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TTT vs. TMF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TTT and TMF is 0.21, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

TTT vs. TMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UltraPro Short 20+ Year Treasury (TTT) and Direxion Daily 20-Year Treasury Bull 3X (TMF). The values are adjusted to include any dividend payments, if applicable.

-80.00%-75.00%-70.00%-65.00%-60.00%NovemberDecember2025FebruaryMarchApril
-77.53%
-68.55%
TTT
TMF

Key characteristics

Sharpe Ratio

TTT:

-0.17

TMF:

-0.16

Sortino Ratio

TTT:

0.06

TMF:

0.06

Omega Ratio

TTT:

1.01

TMF:

1.01

Calmar Ratio

TTT:

-0.09

TMF:

-0.08

Martin Ratio

TTT:

-0.38

TMF:

-0.30

Ulcer Index

TTT:

19.05%

TMF:

23.34%

Daily Std Dev

TTT:

43.08%

TMF:

42.72%

Max Drawdown

TTT:

-94.00%

TMF:

-92.11%

Current Drawdown

TTT:

-79.22%

TMF:

-91.28%

Returns By Period

In the year-to-date period, TTT achieves a -8.76% return, which is significantly lower than TMF's 2.29% return. Over the past 10 years, TTT has outperformed TMF with an annualized return of -5.30%, while TMF has yielded a comparatively lower -14.44% annualized return.


TTT

YTD

-8.76%

1M

-0.72%

6M

5.92%

1Y

-11.40%

5Y*

26.46%

10Y*

-5.30%

TMF

YTD

2.29%

1M

-2.33%

6M

-13.08%

1Y

-2.88%

5Y*

-37.43%

10Y*

-14.44%

*Annualized

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TTT vs. TMF - Expense Ratio Comparison

TTT has a 0.95% expense ratio, which is lower than TMF's 1.09% expense ratio.


Expense ratio chart for TMF: current value is 1.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TMF: 1.09%
Expense ratio chart for TTT: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TTT: 0.95%

Risk-Adjusted Performance

TTT vs. TMF — Risk-Adjusted Performance Rank

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

TTT
The Risk-Adjusted Performance Rank of TTT is 1414
Overall Rank
The Sharpe Ratio Rank of TTT is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of TTT is 1616
Sortino Ratio Rank
The Omega Ratio Rank of TTT is 1616
Omega Ratio Rank
The Calmar Ratio Rank of TTT is 1313
Calmar Ratio Rank
The Martin Ratio Rank of TTT is 1313
Martin Ratio Rank

TMF
The Risk-Adjusted Performance Rank of TMF is 1414
Overall Rank
The Sharpe Ratio Rank of TMF is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of TMF is 1616
Sortino Ratio Rank
The Omega Ratio Rank of TMF is 1616
Omega Ratio Rank
The Calmar Ratio Rank of TMF is 1414
Calmar Ratio Rank
The Martin Ratio Rank of TMF is 1414
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.

TTT vs. TMF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for UltraPro Short 20+ Year Treasury (TTT) and Direxion Daily 20-Year Treasury Bull 3X (TMF). 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.


The chart of Sharpe ratio for TTT, currently valued at -0.17, compared to the broader market-1.000.001.002.003.004.00
TTT: -0.17
TMF: -0.16
The chart of Sortino ratio for TTT, currently valued at 0.06, compared to the broader market-2.000.002.004.006.008.00
TTT: 0.06
TMF: 0.06
The chart of Omega ratio for TTT, currently valued at 1.01, compared to the broader market0.501.001.502.002.50
TTT: 1.01
TMF: 1.01
The chart of Calmar ratio for TTT, currently valued at -0.09, compared to the broader market0.002.004.006.008.0010.0012.00
TTT: -0.09
TMF: -0.08
The chart of Martin ratio for TTT, currently valued at -0.38, compared to the broader market0.0020.0040.0060.00
TTT: -0.38
TMF: -0.30

The current TTT Sharpe Ratio is -0.17, which is comparable to the TMF Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of TTT and TMF, 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-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.17
-0.16
TTT
TMF

Dividends

TTT vs. TMF - Dividend Comparison

TTT's dividend yield for the trailing twelve months is around 6.04%, more than TMF's 4.14% yield.


TTM20242023202220212020201920182017
TTT
UltraPro Short 20+ Year Treasury
6.04%4.86%12.15%0.34%0.00%0.29%1.88%0.44%0.00%
TMF
Direxion Daily 20-Year Treasury Bull 3X
4.14%4.29%2.82%1.62%0.13%2.23%0.94%1.49%0.41%

Drawdowns

TTT vs. TMF - Drawdown Comparison

The maximum TTT drawdown since its inception was -94.00%, roughly equal to the maximum TMF drawdown of -92.11%. Use the drawdown chart below to compare losses from any high point for TTT and TMF. For additional features, visit the drawdowns tool.


-90.00%-85.00%-80.00%-75.00%NovemberDecember2025FebruaryMarchApril
-79.22%
-91.28%
TTT
TMF

Volatility

TTT vs. TMF - Volatility Comparison

UltraPro Short 20+ Year Treasury (TTT) and Direxion Daily 20-Year Treasury Bull 3X (TMF) have volatilities of 17.39% and 18.20%, 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.


10.00%12.00%14.00%16.00%18.00%NovemberDecember2025FebruaryMarchApril
17.39%
18.20%
TTT
TMF