TYD vs. SAIC

Last updated Jun 24, 2026

TYD (Direxion Daily 7-10 Year Treasury Bull 3X) is Leveraged Bonds fund tracking the NYSE 7-10 Year Treasury Bond Index, while SAIC (Science Applications International Corporation) is a stock. Over the past 10 years, TYD returned -5.34%/yr vs 8.08%/yr for SAIC. At a correlation of -0.07, they often move in opposite directions.

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.

Returns By Period

In the year-to-date period, TYD achieves a -7.02% return, which is significantly lower than SAIC's 5.22% return. Over the past 10 years, TYD has underperformed SAIC with an annualized return of -5.34%, while SAIC has yielded a comparatively higher 8.08% annualized return.

TYD

• 1D: -0.47%
• 1M: 0.30%
• YTD: -7.02%
• 6M: -7.06%
• 1Y: -2.87%
• 3Y*: -4.91%
• 5Y*: -13.23%
• 10Y*: -5.34%

SAIC

• 1D: 4.53%
• 1M: 5.15%
• YTD: 5.22%
• 6M: 3.17%
• 1Y: 2.35%
• 3Y*: 0.59%
• 5Y*: 4.52%
• 10Y*: 8.08%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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	-7.02%	11.68%	-13.89%	-2.87%	-43.32%	-11.36%	27.62%	17.88%	0.76%	5.64%
SAIC Science Applications International Corporation	5.22%	-8.73%	-9.04%	13.58%	34.95%	-10.20%	10.81%	39.15%	-15.48%	-8.18%

Correlation

The correlation between TYD and SAIC is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.01
Correlation (3Y) Calculated over the trailing 3-year period	0.05
Correlation (5Y) Calculated over the trailing 5-year period	0.01
Correlation (10Y) Calculated over the trailing 10-year period	-0.06
Correlation (All Time) Calculated using the full available price history since Sep 16, 2013	-0.07

The correlation between TYD and SAIC shifts across timeframes, from -0.07 (all time) to 0.05 (3 years), reflecting how their relationship changes across market environments.

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: 7
TYD Sharpe Ratio Rank: 7
TYD Sortino Ratio Rank: 6
TYD Omega Ratio Rank: 6
TYD Calmar Ratio Rank: 7
TYD Martin Ratio Rank: 6

SAIC

SAIC Risk / Return Rank: 43
SAIC Sharpe Ratio Rank: 45
SAIC Sortino Ratio Rank: 41
SAIC Omega Ratio Rank: 41
SAIC Calmar Ratio Rank: 44
SAIC Martin Ratio Rank: 44

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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	TYD	SAIC	Difference
Sharpe ratio: Return per unit of total volatility	-0.21	0.06	-0.27
Sortino ratio: Return per unit of downside risk	-0.20	0.37	-0.57
Omega ratio: Gain probability vs. loss probability	0.98	1.05	-0.07
Calmar ratio: Return relative to maximum drawdown	-0.21	0.08	-0.29
Martin ratio: Return relative to average drawdown	-0.52	0.14	-0.66

TYD vs. SAIC - Sharpe Ratio Comparison

The current TYD Sharpe Ratio is -0.21, which is lower than the SAIC Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of TYD and SAIC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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.

Drawdown Indicators

	TYD	SAIC	Difference
Max Drawdown Largest peak-to-trough decline	-64.28%	-45.92%	-18.36%
Max Drawdown (1Y) Largest decline over 1 year	-13.54%	-31.34%	+17.80%
Max Drawdown (3Y) Largest decline over 3 years	-24.62%	-45.74%	+21.12%
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	-59.59%	-30.33%	-29.26%
Average Drawdown Average peak-to-trough decline	-22.05%	-12.63%	-9.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.54%	17.05%	-11.51%

Volatility

TYD vs. SAIC - Volatility Comparison

The current volatility for Direxion Daily 7-10 Year Treasury Bull 3X (TYD) is 4.04%, while Science Applications International Corporation (SAIC) has a volatility of 14.09%. 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.

Volatility by Period

	TYD	SAIC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.04%	14.09%	-10.05%
Volatility (6M) Calculated over the trailing 6-month period	9.96%	30.50%	-20.54%
Volatility (1Y) Calculated over the trailing 1-year period	13.85%	38.76%	-24.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.98%	30.15%	-7.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.33%	32.57%	-12.24%

Dividends

TYD vs. SAIC - Dividend Comparison

TYD's dividend yield for the trailing twelve months is around 3.26%, more than SAIC's 1.41% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SAIC Science Applications International Corporation	1.41%	1.47%	1.32%	1.19%	1.33%	1.77%	1.56%	1.63%	1.95%	1.62%	1.46%	2.58%
TYD Direxion Daily 7-10 Year Treasury Bull 3X	3.26%	2.97%	3.10%	2.71%	0.55%	0.00%	9.80%	0.92%	1.10%	0.01%	6.84%	1.65%

Frequently Asked Questions

Can I hold both TYD and SAIC in my portfolio?

TYD and SAIC have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TYD or SAIC?

SAIC has higher volatility (14.09%) compared to TYD (4.04%). In terms of maximum drawdown, TYD dropped -64.28% vs SAIC's -45.92%.

Which has better risk-adjusted returns?

SAIC currently has the higher Sharpe Ratio (0.06 vs -0.21), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.