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TZA vs. SRTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TZA vs. SRTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Small Cap Bear 3X Shares (TZA) and ProShares UltraPro Short Russell2000 (SRTY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with TZA having a -47.43% return and SRTY slightly lower at -47.54%. Both investments have delivered pretty close results over the past 10 years, with TZA having a -44.28% annualized return and SRTY not far behind at -44.81%.


TZA

1D
-2.74%
1M
-14.44%
YTD
-47.43%
6M
-42.41%
1Y
-69.35%
3Y*
-47.24%
5Y*
-31.37%
10Y*
-44.28%

SRTY

1D
-2.68%
1M
-14.37%
YTD
-47.54%
6M
-42.54%
1Y
-69.47%
3Y*
-47.70%
5Y*
-32.04%
10Y*
-44.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TZA vs. SRTY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TZA
Direxion Daily Small Cap Bear 3X Shares
-47.43%-40.22%-32.22%-41.19%30.21%-50.80%-80.43%-53.25%25.06%-38.19%
SRTY
ProShares UltraPro Short Russell2000
-47.54%-40.55%-32.91%-42.02%28.99%-51.67%-80.61%-53.83%23.37%-38.31%

Correlation

The correlation between TZA and SRTY is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

1.00

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

1.00

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

1.00

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

1.00

Correlation (All Time)
Calculated using the full available price history since Feb 11, 2010

1.00

The correlation between TZA and SRTY has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

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Return for Risk

TZA vs. SRTY — Risk / Return Rank

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

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

SRTY
SRTY Risk / Return Rank: 00
Overall Rank
SRTY Sharpe Ratio Rank: 11
Sharpe Ratio Rank
SRTY Sortino Ratio Rank: 00
Sortino Ratio Rank
SRTY Omega Ratio Rank: 00
Omega Ratio Rank
SRTY Calmar Ratio Rank: 00
Calmar Ratio Rank
SRTY Martin Ratio Rank: 11
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. SRTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Small Cap Bear 3X Shares (TZA) and ProShares UltraPro Short Russell2000 (SRTY). 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.


TZASRTYDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

0.76

0.76

0.00

Calmar ratioReturn relative to maximum drawdown

-1.02

-1.02

0.00

Martin ratioReturn relative to average drawdown

-1.60

-1.60

0.00

TZA vs. SRTY - Sharpe Ratio Comparison

The current TZA Sharpe Ratio is -1.19, which is comparable to the SRTY Sharpe Ratio of -1.18. The chart below compares the historical Sharpe Ratios of TZA and SRTY, 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

TZA vs. SRTY - Drawdown Comparison

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


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Drawdown Indicators


TZASRTYDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-100.00%

0.00%

Max Drawdown (1Y)

Largest decline over 1 year

-68.23%

-68.34%

+0.11%

Max Drawdown (3Y)

Largest decline over 3 years

-89.28%

-89.46%

+0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-91.56%

-91.87%

+0.31%

Max Drawdown (10Y)

Largest decline over 10 years

-99.74%

-99.76%

+0.02%

Current Drawdown

Current decline from peak

-100.00%

-100.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-97.99%

-94.14%

-3.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

45.01%

45.14%

-0.13%

Volatility

TZA vs. SRTY - Volatility Comparison

Direxion Daily Small Cap Bear 3X Shares (TZA) and ProShares UltraPro Short Russell2000 (SRTY) have volatilities of 19.05% and 19.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TZASRTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.05%

19.34%

-0.29%

Volatility (6M)

Calculated over the trailing 6-month period

42.78%

42.98%

-0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

58.69%

58.91%

-0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

67.66%

67.67%

-0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

69.07%

68.51%

+0.56%

TZA vs. SRTY - Expense Ratio Comparison

TZA has a 1.11% expense ratio, which is higher than SRTY's 0.95% expense ratio.


Dividends

TZA vs. SRTY - Dividend Comparison

TZA's dividend yield for the trailing twelve months is around 5.46%, less than SRTY's 10.42% yield.


PositionTTM202520242023202220212020201920182017
SRTY
ProShares UltraPro Short Russell2000
10.42%6.87%9.40%4.93%0.17%0.00%0.95%2.13%0.70%0.04%
TZA
Direxion Daily Small Cap Bear 3X Shares
5.46%5.08%5.40%5.49%0.00%0.00%1.21%1.56%0.63%0.00%

Frequently Asked Questions


With a correlation of 1.00, TZA and SRTY move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

SRTY has higher volatility (19.34%) compared to TZA (19.05%). In terms of maximum drawdown, TZA dropped -100.00% vs SRTY's -100.00%.

On 10-year performance, TZA leads with -44.28% vs -44.81% for SRTY. On fees, SRTY is cheaper at 0.95% per year. On volatility, TZA has been the lower-risk option at 19.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, TZA has performed better with a -44.28% return vs -44.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SRTY is cheaper with a 0.95% expense ratio, compared with 1.11% for TZA.

SRTY has the higher dividend yield at 10.42%, compared with 5.46% for TZA.

Both ETFs track Russell 2000 Index (-300%). They also come from different issuers: Direxion and ProShares. Their fees differ too: 1.11% for TZA and 0.95% for SRTY.

SRTY currently has the higher Sharpe Ratio (-1.18 vs -1.19), 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

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