatility Comparison

Direxion Daily TSM Bull 2X Shares (TSMX) has a higher volatility of 29.06% compared to Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares (GUSH) at 14.01%. This indicates that TSMX's price experiences larger fluctuations and is considered to be riskier than GUSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSMXGUSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.06%

14.01%

+15.05%

Volatility (6M)

Calculated over the trailing 6-month period

54.61%

38.39%

+16.22%

Volatility (1Y)

Calculated over the trailing 1-year period

77.49%

67.12%

+10.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

81.26%

68.80%

+12.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

81.26%

94.28%

-13.02%