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BOEG vs. CONL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BOEG vs. CONL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long BA Daily ETF (BOEG) and GraniteShares 2x Long COIN Daily ETF (CONL). The values are adjusted to include any dividend payments, if applicable.

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BOEG vs. CONL - Yearly Performance Comparison


2026 (YTD)2025
BOEG
Leverage Shares 2X Long BA Daily ETF
-20.41%6.85%
CONL
GraniteShares 2x Long COIN Daily ETF
-53.04%-37.29%

Returns By Period

In the year-to-date period, BOEG achieves a -20.41% return, which is significantly higher than CONL's -53.04% return.


BOEG

1D
10.42%
1M
-25.52%
YTD
-20.41%
6M
-24.16%
1Y
3Y*
5Y*
10Y*

CONL

1D
-1.71%
1M
-18.19%
YTD
-53.04%
6M
-82.49%
1Y
-51.55%
3Y*
-12.20%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BOEG vs. CONL - Expense Ratio Comparison

BOEG has a 0.75% expense ratio, which is lower than CONL's 1.15% expense ratio.


Return for Risk

BOEG vs. CONL — Risk / Return Rank

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

BOEG

CONL
CONL Risk / Return Rank: 99
Overall Rank
CONL Sharpe Ratio Rank: 66
Sharpe Ratio Rank
CONL Sortino Ratio Rank: 1515
Sortino Ratio Rank
CONL Omega Ratio Rank: 1414
Omega Ratio Rank
CONL Calmar Ratio Rank: 33
Calmar Ratio Rank
CONL Martin Ratio Rank: 55
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.

BOEG vs. CONL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long BA Daily ETF (BOEG) and GraniteShares 2x Long COIN Daily ETF (CONL). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

BOEG vs. CONL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BOEGCONLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.30

-0.18

-0.13

Correlation

The correlation between BOEG and CONL is 0.28, 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.


Dividends

BOEG vs. CONL - Dividend Comparison

Neither BOEG nor CONL has paid dividends to shareholders.


TTM20252024
BOEG
Leverage Shares 2X Long BA Daily ETF
0.00%0.00%0.00%
CONL
GraniteShares 2x Long COIN Daily ETF
0.00%0.00%0.31%

Drawdowns

BOEG vs. CONL - Drawdown Comparison

The maximum BOEG drawdown since its inception was -46.47%, smaller than the maximum CONL drawdown of -93.95%. Use the drawdown chart below to compare losses from any high point for BOEG and CONL.


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Drawdown Indicators


BOEGCONLDifference

Max Drawdown

Largest peak-to-trough decline

-46.47%

-93.95%

+47.48%

Max Drawdown (1Y)

Largest decline over 1 year

-92.02%

Current Drawdown

Current decline from peak

-40.25%

-91.92%

+51.67%

Average Drawdown

Average peak-to-trough decline

-17.59%

-54.32%

+36.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

55.16%

Volatility

BOEG vs. CONL - Volatility Comparison


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Volatility by Period


BOEGCONLDifference

Volatility (1M)

Calculated over the trailing 1-month period

45.76%

Volatility (6M)

Calculated over the trailing 6-month period

103.14%

Volatility (1Y)

Calculated over the trailing 1-year period

61.07%

149.22%

-88.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

61.07%

150.93%

-89.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.07%

150.93%

-89.86%