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COHX vs. LULG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

COHX vs. LULG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tradr 2X Long COHR Daily ETF (COHX) and Leverage Shares 2X Long LULU Daily ETF (LULG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


COHX

1D
1.76%
1M
46.78%
YTD
6M
1Y
3Y*
5Y*
10Y*

LULG

1D
-1.59%
1M
-10.00%
YTD
-68.58%
6M
-60.69%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

COHX vs. LULG - Yearly Performance Comparison


Correlation

The correlation between COHX and LULG is 0.06, 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 (All Time)
Calculated using the full available price history since Feb 20, 2026

0.06

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Return for Risk

COHX vs. LULG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long COHR Daily ETF (COHX) and Leverage Shares 2X Long LULU Daily ETF (LULG). 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.

COHX vs. LULG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


COHXLULGDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

14.78

-0.87

+15.65

Drawdowns

COHX vs. LULG - Drawdown Comparison

The maximum COHX drawdown since its inception was -50.30%, smaller than the maximum LULG drawdown of -73.18%. Use the drawdown chart below to compare losses from any high point for COHX and LULG.


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Drawdown Indicators


COHXLULGDifference

Max Drawdown

Largest peak-to-trough decline

-50.30%

-73.18%

+22.88%

Current Drawdown

Current decline from peak

-3.01%

-70.90%

+67.89%

Average Drawdown

Average peak-to-trough decline

-16.77%

-33.71%

+16.94%

Volatility

COHX vs. LULG - Volatility Comparison


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Volatility by Period


COHXLULGDifference

Volatility (1Y)

Calculated over the trailing 1-year period

178.19%

85.42%

+92.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

178.19%

85.42%

+92.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

178.19%

85.42%

+92.77%

COHX vs. LULG - Expense Ratio Comparison

COHX has a 1.49% expense ratio, which is higher than LULG's 0.75% expense ratio.


Dividends

COHX vs. LULG - Dividend Comparison

Neither COHX nor LULG has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


COHX and LULG have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LULG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LULG is cheaper with a 0.75% expense ratio, compared with 1.49% for COHX.

COHX and LULG have nearly identical dividend yields, around 0.00%.

They also come from different issuers: Tradr and Leverage Shares. Their fees differ too: 1.49% for COHX and 0.75% for LULG.

Portfolio Optimizer

Find the right allocation for COHX and LULG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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