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TZA vs. TECL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TZA vs. TECL - 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 Technology Bull 3X Shares (TECL). 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 TECL's 125.87% return. Over the past 10 years, TZA has underperformed TECL with an annualized return of -43.15%, while TECL has yielded a comparatively higher 54.49% annualized 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%

TECL

1D
-2.99%
1M
73.10%
YTD
125.87%
6M
118.69%
1Y
267.85%
3Y*
80.64%
5Y*
43.44%
10Y*
54.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TZA vs. TECL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TZA
Direxion Daily Small Cap Bear 3X Shares
-40.43%-40.22%-32.22%-41.19%30.21%-50.80%-80.43%-53.25%25.06%-38.19%
TECL
Direxion Daily Technology Bull 3X Shares
125.87%38.60%36.15%203.14%-74.32%112.80%69.46%185.58%-24.03%124.82%

Correlation

The correlation between TZA and TECL is -0.64, 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 (1Y)
Calculated over the trailing 1-year period

-0.64

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

-0.60

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

-0.68

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

-0.66

Correlation (All Time)
Calculated using the full available price history since Dec 31, 2008

-0.72

The correlation between TZA and TECL shifts across timeframes, from -0.72 (all time) to -0.60 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

TZA vs. TECL — 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

TECL
TECL Risk / Return Rank: 8585
Overall Rank
TECL Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
TECL Sortino Ratio Rank: 8080
Sortino Ratio Rank
TECL Omega Ratio Rank: 7979
Omega Ratio Rank
TECL Calmar Ratio Rank: 9090
Calmar Ratio Rank
TECL Martin Ratio Rank: 8181
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. TECL - 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 Technology Bull 3X Shares (TECL). 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.


TZATECLDifference
Sharpe ratioReturn per unit of total volatility

-5.50

Sortino ratioReturn per unit of downside risk

-5.74

Omega ratioGain probability vs. loss probability

0.78

1.48

-0.71

Calmar ratioReturn relative to maximum drawdown

-0.98

5.79

-6.77

Martin ratioReturn relative to average drawdown

-1.51

16.63

-18.14

TZA vs. TECL - Sharpe Ratio Comparison

The current TZA Sharpe Ratio is -1.16, which is lower than the TECL Sharpe Ratio of 4.35. The chart below compares the historical Sharpe Ratios of TZA and TECL, 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


TZATECLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.16

4.35

-5.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.45

0.59

-1.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.63

0.76

-1.38

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.71

0.76

-1.48

Drawdowns

TZA vs. TECL - Drawdown Comparison

The maximum TZA drawdown since its inception was -100.00%, which is greater than TECL's maximum drawdown of -77.96%. Use the drawdown chart below to compare losses from any high point for TZA and TECL.


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Drawdown Indicators


TZATECLDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-77.96%

-22.04%

Max Drawdown (1Y)

Largest decline over 1 year

-67.28%

-46.58%

-20.70%

Max Drawdown (3Y)

Largest decline over 3 years

-88.34%

-66.58%

-21.76%

Max Drawdown (5Y)

Largest decline over 5 years

-90.83%

-77.96%

-12.87%

Max Drawdown (10Y)

Largest decline over 10 years

-99.71%

-77.96%

-21.75%

Current Drawdown

Current decline from peak

-100.00%

-2.99%

-97.01%

Average Drawdown

Average peak-to-trough decline

-98.00%

-18.38%

-79.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

43.51%

16.19%

+27.32%

Volatility

TZA vs. TECL - Volatility Comparison

The current volatility for Direxion Daily Small Cap Bear 3X Shares (TZA) is 17.03%, while Direxion Daily Technology Bull 3X Shares (TECL) has a volatility of 20.70%. This indicates that TZA experiences smaller price fluctuations and is considered to be less risky than TECL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TZATECLDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.03%

20.70%

-3.67%

Volatility (6M)

Calculated over the trailing 6-month period

40.64%

49.83%

-9.19%

Volatility (1Y)

Calculated over the trailing 1-year period

57.05%

62.17%

-5.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

67.43%

74.09%

-6.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

68.91%

72.35%

-3.44%

TZA vs. TECL - Expense Ratio Comparison

TZA has a 1.11% expense ratio, which is higher than TECL's 1.08% expense ratio.


Dividends

TZA vs. TECL - Dividend Comparison

TZA's dividend yield for the trailing twelve months is around 4.82%, more than TECL's 3.15% yield.


PositionTTM202520242023202220212020201920182017
TECL
Direxion Daily Technology Bull 3X Shares
3.15%7.19%0.29%0.28%0.22%0.32%0.52%0.25%0.47%0.10%
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%0.00%

Frequently Asked Questions


TZA and TECL have a correlation of -0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TECL has higher volatility (20.70%) compared to TZA (17.03%). In terms of maximum drawdown, TZA dropped -100.00% vs TECL's -77.96%.

On 10-year performance, TECL leads with 54.49% vs -43.15% for TZA. On fees, TECL is cheaper at 1.08% per year. On volatility, TZA has been the lower-risk option at 17.03%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, TECL has performed better with a 54.49% return vs -43.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TECL is cheaper with a 1.08% expense ratio, compared with 1.11% for TZA.

TZA has the higher dividend yield at 4.82%, compared with 3.15% for TECL.

TZA tracks Russell 2000 Index (-300%), while TECL tracks Technology Select Sector Index (300%). Their fees differ too: 1.11% for TZA and 1.08% for TECL.

TECL currently has the higher Sharpe Ratio (4.35 vs -1.16), 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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