Correlation Between Direxion Daily and Tremblant Global

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Can any of the company-specific risk be diversified away by investing in both Direxion Daily and Tremblant Global at the same time? Although using a correlation coefficient on its own may not help to predict future stock returns, this module helps to understand the diversifiable risk of combining Direxion Daily and Tremblant Global into the same portfolio, which is an essential part of the fundamental portfolio management process.
By analyzing existing cross correlation between Direxion Daily SP and Tremblant Global ETF, you can compare the effects of market volatilities on Direxion Daily and Tremblant Global and check how they will diversify away market risk if combined in the same portfolio for a given time horizon. You can also utilize pair trading strategies of matching a long position in Direxion Daily with a short position of Tremblant Global. Check out your portfolio center. Please also check ongoing floating volatility patterns of Direxion Daily and Tremblant Global.

Diversification Opportunities for Direxion Daily and Tremblant Global

-0.62
  Correlation Coefficient

Excellent diversification

The 3 months correlation between Direxion and Tremblant is -0.62. Overlapping area represents the amount of risk that can be diversified away by holding Direxion Daily SP and Tremblant Global ETF in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Tremblant Global ETF and Direxion Daily is a relative statistical measure of the degree to which these equity instruments tend to move together. The correlation coefficient measures the extent to which returns on Direxion Daily SP are associated (or correlated) with Tremblant Global. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Tremblant Global ETF has no effect on the direction of Direxion Daily i.e., Direxion Daily and Tremblant Global go up and down completely randomly.

Pair Corralation between Direxion Daily and Tremblant Global

Given the investment horizon of 90 days Direxion Daily SP is expected to generate 5.7 times more return on investment than Tremblant Global. However, Direxion Daily is 5.7 times more volatile than Tremblant Global ETF. It trades about 0.19 of its potential returns per unit of risk. Tremblant Global ETF is currently generating about 0.53 per unit of risk. If you would invest  15,302  in Direxion Daily SP on September 24, 2025 and sell it today you would earn a total of  2,390  from holding Direxion Daily SP or generate 15.62% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthWeak
Accuracy100.0%
ValuesDaily Returns

Direxion Daily SP  vs.  Tremblant Global ETF

 Performance 
       Timeline  
Direxion Daily SP 

Risk-Adjusted Performance

Solid

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Direxion Daily SP are ranked lower than 22 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively fragile fundamental drivers, Direxion Daily unveiled solid returns over the last few months and may actually be approaching a breakup point.
Tremblant Global ETF 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Tremblant Global ETF has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong technical and fundamental indicators, Tremblant Global is not utilizing all of its potentials. The recent stock price disturbance, may contribute to short-term losses for the investors.

Direxion Daily and Tremblant Global Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Direxion Daily and Tremblant Global

The main advantage of trading using opposite Direxion Daily and Tremblant Global positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Direxion Daily position performs unexpectedly, Tremblant Global can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Tremblant Global will offset losses from the drop in Tremblant Global's long position.
The idea behind Direxion Daily SP and Tremblant Global ETF pairs trading is to make the combined position market-neutral, meaning the overall market's direction will not affect its win or loss (or potential downside or upside). This can be achieved by designing a pairs trade with two highly correlated stocks or equities that operate in a similar space or sector, making it possible to obtain profits through simple and relatively low-risk investment.
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Note that this page's information should be used as a complementary analysis to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .

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