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BABX vs. TSLR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BABX and TSLR is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

BABX vs. TSLR - Performance Comparison

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

-50.00%0.00%50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
-26.45%
87.82%
BABX
TSLR

Key characteristics

Sharpe Ratio

BABX:

0.07

TSLR:

0.68

Sortino Ratio

BABX:

0.67

TSLR:

1.81

Omega Ratio

BABX:

1.08

TSLR:

1.22

Calmar Ratio

BABX:

0.07

TSLR:

1.12

Martin Ratio

BABX:

0.21

TSLR:

1.92

Ulcer Index

BABX:

23.41%

TSLR:

44.64%

Daily Std Dev

BABX:

74.95%

TSLR:

125.62%

Max Drawdown

BABX:

-70.62%

TSLR:

-76.58%

Current Drawdown

BABX:

-62.77%

TSLR:

-23.81%

Returns By Period

In the year-to-date period, BABX achieves a -4.18% return, which is significantly lower than TSLR's 84.70% return.


BABX

YTD

-4.18%

1M

-11.34%

6M

11.16%

1Y

-1.90%

5Y*

N/A

10Y*

N/A

TSLR

YTD

84.70%

1M

48.00%

6M

298.58%

1Y

79.32%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BABX vs. TSLR - Expense Ratio Comparison

BABX has a 1.15% expense ratio, which is lower than TSLR's 1.50% expense ratio.


TSLR
GraniteShares 2x Long TSLA Daily ETF
Expense ratio chart for TSLR: current value at 1.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.50%
Expense ratio chart for BABX: current value at 1.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.15%

Risk-Adjusted Performance

BABX vs. TSLR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Long BABA Daily ETF (BABX) and GraniteShares 2x Long TSLA Daily ETF (TSLR). 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.


Sharpe ratio
The chart of Sharpe ratio for BABX, currently valued at 0.07, compared to the broader market0.002.004.000.070.68
The chart of Sortino ratio for BABX, currently valued at 0.67, compared to the broader market-2.000.002.004.006.008.0010.000.671.81
The chart of Omega ratio for BABX, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.001.081.22
The chart of Calmar ratio for BABX, currently valued at 0.09, compared to the broader market0.005.0010.0015.000.091.12
The chart of Martin ratio for BABX, currently valued at 0.21, compared to the broader market0.0020.0040.0060.0080.00100.000.211.92
BABX
TSLR

The current BABX Sharpe Ratio is 0.07, which is lower than the TSLR Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of BABX and TSLR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.00Aug 25SeptemberSep 08Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15
0.07
0.68
BABX
TSLR

Dividends

BABX vs. TSLR - Dividend Comparison

Neither BABX nor TSLR has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BABX vs. TSLR - Drawdown Comparison

The maximum BABX drawdown since its inception was -70.62%, smaller than the maximum TSLR drawdown of -76.58%. Use the drawdown chart below to compare losses from any high point for BABX and TSLR. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-53.27%
-23.81%
BABX
TSLR

Volatility

BABX vs. TSLR - Volatility Comparison

The current volatility for GraniteShares 2x Long BABA Daily ETF (BABX) is 21.28%, while GraniteShares 2x Long TSLA Daily ETF (TSLR) has a volatility of 33.98%. This indicates that BABX experiences smaller price fluctuations and is considered to be less risky than TSLR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
21.28%
33.98%
BABX
TSLR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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