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TYD vs. SAIC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TYD vs. SAIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily 7-10 Year Treasury Bull 3X (TYD) and Science Applications International Corporation (SAIC). The values are adjusted to include any dividend payments, if applicable.

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TYD vs. SAIC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TYD
Direxion Daily 7-10 Year Treasury Bull 3X
-3.07%11.68%-13.89%-2.87%-43.32%-11.36%27.62%17.88%0.76%5.64%
SAIC
Science Applications International Corporation
-5.39%-8.73%-9.04%13.58%34.95%-10.20%10.81%39.15%-15.48%-8.18%

Returns By Period

In the year-to-date period, TYD achieves a -3.07% return, which is significantly higher than SAIC's -5.39% return. Over the past 10 years, TYD has underperformed SAIC with an annualized return of -4.44%, while SAIC has yielded a comparatively higher 7.48% annualized return.


TYD

1D
0.45%
1M
-7.75%
YTD
-3.07%
6M
-3.16%
1Y
-0.42%
3Y*
-5.91%
5Y*
-11.66%
10Y*
-4.44%

SAIC

1D
0.13%
1M
2.88%
YTD
-5.39%
6M
-3.80%
1Y
-14.30%
3Y*
-2.82%
5Y*
4.29%
10Y*
7.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

TYD vs. SAIC — Risk / Return Rank

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

TYD
TYD Risk / Return Rank: 1212
Overall Rank
TYD Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
TYD Sortino Ratio Rank: 1111
Sortino Ratio Rank
TYD Omega Ratio Rank: 1111
Omega Ratio Rank
TYD Calmar Ratio Rank: 1313
Calmar Ratio Rank
TYD Martin Ratio Rank: 1313
Martin Ratio Rank

SAIC
SAIC Risk / Return Rank: 2525
Overall Rank
SAIC Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
SAIC Sortino Ratio Rank: 2424
Sortino Ratio Rank
SAIC Omega Ratio Rank: 2323
Omega Ratio Rank
SAIC Calmar Ratio Rank: 2828
Calmar Ratio Rank
SAIC Martin Ratio Rank: 2727
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.

TYD vs. SAIC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily 7-10 Year Treasury Bull 3X (TYD) and Science Applications International Corporation (SAIC). 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.


TYDSAICDifference

Sharpe ratio

Return per unit of total volatility

-0.03

-0.37

+0.34

Sortino ratio

Return per unit of downside risk

0.08

-0.27

+0.35

Omega ratio

Gain probability vs. loss probability

1.01

0.96

+0.05

Calmar ratio

Return relative to maximum drawdown

0.04

-0.44

+0.49

Martin ratio

Return relative to average drawdown

0.09

-0.86

+0.96

TYD vs. SAIC - Sharpe Ratio Comparison

The current TYD Sharpe Ratio is -0.03, which is higher than the SAIC Sharpe Ratio of -0.37. The chart below compares the historical Sharpe Ratios of TYD and SAIC, 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


TYDSAICDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.03

-0.37

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.51

0.15

-0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.22

0.23

-0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

0.35

-0.29

Correlation

The correlation between TYD and SAIC is -0.07. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

TYD vs. SAIC - Dividend Comparison

TYD's dividend yield for the trailing twelve months is around 3.12%, more than SAIC's 1.56% yield.


TTM20252024202320222021202020192018201720162015
TYD
Direxion Daily 7-10 Year Treasury Bull 3X
3.12%2.97%3.10%2.71%0.55%0.00%9.80%0.92%1.10%0.01%6.84%1.65%
SAIC
Science Applications International Corporation
1.56%1.47%1.32%1.19%1.33%1.77%1.56%1.63%1.95%1.62%1.46%2.58%

Drawdowns

TYD vs. SAIC - Drawdown Comparison

The maximum TYD drawdown since its inception was -64.28%, which is greater than SAIC's maximum drawdown of -45.92%. Use the drawdown chart below to compare losses from any high point for TYD and SAIC.


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Drawdown Indicators


TYDSAICDifference

Max Drawdown

Largest peak-to-trough decline

-64.28%

-45.92%

-18.36%

Max Drawdown (1Y)

Largest decline over 1 year

-10.99%

-32.69%

+21.70%

Max Drawdown (5Y)

Largest decline over 5 years

-59.84%

-45.74%

-14.10%

Max Drawdown (10Y)

Largest decline over 10 years

-64.28%

-45.92%

-18.36%

Current Drawdown

Current decline from peak

-57.87%

-37.36%

-20.51%

Average Drawdown

Average peak-to-trough decline

-21.57%

-12.25%

-9.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.18%

16.85%

-11.67%

Volatility

TYD vs. SAIC - Volatility Comparison

The current volatility for Direxion Daily 7-10 Year Treasury Bull 3X (TYD) is 5.53%, while Science Applications International Corporation (SAIC) has a volatility of 8.09%. This indicates that TYD experiences smaller price fluctuations and is considered to be less risky than SAIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TYDSAICDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.53%

8.09%

-2.56%

Volatility (6M)

Calculated over the trailing 6-month period

9.59%

31.67%

-22.08%

Volatility (1Y)

Calculated over the trailing 1-year period

16.22%

38.73%

-22.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.96%

29.30%

-6.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.47%

32.22%

-11.75%