AXGN vs. DLLL
AXGN (AxoGen, Inc.) 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, AXGN returned 257.66% vs 850.63% for DLLL. At a 0.08 correlation, their price movements are largely independent.
Performance
AXGN vs. DLLL - Performance Comparison
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Returns By Period
In the year-to-date period, AXGN achieves a 24.14% return, which is significantly lower than DLLL's 757.76% return.
AXGN
- 1D
- 2.97%
- 1M
- -4.69%
- YTD
- 24.14%
- 6M
- 43.42%
- 1Y
- 257.66%
- 3Y*
- 66.26%
- 5Y*
- 16.44%
- 10Y*
- 21.66%
DLLL
- 1D
- -6.45%
- 1M
- 245.92%
- YTD
- 757.76%
- 6M
- 648.38%
- 1Y
- 850.63%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AXGN vs. DLLL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
AXGN AxoGen, Inc. | 24.14% | 80.43% |
DLLL GraniteShares 2x Long DELL Daily ETF | 757.76% | -3.72% |
Correlation
The correlation between AXGN and DLLL is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (All Time) Calculated using the full available price history since Feb 14, 2025 | 0.08 |
The correlation between AXGN and DLLL shifts across timeframes, from -0.03 (1 year) to 0.08 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
AXGN vs. DLLL — Risk / Return Rank
AXGN
DLLL
AXGN vs. DLLL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AxoGen, Inc. (AXGN) 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.
| AXGN | DLLL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.87 | ||
| Sortino ratioReturn per unit of downside risk | +0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.60 | 1.60 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 13.44 | 15.02 | -1.58 |
| Martin ratioReturn relative to average drawdown | 43.94 | 31.34 | +12.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AXGN | DLLL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.78 | 6.65 | -1.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.05 | 3.16 | -3.10 |
Drawdowns
AXGN vs. DLLL - Drawdown Comparison
The maximum AXGN drawdown since its inception was -98.49%, which is greater than DLLL's maximum drawdown of -68.58%. Use the drawdown chart below to compare losses from any high point for AXGN and DLLL.
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Drawdown Indicators
| AXGN | DLLL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.49% | -68.58% | -29.91% |
Max Drawdown (1Y)Largest decline over 1 year | -19.30% | -57.19% | +37.89% |
Max Drawdown (3Y)Largest decline over 3 years | -62.36% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -83.69% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -93.54% | — | — |
Current DrawdownCurrent decline from peak | -27.32% | -18.86% | -8.46% |
Average DrawdownAverage peak-to-trough decline | -64.90% | -25.91% | -38.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.25% | 27.36% | -21.11% |
Volatility
AXGN vs. DLLL - Volatility Comparison
The current volatility for AxoGen, Inc. (AXGN) is 9.77%, while GraniteShares 2x Long DELL Daily ETF (DLLL) has a volatility of 69.39%. This indicates that AXGN experiences smaller price fluctuations and is considered to be less risky 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
| AXGN | DLLL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.77% | 69.39% | -59.62% |
Volatility (6M)Calculated over the trailing 6-month period | 37.39% | 102.08% | -64.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 54.34% | 129.28% | -74.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 64.09% | 130.55% | -66.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 62.05% | 130.55% | -68.50% |
Dividends
AXGN vs. DLLL - Dividend Comparison
Neither AXGN nor DLLL has paid dividends to shareholders.
Frequently Asked Questions
AXGN and DLLL have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DLLL has higher volatility (69.39%) compared to AXGN (9.77%). In terms of maximum drawdown, AXGN dropped -98.49% vs DLLL's -68.58%.
DLLL currently has the higher Sharpe Ratio (6.65 vs 4.78), 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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