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TZA vs. LINT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TZA vs. LINT - 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 INTC Bull 2X Shares (LINT). 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 -40.43% return, which is significantly lower than LINT's 562.84% return.


TZA

1D
3.75%
1M
-10.87%
YTD
-40.43%
6M
-38.50%
1Y
-65.59%
3Y*
-44.69%
5Y*
-30.11%
10Y*
-43.15%

LINT

1D
9.00%
1M
30.35%
YTD
562.84%
6M
362.73%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TZA vs. LINT - Yearly Performance Comparison


Correlation

The correlation between TZA and LINT is -0.43, 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 (All Time)
Calculated using the full available price history since Nov 20, 2025

-0.43

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Return for Risk

TZA vs. LINT — 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: 11
Sortino Ratio Rank
TZA Omega Ratio Rank: 11
Omega Ratio Rank
TZA Calmar Ratio Rank: 11
Calmar Ratio Rank
TZA Martin Ratio Rank: 11
Martin Ratio Rank

LINT
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. LINT - 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 INTC Bull 2X Shares (LINT). 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.


TZALINTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.78

Calmar ratioReturn relative to maximum drawdown

-0.98

Martin ratioReturn relative to average drawdown

-1.51

TZA vs. LINT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TZALINTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.71

24.05

-24.76

Drawdowns

TZA vs. LINT - Drawdown Comparison

The maximum TZA drawdown since its inception was -100.00%, which is greater than LINT's maximum drawdown of -49.54%. Use the drawdown chart below to compare losses from any high point for TZA and LINT.


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Drawdown Indicators


TZALINTDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-49.54%

-50.46%

Max Drawdown (1Y)

Largest decline over 1 year

-67.28%

Max Drawdown (3Y)

Largest decline over 3 years

-88.34%

Max Drawdown (5Y)

Largest decline over 5 years

-90.83%

Max Drawdown (10Y)

Largest decline over 10 years

-99.71%

Current Drawdown

Current decline from peak

-100.00%

-26.55%

-73.45%

Average Drawdown

Average peak-to-trough decline

-98.00%

-20.51%

-77.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

43.51%

Volatility

TZA vs. LINT - Volatility Comparison


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Volatility by Period


TZALINTDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.03%

Volatility (6M)

Calculated over the trailing 6-month period

40.64%

Volatility (1Y)

Calculated over the trailing 1-year period

57.05%

163.04%

-105.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

67.43%

163.04%

-95.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

68.91%

163.04%

-94.13%

TZA vs. LINT - Expense Ratio Comparison

TZA has a 1.11% expense ratio, which is higher than LINT's 0.97% expense ratio.


Dividends

TZA vs. LINT - Dividend Comparison

TZA's dividend yield for the trailing twelve months is around 4.82%, more than LINT's 0.13% yield.


PositionTTM20252024202320222021202020192018
LINT
Direxion Daily INTC Bull 2X Shares
0.13%0.25%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TZA
Direxion Daily Small Cap Bear 3X Shares
4.82%5.08%5.40%5.49%0.00%0.00%1.21%1.56%0.63%

Frequently Asked Questions


TZA and LINT have a correlation of -0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LINT is cheaper at 0.97% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LINT is cheaper with a 0.97% expense ratio, compared with 1.11% for TZA.

TZA has the higher dividend yield at 4.82%, compared with 0.13% for LINT.

Their fees differ too: 1.11% for TZA and 0.97% for LINT.

Portfolio Optimizer

Find the right allocation for TZA and LINT

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