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TYD vs. SAIC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TYD and SAIC is -0.08. 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.


-0.50.00.51.0-0.1

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.

-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
-7.13%
-5.04%
TYD
SAIC

Key characteristics

Sharpe Ratio

TYD:

-0.52

SAIC:

-0.28

Sortino Ratio

TYD:

-0.61

SAIC:

-0.16

Omega Ratio

TYD:

0.93

SAIC:

0.97

Calmar Ratio

TYD:

-0.17

SAIC:

-0.28

Martin Ratio

TYD:

-0.92

SAIC:

-0.58

Ulcer Index

TYD:

11.34%

SAIC:

13.62%

Daily Std Dev

TYD:

20.06%

SAIC:

28.58%

Max Drawdown

TYD:

-64.28%

SAIC:

-45.92%

Current Drawdown

TYD:

-61.30%

SAIC:

-24.57%

Returns By Period

In the year-to-date period, TYD achieves a -0.55% return, which is significantly lower than SAIC's 3.99% return. Over the past 10 years, TYD has underperformed SAIC with an annualized return of -4.58%, while SAIC has yielded a comparatively higher 10.36% annualized return.


TYD

YTD

-0.55%

1M

-1.54%

6M

-7.13%

1Y

-9.78%

5Y*

-12.53%

10Y*

-4.58%

SAIC

YTD

3.99%

1M

4.61%

6M

-3.60%

1Y

-8.92%

5Y*

6.21%

10Y*

10.36%

*Annualized

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Risk-Adjusted Performance

TYD vs. SAIC — Risk-Adjusted Performance Rank

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

TYD
The Risk-Adjusted Performance Rank of TYD is 33
Overall Rank
The Sharpe Ratio Rank of TYD is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of TYD is 33
Sortino Ratio Rank
The Omega Ratio Rank of TYD is 33
Omega Ratio Rank
The Calmar Ratio Rank of TYD is 44
Calmar Ratio Rank
The Martin Ratio Rank of TYD is 33
Martin Ratio Rank

SAIC
The Risk-Adjusted Performance Rank of SAIC is 3030
Overall Rank
The Sharpe Ratio Rank of SAIC is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of SAIC is 2828
Sortino Ratio Rank
The Omega Ratio Rank of SAIC is 2626
Omega Ratio Rank
The Calmar Ratio Rank of SAIC is 2929
Calmar Ratio Rank
The Martin Ratio Rank of SAIC is 3434
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.

TYD vs. SAIC - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for TYD, currently valued at -0.52, compared to the broader market0.002.004.00-0.52-0.28
The chart of Sortino ratio for TYD, currently valued at -0.61, compared to the broader market0.005.0010.00-0.61-0.16
The chart of Omega ratio for TYD, currently valued at 0.93, compared to the broader market0.501.001.502.002.503.003.500.930.97
The chart of Calmar ratio for TYD, currently valued at -0.17, compared to the broader market0.005.0010.0015.0020.00-0.17-0.28
The chart of Martin ratio for TYD, currently valued at -0.92, compared to the broader market0.0020.0040.0060.0080.00100.00-0.92-0.58
TYD
SAIC

The current TYD Sharpe Ratio is -0.52, which is lower than the SAIC Sharpe Ratio of -0.28. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
-0.52
-0.28
TYD
SAIC

Dividends

TYD vs. SAIC - Dividend Comparison

TYD's dividend yield for the trailing twelve months is around 3.12%, more than SAIC's 1.28% yield.


TTM20242023202220212020201920182017201620152014
TYD
Direxion Daily 7-10 Year Treasury Bull 3X
3.12%3.10%2.71%0.55%0.00%9.80%0.92%1.10%0.01%6.84%1.64%0.00%
SAIC
Science Applications International Corporation
1.28%1.32%1.19%1.33%1.77%1.56%1.63%1.95%1.62%1.46%2.58%2.26%

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. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-61.30%
-24.57%
TYD
SAIC

Volatility

TYD vs. SAIC - Volatility Comparison

Direxion Daily 7-10 Year Treasury Bull 3X (TYD) has a higher volatility of 5.62% compared to Science Applications International Corporation (SAIC) at 5.33%. This indicates that TYD's price experiences larger fluctuations and is considered to be riskier than SAIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
5.62%
5.33%
TYD
SAIC
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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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