WEBS vs. MSFT
Compare and contrast key facts about Daily Dow Jones Internet Bear 3X Shares (WEBS) and Microsoft Corporation (MSFT).
WEBS is a passively managed fund by Direxion that tracks the performance of the Dow Jones Internet Composite Index (300%). It was launched on Nov 7, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WEBS or MSFT.
Key characteristics
| WEBS | MSFT | |
|---|---|---|
| YTD Return | -54.82% | 13.69% |
| 1Y Return | -68.26% | 15.70% |
| 3Y Return (Ann) | -34.01% | 9.03% |
| 5Y Return (Ann) | -56.38% | 24.40% |
| Sharpe Ratio | -1.26 | 0.86 |
| Sortino Ratio | -2.61 | 1.21 |
| Omega Ratio | 0.72 | 1.16 |
| Calmar Ratio | -0.72 | 1.09 |
| Martin Ratio | -1.60 | 2.65 |
| Ulcer Index | 44.76% | 6.34% |
| Daily Std Dev | 56.61% | 19.58% |
| Max Drawdown | -99.18% | -69.41% |
| Current Drawdown | -99.18% | -8.90% |
Correlation
The correlation between WEBS and MSFT is -0.74. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
WEBS vs. MSFT - Performance Comparison
In the year-to-date period, WEBS achieves a -54.82% return, which is significantly lower than MSFT's 13.69% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
WEBS vs. MSFT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Daily Dow Jones Internet Bear 3X Shares (WEBS) and Microsoft Corporation (MSFT). 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.
Dividends
WEBS vs. MSFT - Dividend Comparison
WEBS's dividend yield for the trailing twelve months is around 7.01%, more than MSFT's 0.71% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WEBS Daily Dow Jones Internet Bear 3X Shares | 7.01% | 4.36% | 0.17% | 0.00% | 1.13% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSFT Microsoft Corporation | 0.71% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
Drawdowns
WEBS vs. MSFT - Drawdown Comparison
The maximum WEBS drawdown since its inception was -99.18%, which is greater than MSFT's maximum drawdown of -69.41%. Use the drawdown chart below to compare losses from any high point for WEBS and MSFT. For additional features, visit the drawdowns tool.
Volatility
WEBS vs. MSFT - Volatility Comparison
Daily Dow Jones Internet Bear 3X Shares (WEBS) has a higher volatility of 14.42% compared to Microsoft Corporation (MSFT) at 7.77%. This indicates that WEBS's price experiences larger fluctuations and is considered to be riskier than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.