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COMB vs. TSDD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

COMB vs. TSDD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB) and GraniteShares 2x Short TSLA Daily ETF (TSDD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, COMB achieves a 26.81% return, which is significantly higher than TSDD's -4.27% return.


COMB

1D
0.03%
1M
-2.98%
YTD
26.81%
6M
25.89%
1Y
38.86%
3Y*
16.31%
5Y*
11.27%
10Y*

TSDD

1D
0.14%
1M
-17.41%
YTD
-4.27%
6M
-7.92%
1Y
-62.89%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

COMB vs. TSDD - Yearly Performance Comparison


2026 (YTD)202520242023
COMB
GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF
26.81%15.12%5.24%-2.69%
TSDD
GraniteShares 2x Short TSLA Daily ETF
-4.27%-74.84%-89.21%-20.49%

Correlation

The correlation between COMB and TSDD is 0.04, 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

0.04

Correlation (All Time)
Calculated using the full available price history since Aug 23, 2023

-0.07

The correlation between COMB and TSDD shifts across timeframes, from -0.07 (all time) to 0.04 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

COMB vs. TSDD — Risk / Return Rank

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

COMB
COMB Risk / Return Rank: 7171
Overall Rank
COMB Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
COMB Sortino Ratio Rank: 6161
Sortino Ratio Rank
COMB Omega Ratio Rank: 6868
Omega Ratio Rank
COMB Calmar Ratio Rank: 8787
Calmar Ratio Rank
COMB Martin Ratio Rank: 7171
Martin Ratio Rank

TSDD
TSDD Risk / Return Rank: 33
Overall Rank
TSDD Sharpe Ratio Rank: 33
Sharpe Ratio Rank
TSDD Sortino Ratio Rank: 33
Sortino Ratio Rank
TSDD Omega Ratio Rank: 33
Omega Ratio Rank
TSDD Calmar Ratio Rank: 22
Calmar Ratio Rank
TSDD Martin Ratio Rank: 44
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.

COMB vs. TSDD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB) and GraniteShares 2x Short TSLA Daily ETF (TSDD). 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.


COMBTSDDDifference
Sharpe ratioReturn per unit of total volatility

+2.97

Sortino ratioReturn per unit of downside risk

+3.77

Omega ratioGain probability vs. loss probability

1.41

0.90

+0.51

Calmar ratioReturn relative to maximum drawdown

5.08

-0.83

+5.91

Martin ratioReturn relative to average drawdown

13.24

-1.05

+14.29

COMB vs. TSDD - Sharpe Ratio Comparison

The current COMB Sharpe Ratio is 2.29, which is higher than the TSDD Sharpe Ratio of -0.68. The chart below compares the historical Sharpe Ratios of COMB and TSDD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


COMBTSDDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.29

-0.68

+2.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

-0.66

+1.18

Drawdowns

COMB vs. TSDD - Drawdown Comparison

The maximum COMB drawdown since its inception was -33.50%, smaller than the maximum TSDD drawdown of -99.03%. Use the drawdown chart below to compare losses from any high point for COMB and TSDD.


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Drawdown Indicators


COMBTSDDDifference

Max Drawdown

Largest peak-to-trough decline

-33.50%

-99.03%

+65.53%

Max Drawdown (1Y)

Largest decline over 1 year

-7.69%

-76.12%

+68.43%

Max Drawdown (3Y)

Largest decline over 3 years

-11.35%

Max Drawdown (5Y)

Largest decline over 5 years

-26.63%

Current Drawdown

Current decline from peak

-4.35%

-98.90%

+94.55%

Average Drawdown

Average peak-to-trough decline

-12.06%

-71.21%

+59.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

59.88%

-56.94%

Volatility

COMB vs. TSDD - Volatility Comparison

The current volatility for GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB) is 5.14%, while GraniteShares 2x Short TSLA Daily ETF (TSDD) has a volatility of 24.19%. This indicates that COMB experiences smaller price fluctuations and is considered to be less risky than TSDD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COMBTSDDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.14%

24.19%

-19.05%

Volatility (6M)

Calculated over the trailing 6-month period

14.99%

54.90%

-39.91%

Volatility (1Y)

Calculated over the trailing 1-year period

17.02%

92.57%

-75.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.70%

114.46%

-97.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.13%

114.46%

-99.33%

COMB vs. TSDD - Expense Ratio Comparison

COMB has a 0.25% expense ratio, which is lower than TSDD's 1.50% expense ratio.


Dividends

COMB vs. TSDD - Dividend Comparison

COMB's dividend yield for the trailing twelve months is around 7.14%, less than TSDD's 8.80% yield.


PositionTTM202520242023202220212020201920182017
COMB
GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF
7.14%9.05%2.48%6.57%30.85%15.83%0.07%1.48%0.97%0.20%
TSDD
GraniteShares 2x Short TSLA Daily ETF
8.80%8.42%0.00%24.84%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


COMB and TSDD have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TSDD has higher volatility (24.19%) compared to COMB (5.14%). In terms of maximum drawdown, COMB dropped -33.50% vs TSDD's -99.03%.

On 1-year performance, COMB leads with 38.86% vs -62.89% for TSDD. On fees, COMB is cheaper at 0.25% per year. On volatility, COMB has been the lower-risk option at 5.14%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, COMB has performed better with a 38.86% return vs -62.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

COMB is cheaper with a 0.25% expense ratio, compared with 1.50% for TSDD.

TSDD has the higher dividend yield at 8.80%, compared with 7.14% for COMB.

COMB is categorized as Commodities, while TSDD is Inverse Equities. Their fees differ too: 0.25% for COMB and 1.50% for TSDD.

COMB currently has the higher Sharpe Ratio (2.29 vs -0.68), 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.

Portfolio Optimizer

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