^SP600 vs. TMF

In the year-to-date period, ^SP600 achieves a -6.43% return, which is significantly higher than TMF's -7.03% return. Over the past 10 years, ^SP600 has outperformed TMF with an annualized return of 6.32%, while TMF has yielded a comparatively lower -14.07% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for S&P 600 (^SP600) and Direxion Daily 20-Year Treasury Bull 3X (TMF). 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.

The current ^SP600 Sharpe Ratio is -0.03, which is higher than the TMF Sharpe Ratio of -0.45. The chart below compares the historical Sharpe Ratios of ^SP600 and TMF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum ^SP600 drawdown since its inception was -59.17%, smaller than the maximum TMF drawdown of -92.11%. Use the drawdown chart below to compare losses from any high point for ^SP600 and TMF. For additional features, visit the drawdowns tool.

The current volatility for S&P 600 (^SP600) is 6.20%, while Direxion Daily 20-Year Treasury Bull 3X (TMF) has a volatility of 11.20%. This indicates that ^SP600 experiences smaller price fluctuations and is considered to be less risky than TMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.