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TSLR vs. TSLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSLR vs. TSLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares 2x Long TSLA Daily ETF (TSLR) and T-Rex 2X Long Tesla Daily Target ETF (TSLT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TSLR achieves a -20.05% return, which is significantly higher than TSLT's -21.79% return.


TSLR

1D
-0.17%
1M
13.88%
YTD
-20.05%
6M
-20.52%
1Y
8.94%
3Y*
5Y*
10Y*

TSLT

1D
-0.05%
1M
13.53%
YTD
-21.79%
6M
-22.60%
1Y
3.78%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSLR vs. TSLT - Yearly Performance Comparison


2026 (YTD)202520242023
TSLR
GraniteShares 2x Long TSLA Daily ETF
-20.05%-25.97%67.57%18.34%
TSLT
T-Rex 2X Long Tesla Daily Target ETF
-21.79%-29.49%54.17%20.11%

Correlation

The correlation between TSLR and TSLT is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

1.00

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2023

1.00

The correlation between TSLR and TSLT has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

TSLR vs. TSLT - Sectors Allocation Comparison


Sectors
TSLR
TSLT

Consumer Cyclical

66.6%
100.0%

Basic Materials

-

-

Communication Services

-

-

Consumer Defensive

-

-

Energy

-

-

Financial Services

-

-

Healthcare

-

-

Industrials

-

-

Real Estate

-

-

Technology

-

-

Utilities

-

-

Consumer Cyclical

TSLR
66.6%
TSLT
100.0%

Basic Materials

TSLR

-

TSLT

-

Communication Services

TSLR

-

TSLT

-

Consumer Defensive

TSLR

-

TSLT

-

Energy

TSLR

-

TSLT

-

Financial Services

TSLR

-

TSLT

-

Healthcare

TSLR

-

TSLT

-

Industrials

TSLR

-

TSLT

-

Real Estate

TSLR

-

TSLT

-

Technology

TSLR

-

TSLT

-

Utilities

TSLR

-

TSLT

-

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Return for Risk

TSLR vs. TSLT — Risk / Return Rank

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

TSLR
TSLR Risk / Return Rank: 1212
Overall Rank
TSLR Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
TSLR Sortino Ratio Rank: 1616
Sortino Ratio Rank
TSLR Omega Ratio Rank: 1616
Omega Ratio Rank
TSLR Calmar Ratio Rank: 1010
Calmar Ratio Rank
TSLR Martin Ratio Rank: 1010
Martin Ratio Rank

TSLT
TSLT Risk / Return Rank: 1111
Overall Rank
TSLT Sharpe Ratio Rank: 99
Sharpe Ratio Rank
TSLT Sortino Ratio Rank: 1515
Sortino Ratio Rank
TSLT Omega Ratio Rank: 1515
Omega Ratio Rank
TSLT Calmar Ratio Rank: 99
Calmar Ratio Rank
TSLT Martin Ratio Rank: 99
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.

TSLR vs. TSLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Long TSLA Daily ETF (TSLR) and T-Rex 2X Long Tesla Daily Target ETF (TSLT). 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.


TSLRTSLTDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.08

Omega ratioGain probability vs. loss probability

1.10

1.09

+0.01

Calmar ratioReturn relative to maximum drawdown

0.17

0.07

+0.10

Martin ratioReturn relative to average drawdown

0.34

0.14

+0.20

TSLR vs. TSLT - Sharpe Ratio Comparison

The current TSLR Sharpe Ratio is 0.10, which is higher than the TSLT Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of TSLR and TSLT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


TSLRTSLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.10

0.04

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

0.01

0.00

Drawdowns

TSLR vs. TSLT - Drawdown Comparison

The maximum TSLR drawdown since its inception was -82.80%, roughly equal to the maximum TSLT drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for TSLR and TSLT.


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Drawdown Indicators


TSLRTSLTDifference

Max Drawdown

Largest peak-to-trough decline

-82.80%

-83.16%

+0.36%

Max Drawdown (1Y)

Largest decline over 1 year

-54.37%

-55.08%

+0.71%

Current Drawdown

Current decline from peak

-59.09%

-62.01%

+2.92%

Average Drawdown

Average peak-to-trough decline

-50.24%

-50.23%

-0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.45%

27.07%

-0.62%

Volatility

TSLR vs. TSLT - Volatility Comparison

GraniteShares 2x Long TSLA Daily ETF (TSLR) and T-Rex 2X Long Tesla Daily Target ETF (TSLT) have volatilities of 24.40% and 24.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSLRTSLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.40%

24.38%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

54.65%

54.35%

+0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

92.75%

92.40%

+0.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

115.54%

117.05%

-1.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

115.54%

117.05%

-1.51%

TSLR vs. TSLT - Expense Ratio Comparison

TSLR has a 1.50% expense ratio, which is higher than TSLT's 1.05% expense ratio.


Dividends

TSLR vs. TSLT - Dividend Comparison

Neither TSLR nor TSLT has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 1.00, TSLR and TSLT move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

TSLR has higher volatility (24.40%) compared to TSLT (24.38%). In terms of maximum drawdown, TSLR dropped -82.80% vs TSLT's -83.16%.

On 1-year performance, TSLR leads with 8.94% vs 3.78% for TSLT. On fees, TSLT is cheaper at 1.05% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, TSLR has performed better with a 8.94% return vs 3.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TSLT is cheaper with a 1.05% expense ratio, compared with 1.50% for TSLR.

TSLR and TSLT have nearly identical dividend yields, around 0.00%.

They also come from different issuers: GraniteShares and T-Rex. Their fees differ too: 1.50% for TSLR and 1.05% for TSLT.

TSLR currently has the higher Sharpe Ratio (0.10 vs 0.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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