TYD vs. SAIC
Compare and contrast key facts about Direxion Daily 7-10 Year Treasury Bull 3X (TYD) and Science Applications International Corporation (SAIC).
TYD is a passively managed fund by Direxion that tracks the performance of the NYSE 7-10 Year Treasury Bond Index. It was launched on Apr 16, 2009.
Performance
TYD vs. SAIC - Performance Comparison
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TYD vs. SAIC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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Return for Risk
TYD vs. SAIC — Risk / Return Rank
TYD
SAIC
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.
| TYD | SAIC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.03 | -0.37 | +0.34 |
Sortino ratioReturn per unit of downside risk | 0.08 | -0.27 | +0.35 |
Omega ratioGain probability vs. loss probability | 1.01 | 0.96 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.04 | -0.44 | +0.49 |
Martin ratioReturn relative to average drawdown | 0.09 | -0.86 | +0.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TYD | SAIC | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| TYD | SAIC | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -57.87% | -37.36% | -20.51% |
Average DrawdownAverage peak-to-trough decline | -21.57% | -12.25% | -9.32% |
Ulcer IndexDepth 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
| TYD | SAIC | Difference | |
|---|---|---|---|
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% |