VITL vs. TMV

Last updated Apr 1, 2026

Compare and contrast key facts about Vital Farms, Inc. (VITL) and Direxion Daily 20-Year Treasury Bear 3X (TMV).

TMV is a passively managed fund by Direxion that tracks the performance of the NYSE 20 Year Plus Treasury Bond Index (-300%). It was launched on Apr 16, 2009.

Performance

VITL vs. TMV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vital Farms, Inc. (VITL) and Direxion Daily 20-Year Treasury Bear 3X (TMV). The values are adjusted to include any dividend payments, if applicable.

VITL vs. TMV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
VITL Vital Farms, Inc.	-55.79%	-15.26%	140.22%	5.16%	-17.39%	-28.64%	-28.22%
TMV Direxion Daily 20-Year Treasury Bear 3X	1.55%	-3.75%	39.76%	-9.69%	150.18%	0.83%	19.86%

Returns By Period

In the year-to-date period, VITL achieves a -55.79% return, which is significantly lower than TMV's 1.55% return.

VITL

• 1D: 6.97%
• 1M: -33.05%
• YTD: -55.79%
• 6M: -65.69%
• 1Y: -53.66%
• 3Y*: -2.64%
• 5Y*: -8.45%
• 10Y*: —

TMV

• 1D: 0.35%
• 1M: 13.94%
• YTD: 1.55%
• 6M: 8.04%
• 1Y: 10.47%
• 3Y*: 15.75%
• 5Y*: 16.67%
• 10Y*: -1.93%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

VITL vs. TMV — Risk / Return Rank

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

VITL

VITL Risk / Return Rank: 8
VITL Sharpe Ratio Rank: 4
VITL Sortino Ratio Rank: 4
VITL Omega Ratio Rank: 6
VITL Calmar Ratio Rank: 18
VITL Martin Ratio Rank: 8

TMV

TMV Risk / Return Rank: 21
TMV Sharpe Ratio Rank: 21
TMV Sortino Ratio Rank: 26
TMV Omega Ratio Rank: 22
TMV Calmar Ratio Rank: 19
TMV Martin Ratio Rank: 16

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.

VITL vs. TMV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vital Farms, Inc. (VITL) and Direxion Daily 20-Year Treasury Bear 3X (TMV). 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.

	VITL	TMV	Difference
Sharpe ratio Return per unit of total volatility	-1.03	0.31	-1.34
Sortino ratio Return per unit of downside risk	-1.71	0.71	-2.42
Omega ratio Gain probability vs. loss probability	0.80	1.08	-0.28
Calmar ratio Return relative to maximum drawdown	-0.70	0.30	-0.99
Martin ratio Return relative to average drawdown	-1.60	0.53	-2.13
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VITL vs. TMV - Sharpe Ratio Comparison

The current VITL Sharpe Ratio is -1.03, which is lower than the TMV Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of VITL and TMV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	VITL	TMV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.03	0.31	-1.34
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.16	0.35	-0.52
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	-0.04	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.29	-0.33	+0.05

Correlation

The correlation between VITL and TMV is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

VITL vs. TMV - Dividend Comparison

VITL has not paid dividends to shareholders, while TMV's dividend yield for the trailing twelve months is around 2.70%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
VITL Vital Farms, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
TMV Direxion Daily 20-Year Treasury Bear 3X	2.70%	2.85%	3.41%	3.87%	0.00%	0.00%	0.37%	1.60%	0.62%

Drawdowns

VITL vs. TMV - Drawdown Comparison

The maximum VITL drawdown since its inception was -80.31%, smaller than the maximum TMV drawdown of -98.96%. Use the drawdown chart below to compare losses from any high point for VITL and TMV.

Drawdown Indicators

	VITL	TMV	Difference
Max Drawdown Largest peak-to-trough decline	-80.31%	-98.96%	+18.65%
Max Drawdown (1Y) Largest decline over 1 year	-75.18%	-25.01%	-50.17%
Max Drawdown (5Y) Largest decline over 5 years	-75.18%	-48.49%	-26.69%
Max Drawdown (10Y) Largest decline over 10 years	—	-82.31%	—
Current Drawdown Current decline from peak	-73.06%	-96.06%	+23.00%
Average Drawdown Average peak-to-trough decline	-46.25%	-86.50%	+40.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	32.84%	14.04%	+18.80%

Volatility

VITL vs. TMV - Volatility Comparison

Vital Farms, Inc. (VITL) has a higher volatility of 14.15% compared to Direxion Daily 20-Year Treasury Bear 3X (TMV) at 10.96%. This indicates that VITL's price experiences larger fluctuations and is considered to be riskier than TMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VITL	TMV	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.15%	10.96%	+3.19%
Volatility (6M) Calculated over the trailing 6-month period	38.84%	19.59%	+19.25%
Volatility (1Y) Calculated over the trailing 1-year period	52.16%	34.15%	+18.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	52.26%	47.30%	+4.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	52.42%	44.52%	+7.90%