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TZA vs. FAZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TZA vs. FAZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Small Cap Bear 3X Shares (TZA) and Direxion Daily Financial Bear 3X Shares (FAZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TZA achieves a -42.59% return, which is significantly lower than FAZ's 18.57% return. Both investments have delivered pretty close results over the past 10 years, with TZA having a -43.35% annualized return and FAZ not far ahead at -43.00%.


TZA

1D
-2.73%
1M
-12.86%
YTD
-42.59%
6M
-43.80%
1Y
-68.39%
3Y*
-45.37%
5Y*
-30.81%
10Y*
-43.35%

FAZ

1D
-0.15%
1M
3.55%
YTD
18.57%
6M
6.21%
1Y
-3.61%
3Y*
-37.43%
5Y*
-26.62%
10Y*
-43.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TZA vs. FAZ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TZA
Direxion Daily Small Cap Bear 3X Shares
-42.59%-40.22%-32.22%-41.19%30.21%-50.80%-80.43%-53.25%25.06%-38.19%
FAZ
Direxion Daily Financial Bear 3X Shares
18.57%-37.21%-51.01%-26.67%1.16%-67.05%-73.90%-58.62%16.84%-46.18%

Correlation

The correlation between TZA and FAZ is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.61

Correlation (3Y)
Calculated over the trailing 3-year period

0.68

Correlation (5Y)
Calculated over the trailing 5-year period

0.75

Correlation (10Y)
Calculated over the trailing 10-year period

0.76

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2008

0.79

The correlation between TZA and FAZ shifts across timeframes, from 0.61 (1 year) to 0.79 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

TZA vs. FAZ — Risk / Return Rank

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

TZA
TZA Risk / Return Rank: 11
Overall Rank
TZA Sharpe Ratio Rank: 11
Sharpe Ratio Rank
TZA Sortino Ratio Rank: 00
Sortino Ratio Rank
TZA Omega Ratio Rank: 11
Omega Ratio Rank
TZA Calmar Ratio Rank: 00
Calmar Ratio Rank
TZA Martin Ratio Rank: 11
Martin Ratio Rank

FAZ
FAZ Risk / Return Rank: 88
Overall Rank
FAZ Sharpe Ratio Rank: 88
Sharpe Ratio Rank
FAZ Sortino Ratio Rank: 99
Sortino Ratio Rank
FAZ Omega Ratio Rank: 99
Omega Ratio Rank
FAZ Calmar Ratio Rank: 77
Calmar Ratio Rank
FAZ Martin Ratio Rank: 77
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.

TZA vs. FAZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Small Cap Bear 3X Shares (TZA) and Direxion Daily Financial Bear 3X Shares (FAZ). 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.


TZAFAZDifference

Sharpe ratio

Return per unit of total volatility

-1.20

-0.08

-1.12

Sortino ratio

Return per unit of downside risk

-2.25

0.19

-2.45

Omega ratio

Gain probability vs. loss probability

0.76

1.02

-0.26

Calmar ratio

Return relative to maximum drawdown

-1.00

-0.13

-0.88

Martin ratio

Return relative to average drawdown

-1.52

-0.23

-1.29

TZA vs. FAZ - Sharpe Ratio Comparison

The current TZA Sharpe Ratio is -1.20, which is lower than the FAZ Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of TZA and FAZ, 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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Sharpe Ratios by Period


TZAFAZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.20

-0.08

-1.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.46

-0.48

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.63

-0.69

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.71

-0.72

+0.01

Drawdowns

TZA vs. FAZ - Drawdown Comparison

The maximum TZA drawdown since its inception was -100.00%, roughly equal to the maximum FAZ drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for TZA and FAZ.


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Drawdown Indicators


TZAFAZDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-100.00%

0.00%

Max Drawdown (1Y)

Largest decline over 1 year

-67.28%

-30.20%

-37.08%

Max Drawdown (3Y)

Largest decline over 3 years

-88.34%

-83.61%

-4.73%

Max Drawdown (5Y)

Largest decline over 5 years

-90.83%

-87.53%

-3.30%

Max Drawdown (10Y)

Largest decline over 10 years

-99.71%

-99.78%

+0.07%

Current Drawdown

Current decline from peak

-100.00%

-100.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-98.00%

-99.14%

+1.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

45.20%

16.55%

+28.65%

Volatility

TZA vs. FAZ - Volatility Comparison

Direxion Daily Small Cap Bear 3X Shares (TZA) has a higher volatility of 16.58% compared to Direxion Daily Financial Bear 3X Shares (FAZ) at 8.85%. This indicates that TZA's price experiences larger fluctuations and is considered to be riskier than FAZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TZAFAZDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.58%

8.85%

+7.73%

Volatility (6M)

Calculated over the trailing 6-month period

40.62%

32.10%

+8.52%

Volatility (1Y)

Calculated over the trailing 1-year period

56.90%

42.95%

+13.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

67.42%

55.81%

+11.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

68.91%

62.07%

+6.84%

TZA vs. FAZ - Expense Ratio Comparison

TZA has a 1.11% expense ratio, which is higher than FAZ's 1.07% expense ratio.


Dividends

TZA vs. FAZ - Dividend Comparison

TZA's dividend yield for the trailing twelve months is around 5.00%, more than FAZ's 2.87% yield.


PositionTTM20252024202320222021202020192018
FAZ
Direxion Daily Financial Bear 3X Shares
2.87%5.07%7.34%4.88%0.00%0.00%0.62%1.63%0.56%
TZA
Direxion Daily Small Cap Bear 3X Shares
5.00%5.08%5.40%5.49%0.00%0.00%1.21%1.56%0.63%

Frequently Asked Questions


TZA and FAZ have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TZA has higher volatility (16.58%) compared to FAZ (8.85%). In terms of maximum drawdown, TZA dropped -100.00% vs FAZ's -100.00%.

On 10-year performance, FAZ leads with -43.00% vs -43.35% for TZA. On fees, FAZ is cheaper at 1.07% per year. On volatility, FAZ has been the lower-risk option at 8.85%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FAZ has performed better with a -43.00% return vs -43.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FAZ is cheaper with a 1.07% expense ratio, compared with 1.11% for TZA.

TZA has the higher dividend yield at 5.00%, compared with 2.87% for FAZ.

TZA tracks Russell 2000 Index (-300%), while FAZ tracks Russell 1000 Financial Services Index (-300%). Their fees differ too: 1.11% for TZA and 1.07% for FAZ.

FAZ currently has the higher Sharpe Ratio (-0.08 vs -1.20), 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.

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