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YANG vs. TSDD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

YANG vs. TSDD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily China 3x Bear Shares (YANG) and GraniteShares 2x Short TSLA Daily ETF (TSDD). The values are adjusted to include any dividend payments, if applicable.

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YANG vs. TSDD - Yearly Performance Comparison


2026 (YTD)202520242023
YANG
Direxion Daily China 3x Bear Shares
20.02%-62.77%-71.41%12.06%
TSDD
GraniteShares 2x Short TSLA Daily ETF
28.07%-74.84%-89.21%-20.49%

Returns By Period

In the year-to-date period, YANG achieves a 20.02% return, which is significantly lower than TSDD's 28.07% return.


YANG

1D
2.68%
1M
9.80%
YTD
20.02%
6M
44.40%
1Y
-22.06%
3Y*
-43.56%
5Y*
-33.55%
10Y*
-39.11%

TSDD

1D
-5.17%
1M
8.20%
YTD
28.07%
6M
15.45%
1Y
-79.73%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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YANG vs. TSDD - Expense Ratio Comparison

YANG has a 1.07% expense ratio, which is lower than TSDD's 1.50% expense ratio.


Return for Risk

YANG vs. TSDD — Risk / Return Rank

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

YANG
YANG Risk / Return Rank: 88
Overall Rank
YANG Sharpe Ratio Rank: 66
Sharpe Ratio Rank
YANG Sortino Ratio Rank: 1010
Sortino Ratio Rank
YANG Omega Ratio Rank: 99
Omega Ratio Rank
YANG Calmar Ratio Rank: 77
Calmar Ratio Rank
YANG Martin Ratio Rank: 99
Martin Ratio Rank

TSDD
TSDD Risk / Return Rank: 22
Overall Rank
TSDD Sharpe Ratio Rank: 22
Sharpe Ratio Rank
TSDD Sortino Ratio Rank: 11
Sortino Ratio Rank
TSDD Omega Ratio Rank: 11
Omega Ratio Rank
TSDD Calmar Ratio Rank: 00
Calmar Ratio Rank
TSDD Martin Ratio Rank: 44
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.

YANG vs. TSDD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily China 3x Bear Shares (YANG) and GraniteShares 2x Short TSLA Daily ETF (TSDD). 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.


YANGTSDDDifference

Sharpe ratio

Return per unit of total volatility

-0.31

-0.73

+0.42

Sortino ratio

Return per unit of downside risk

0.01

-1.13

+1.14

Omega ratio

Gain probability vs. loss probability

1.00

0.86

+0.14

Calmar ratio

Return relative to maximum drawdown

-0.32

-0.90

+0.58

Martin ratio

Return relative to average drawdown

-0.38

-1.04

+0.66

YANG vs. TSDD - Sharpe Ratio Comparison

The current YANG Sharpe Ratio is -0.31, which is higher than the TSDD Sharpe Ratio of -0.73. The chart below compares the historical Sharpe Ratios of YANG and TSDD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


YANGTSDDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.31

-0.73

+0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.49

-0.65

+0.15

Correlation

The correlation between YANG and TSDD is 0.22, 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

YANG vs. TSDD - Dividend Comparison

YANG's dividend yield for the trailing twelve months is around 3.40%, less than TSDD's 6.58% yield.


TTM20252024202320222021202020192018
YANG
Direxion Daily China 3x Bear Shares
3.40%4.03%9.42%3.66%0.00%0.00%0.67%1.54%0.56%
TSDD
GraniteShares 2x Short TSLA Daily ETF
6.58%8.42%0.00%24.84%0.00%0.00%0.00%0.00%0.00%

Drawdowns

YANG vs. TSDD - Drawdown Comparison

The maximum YANG drawdown since its inception was -99.98%, roughly equal to the maximum TSDD drawdown of -99.03%. Use the drawdown chart below to compare losses from any high point for YANG and TSDD.


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Drawdown Indicators


YANGTSDDDifference

Max Drawdown

Largest peak-to-trough decline

-99.98%

-99.03%

-0.95%

Max Drawdown (1Y)

Largest decline over 1 year

-68.02%

-90.32%

+22.30%

Max Drawdown (5Y)

Largest decline over 5 years

-97.38%

Max Drawdown (10Y)

Largest decline over 10 years

-99.60%

Current Drawdown

Current decline from peak

-99.97%

-98.53%

-1.44%

Average Drawdown

Average peak-to-trough decline

-90.42%

-69.41%

-21.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

57.00%

77.90%

-20.90%

Volatility

YANG vs. TSDD - Volatility Comparison

The current volatility for Direxion Daily China 3x Bear Shares (YANG) is 19.60%, while GraniteShares 2x Short TSLA Daily ETF (TSDD) has a volatility of 22.84%. This indicates that YANG experiences smaller price fluctuations and is considered to be less risky than TSDD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YANGTSDDDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.60%

22.84%

-3.24%

Volatility (6M)

Calculated over the trailing 6-month period

43.29%

59.58%

-16.29%

Volatility (1Y)

Calculated over the trailing 1-year period

71.59%

110.35%

-38.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

94.39%

116.23%

-21.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

82.22%

116.23%

-34.01%