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TYO vs. SPXS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TYO vs. SPXS - 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 Direxion Daily S&P 500 Bear 3X Shares (SPXS). The values are adjusted to include any dividend payments, if applicable.

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TYO vs. SPXS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TYO
Direxion Daily 7-10 Year Treasury Bear 3X
3.84%-7.64%18.94%1.06%58.83%7.47%-28.56%-18.71%-1.42%-8.94%
SPXS
Direxion Daily S&P 500 Bear 3X Shares
15.24%-41.53%-42.84%-45.97%36.14%-58.11%-70.47%-56.40%3.44%-44.52%

Returns By Period

In the year-to-date period, TYO achieves a 3.84% return, which is significantly lower than SPXS's 15.24% return. Over the past 10 years, TYO has outperformed SPXS with an annualized return of 1.01%, while SPXS has yielded a comparatively lower -39.79% annualized return.


TYO

1D
-0.22%
1M
8.42%
YTD
3.84%
6M
5.01%
1Y
3.53%
3Y*
8.35%
5Y*
10.58%
10Y*
1.01%

SPXS

1D
-8.58%
1M
16.13%
YTD
15.24%
6M
8.20%
1Y
-41.31%
3Y*
-36.25%
5Y*
-31.30%
10Y*
-39.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TYO vs. SPXS - Expense Ratio Comparison

Both TYO and SPXS have an expense ratio of 1.08%.


Return for Risk

TYO vs. SPXS — Risk / Return Rank

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

TYO
TYO Risk / Return Rank: 1717
Overall Rank
TYO Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
TYO Sortino Ratio Rank: 1818
Sortino Ratio Rank
TYO Omega Ratio Rank: 1616
Omega Ratio Rank
TYO Calmar Ratio Rank: 1717
Calmar Ratio Rank
TYO Martin Ratio Rank: 1515
Martin Ratio Rank

SPXS
SPXS Risk / Return Rank: 33
Overall Rank
SPXS Sharpe Ratio Rank: 22
Sharpe Ratio Rank
SPXS Sortino Ratio Rank: 22
Sortino Ratio Rank
SPXS Omega Ratio Rank: 22
Omega Ratio Rank
SPXS Calmar Ratio Rank: 22
Calmar Ratio Rank
SPXS Martin Ratio Rank: 66
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. SPXS - 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 Direxion Daily S&P 500 Bear 3X Shares (SPXS). 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.


TYOSPXSDifference

Sharpe ratio

Return per unit of total volatility

0.22

-0.76

+0.98

Sortino ratio

Return per unit of downside risk

0.43

-0.93

+1.36

Omega ratio

Gain probability vs. loss probability

1.05

0.87

+0.18

Calmar ratio

Return relative to maximum drawdown

0.23

-0.65

+0.88

Martin ratio

Return relative to average drawdown

0.38

-0.76

+1.14

TYO vs. SPXS - Sharpe Ratio Comparison

The current TYO Sharpe Ratio is 0.22, which is higher than the SPXS Sharpe Ratio of -0.76. The chart below compares the historical Sharpe Ratios of TYO and SPXS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TYOSPXSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.22

-0.76

+0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

-0.62

+1.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.05

-0.75

+0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.35

-0.81

+0.46

Correlation

The correlation between TYO and SPXS is -0.23. 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

TYO vs. SPXS - Dividend Comparison

TYO's dividend yield for the trailing twelve months is around 2.93%, less than SPXS's 3.17% yield.


TTM20252024202320222021202020192018
TYO
Direxion Daily 7-10 Year Treasury Bear 3X
2.93%3.69%4.22%3.62%0.09%0.00%0.36%1.58%0.32%
SPXS
Direxion Daily S&P 500 Bear 3X Shares
3.17%4.93%6.18%5.66%0.00%0.00%0.51%1.74%0.58%

Drawdowns

TYO vs. SPXS - Drawdown Comparison

The maximum TYO drawdown since its inception was -89.25%, smaller than the maximum SPXS drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for TYO and SPXS.


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Drawdown Indicators


TYOSPXSDifference

Max Drawdown

Largest peak-to-trough decline

-89.25%

-100.00%

+10.75%

Max Drawdown (1Y)

Largest decline over 1 year

-11.86%

-65.10%

+53.24%

Max Drawdown (5Y)

Largest decline over 5 years

-24.40%

-87.42%

+63.02%

Max Drawdown (10Y)

Largest decline over 10 years

-52.21%

-99.52%

+47.31%

Current Drawdown

Current decline from peak

-78.07%

-100.00%

+21.93%

Average Drawdown

Average peak-to-trough decline

-71.03%

-96.27%

+25.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.10%

55.70%

-48.60%

Volatility

TYO vs. SPXS - Volatility Comparison

The current volatility for Direxion Daily 7-10 Year Treasury Bear 3X (TYO) is 5.92%, while Direxion Daily S&P 500 Bear 3X Shares (SPXS) has a volatility of 16.04%. This indicates that TYO experiences smaller price fluctuations and is considered to be less risky than SPXS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TYOSPXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.92%

16.04%

-10.12%

Volatility (6M)

Calculated over the trailing 6-month period

9.68%

28.28%

-18.60%

Volatility (1Y)

Calculated over the trailing 1-year period

16.40%

54.62%

-38.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.19%

50.42%

-27.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.22%

53.50%

-33.28%