AEHR vs. DLLL
AEHR (Aehr Test Systems) is a stock, while DLLL (GraniteShares 2x Long DELL Daily ETF) is Leveraged Equities fund tracking the Dell Technologies Inc. (DELL). Over the past year, AEHR returned 382.07% vs 636.01% for DLLL. At a 0.41 correlation, their price movements are largely independent.
Performance
AEHR vs. DLLL - Performance Comparison
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Returns By Period
In the year-to-date period, AEHR achieves a 236.90% return, which is significantly lower than DLLL's 738.32% return.
AEHR
- 1D
- -6.31%
- 1M
- -37.29%
- 6M
- 158.14%
- YTD
- 236.90%
- 1Y
- 382.07%
- 3Y*
- 11.58%
- 5Y*
- 88.87%
- 10Y*
- 44.87%
DLLL
- 1D
- -3.72%
- 1M
- 12.43%
- 6M
- 819.94%
- YTD
- 738.32%
- 1Y
- 636.01%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AEHR vs. DLLL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
AEHR Aehr Test Systems | 236.90% | 97.36% |
DLLL GraniteShares 2x Long DELL Daily ETF | 738.32% | -3.72% |
Correlation
The correlation between AEHR and DLLL is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Feb 13, 2025 | 0.41 |
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Return for Risk
AEHR vs. DLLL — Risk / Return Rank
AEHR
DLLL
AEHR vs. DLLL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Aehr Test Systems (AEHR) and GraniteShares 2x Long DELL Daily ETF (DLLL). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AEHR | DLLL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.62 | ||
| Sortino ratioReturn per unit of downside risk | -0.85 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.50 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 9.04 | 11.22 | -2.18 |
| Martin ratioReturn relative to average drawdown | 19.12 | 22.48 | -3.36 |
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Drawdowns
AEHR vs. DLLL - Drawdown Comparison
The maximum AEHR drawdown since its inception was -97.98%, which is greater than DLLL's maximum drawdown of -68.58%. Use the drawdown chart below to compare losses from any high point for AEHR and DLLL.
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Drawdown Indicators
| AEHR | DLLL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.98% | -68.58% | -29.40% |
Max Drawdown (1Y)Largest decline over 1 year | -42.58% | -57.19% | +14.61% |
Max Drawdown (3Y)Largest decline over 3 years | -87.37% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -87.37% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -87.37% | — | — |
Current DrawdownCurrent decline from peak | -41.65% | -20.70% | -20.95% |
Average DrawdownAverage peak-to-trough decline | -79.44% | -25.71% | -53.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.10% | 28.50% | -8.40% |
Volatility
AEHR vs. DLLL - Volatility Comparison
Aehr Test Systems (AEHR) has a higher volatility of 37.07% compared to GraniteShares 2x Long DELL Daily ETF (DLLL) at 35.23%. This indicates that AEHR's price experiences larger fluctuations and is considered to be riskier than DLLL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AEHR | DLLL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 37.07% | 35.23% | +1.84% |
Volatility (6M)Calculated over the trailing 6-month period | 93.15% | 106.21% | -13.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 121.48% | 134.10% | -12.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 110.56% | 129.72% | -19.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 94.40% | 129.72% | -35.32% |
Dividends
AEHR vs. DLLL - Dividend Comparison
Neither AEHR nor DLLL has paid dividends to shareholders.
Frequently Asked Questions
AEHR and DLLL have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AEHR has higher volatility (37.07%) compared to DLLL (35.23%). In terms of maximum drawdown, AEHR dropped -97.98% vs DLLL's -68.58%.
DLLL currently has the higher Sharpe Ratio (4.80 vs 3.18), 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.
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