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TYO vs. PST
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TYO and PST is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

TYO vs. PST - 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 ProShares UltraShort 7-10 Year Treasury (PST). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

TYO:

25.75%

PST:

12.48%

Max Drawdown

TYO:

-1.80%

PST:

-0.36%

Current Drawdown

TYO:

-0.29%

PST:

0.00%

Returns By Period


TYO

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

PST

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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TYO vs. PST - Expense Ratio Comparison

TYO has a 1.08% expense ratio, which is higher than PST's 0.95% expense ratio.


Risk-Adjusted Performance

TYO vs. PST — Risk-Adjusted Performance Rank

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

TYO
The Risk-Adjusted Performance Rank of TYO is 1616
Overall Rank
The Sharpe Ratio Rank of TYO is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of TYO is 1616
Sortino Ratio Rank
The Omega Ratio Rank of TYO is 1616
Omega Ratio Rank
The Calmar Ratio Rank of TYO is 1818
Calmar Ratio Rank
The Martin Ratio Rank of TYO is 1616
Martin Ratio Rank

PST
The Risk-Adjusted Performance Rank of PST is 1818
Overall Rank
The Sharpe Ratio Rank of PST is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of PST is 1818
Sortino Ratio Rank
The Omega Ratio Rank of PST is 1717
Omega Ratio Rank
The Calmar Ratio Rank of PST is 1919
Calmar Ratio Rank
The Martin Ratio Rank of PST is 1919
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.

TYO vs. PST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily 7-10 Year Treasury Bear 3X (TYO) and ProShares UltraShort 7-10 Year Treasury (PST). 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.



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Dividends

TYO vs. PST - Dividend Comparison

TYO's dividend yield for the trailing twelve months is around 4.18%, more than PST's 3.72% yield.


TTM2024202320222021202020192018
TYO
Direxion Daily 7-10 Year Treasury Bear 3X
4.18%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PST
ProShares UltraShort 7-10 Year Treasury
3.72%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TYO vs. PST - Drawdown Comparison

The maximum TYO drawdown since its inception was -1.80%, which is greater than PST's maximum drawdown of -0.36%. Use the drawdown chart below to compare losses from any high point for TYO and PST. For additional features, visit the drawdowns tool.


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Volatility

TYO vs. PST - Volatility Comparison


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