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TSLT vs. TSLA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSLT vs. TSLA - Performance Comparison

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

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Returns By Period

In the year-to-date period, TSLT achieves a -21.79% return, which is significantly lower than TSLA's -5.79% return.


TSLT

1D
-0.05%
1M
13.53%
YTD
-21.79%
6M
-22.60%
1Y
3.78%
3Y*
5Y*
10Y*

TSLA

1D
-0.01%
1M
7.95%
YTD
-5.79%
6M
-5.16%
1Y
23.07%
3Y*
25.57%
5Y*
16.24%
10Y*
40.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSLT vs. TSLA - Yearly Performance Comparison


2026 (YTD)202520242023
TSLT
T-Rex 2X Long Tesla Daily Target ETF
-21.79%-29.49%54.17%20.11%
TSLA
Tesla, Inc.
-5.79%11.36%62.52%12.89%

Correlation

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

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Return for Risk

TSLT vs. TSLA — Risk / Return Rank

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

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

TSLA
TSLA Risk / Return Rank: 5555
Overall Rank
TSLA Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
TSLA Sortino Ratio Rank: 5353
Sortino Ratio Rank
TSLA Omega Ratio Rank: 5151
Omega Ratio Rank
TSLA Calmar Ratio Rank: 5757
Calmar Ratio Rank
TSLA Martin Ratio Rank: 5858
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.

TSLT vs. TSLA - Risk-Adjusted Trends Comparison

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


TSLTTSLADifference
Sharpe ratioReturn per unit of total volatility

-0.46

Sortino ratioReturn per unit of downside risk

-0.25

Omega ratioGain probability vs. loss probability

1.09

1.12

-0.03

Calmar ratioReturn relative to maximum drawdown

0.07

0.77

-0.71

Martin ratioReturn relative to average drawdown

0.14

1.81

-1.67

TSLT vs. TSLA - Sharpe Ratio Comparison

The current TSLT Sharpe Ratio is 0.04, which is lower than the TSLA Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of TSLT and TSLA, 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


TSLTTSLADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.04

0.50

-0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.73

-0.73

Drawdowns

TSLT vs. TSLA - Drawdown Comparison

The maximum TSLT drawdown since its inception was -83.16%, which is greater than TSLA's maximum drawdown of -73.63%. Use the drawdown chart below to compare losses from any high point for TSLT and TSLA.


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Drawdown Indicators


TSLTTSLADifference

Max Drawdown

Largest peak-to-trough decline

-83.16%

-73.63%

-9.53%

Max Drawdown (1Y)

Largest decline over 1 year

-55.08%

-29.93%

-25.15%

Max Drawdown (3Y)

Largest decline over 3 years

-53.77%

Max Drawdown (5Y)

Largest decline over 5 years

-73.63%

Max Drawdown (10Y)

Largest decline over 10 years

-73.63%

Current Drawdown

Current decline from peak

-62.01%

-13.51%

-48.50%

Average Drawdown

Average peak-to-trough decline

-50.23%

-22.73%

-27.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.07%

12.84%

+14.23%

Volatility

TSLT vs. TSLA - Volatility Comparison

T-Rex 2X Long Tesla Daily Target ETF (TSLT) has a higher volatility of 24.38% compared to Tesla, Inc. (TSLA) at 12.12%. This indicates that TSLT's price experiences larger fluctuations and is considered to be riskier than TSLA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSLTTSLADifference

Volatility (1M)

Calculated over the trailing 1-month period

24.38%

12.12%

+12.26%

Volatility (6M)

Calculated over the trailing 6-month period

54.35%

27.28%

+27.07%

Volatility (1Y)

Calculated over the trailing 1-year period

92.40%

46.36%

+46.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

117.05%

58.85%

+58.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

117.05%

59.11%

+57.94%

Dividends

TSLT vs. TSLA - Dividend Comparison

Neither TSLT nor TSLA has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 1.00, TSLT and TSLA 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.

TSLT has higher volatility (24.38%) compared to TSLA (12.12%). In terms of maximum drawdown, TSLT dropped -83.16% vs TSLA's -73.63%.

TSLA currently has the higher Sharpe Ratio (0.50 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

Find the right allocation for TSLT and TSLA

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