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TYO vs. BEPC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TYO vs. BEPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily 7-10 Year Treasury Bear 3X (TYO) and Brookfield Renewable Corporation (BEPC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TYO achieves a 8.94% return, which is significantly higher than BEPC's -9.87% return.


TYO

1D
-0.49%
1M
0.81%
6M
7.49%
YTD
8.94%
1Y
4.03%
3Y*
7.24%
5Y*
14.21%
10Y*
2.31%

BEPC

1D
-0.50%
1M
-5.75%
6M
-12.50%
YTD
-9.87%
1Y
-0.13%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TYO vs. BEPC - Yearly Performance Comparison


2026 (YTD)20252024
TYO
Direxion Daily 7-10 Year Treasury Bear 3X
8.94%-7.64%-0.31%
BEPC
Brookfield Renewable Corporation
-9.87%45.18%-2.74%

Correlation

The correlation between TYO and BEPC is -0.18, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.18

Correlation (All Time)
Calculated using the full available price history since Dec 24, 2024

-0.14

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Return for Risk

TYO vs. BEPC — Risk / Return Rank

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

TYO
TYO Risk / Return Rank: 1515
Overall Rank
TYO Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
TYO Sortino Ratio Rank: 1414
Sortino Ratio Rank
TYO Omega Ratio Rank: 1313
Omega Ratio Rank
TYO Calmar Ratio Rank: 1616
Calmar Ratio Rank
TYO Martin Ratio Rank: 1515
Martin Ratio Rank

BEPC
BEPC Risk / Return Rank: 4242
Overall Rank
BEPC Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
BEPC Sortino Ratio Rank: 3939
Sortino Ratio Rank
BEPC Omega Ratio Rank: 3939
Omega Ratio Rank
BEPC Calmar Ratio Rank: 4444
Calmar Ratio Rank
BEPC Martin Ratio Rank: 4444
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.

TYO vs. BEPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily 7-10 Year Treasury Bear 3X (TYO) and Brookfield Renewable Corporation (BEPC). 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.


TYOBEPCDifference
Sharpe ratioReturn per unit of total volatility

+0.29

Sortino ratioReturn per unit of downside risk

+0.27

Omega ratioGain probability vs. loss probability

1.06

1.03

+0.03

Calmar ratioReturn relative to maximum drawdown

0.46

-0.01

+0.47

Martin ratioReturn relative to average drawdown

0.89

-0.01

+0.91

TYO vs. BEPC - Sharpe Ratio Comparison

The current TYO Sharpe Ratio is 0.28, which is higher than the BEPC Sharpe Ratio of -0.00. The chart below compares the historical Sharpe Ratios of TYO and BEPC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TYO vs. BEPC - Drawdown Comparison

The maximum TYO drawdown since its inception was -89.25%, which is greater than BEPC's maximum drawdown of -22.09%. Use the drawdown chart below to compare losses from any high point for TYO and BEPC.


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Drawdown Indicators


TYOBEPCDifference

Max Drawdown

Largest peak-to-trough decline

-89.25%

-22.09%

-67.16%

Max Drawdown (1Y)

Largest decline over 1 year

-8.71%

-22.09%

+13.38%

Max Drawdown (3Y)

Largest decline over 3 years

-24.40%

Max Drawdown (5Y)

Largest decline over 5 years

-24.40%

Max Drawdown (10Y)

Largest decline over 10 years

-52.21%

Current Drawdown

Current decline from peak

-76.99%

-22.09%

-54.90%

Average Drawdown

Average peak-to-trough decline

-71.12%

-6.97%

-64.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.95%

9.91%

-4.96%

Volatility

TYO vs. BEPC - Volatility Comparison

The current volatility for Direxion Daily 7-10 Year Treasury Bear 3X (TYO) is 4.31%, while Brookfield Renewable Corporation (BEPC) has a volatility of 7.36%. This indicates that TYO experiences smaller price fluctuations and is considered to be less risky than BEPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TYOBEPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.31%

7.36%

-3.05%

Volatility (6M)

Calculated over the trailing 6-month period

10.93%

26.48%

-15.55%

Volatility (1Y)

Calculated over the trailing 1-year period

14.23%

33.46%

-19.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.20%

34.79%

-11.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.14%

34.79%

-14.65%

Dividends

TYO vs. BEPC - Dividend Comparison

TYO's dividend yield for the trailing twelve months is around 2.56%, less than BEPC's 4.51% yield.


PositionTTM20252024202320222021202020192018
BEPC
Brookfield Renewable Corporation
4.51%3.89%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TYO
Direxion Daily 7-10 Year Treasury Bear 3X
2.56%3.69%4.22%3.62%0.09%0.00%0.36%1.58%0.32%

Frequently Asked Questions


TYO and BEPC have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BEPC has higher volatility (7.36%) compared to TYO (4.31%). In terms of maximum drawdown, TYO dropped -89.25% vs BEPC's -22.09%.

TYO currently has the higher Sharpe Ratio (0.28 vs -0.00), 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.

Portfolio Optimizer

Find the right allocation for TYO and BEPC

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