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CONL vs. LCID
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CONL vs. LCID - Performance Comparison

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

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Returns By Period

In the year-to-date period, CONL achieves a -63.14% return, which is significantly lower than LCID's -49.29% return.


CONL

1D
-2.17%
1M
-30.59%
YTD
-63.14%
6M
-68.88%
1Y
-83.91%
3Y*
-8.64%
5Y*
10Y*

LCID

1D
4.28%
1M
-5.63%
YTD
-49.29%
6M
-54.65%
1Y
-75.86%
3Y*
-56.43%
5Y*
-53.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CONL vs. LCID - Yearly Performance Comparison


2026 (YTD)2025202420232022
CONL
GraniteShares 2x Long COIN Daily ETF
-63.14%-58.49%4.23%641.63%-80.40%
LCID
Lucid Group, Inc.
-49.29%-65.00%-28.27%-38.36%-63.51%

Correlation

The correlation between CONL and LCID is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.33

Correlation (3Y)
Calculated over the trailing 3-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Aug 9, 2022

0.40

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Return for Risk

CONL vs. LCID — Risk / Return Rank

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

CONL
CONL Risk / Return Rank: 33
Overall Rank
CONL Sharpe Ratio Rank: 44
Sharpe Ratio Rank
CONL Sortino Ratio Rank: 33
Sortino Ratio Rank
CONL Omega Ratio Rank: 44
Omega Ratio Rank
CONL Calmar Ratio Rank: 11
Calmar Ratio Rank
CONL Martin Ratio Rank: 33
Martin Ratio Rank

LCID
LCID Risk / Return Rank: 66
Overall Rank
LCID Sharpe Ratio Rank: 55
Sharpe Ratio Rank
LCID Sortino Ratio Rank: 22
Sortino Ratio Rank
LCID Omega Ratio Rank: 44
Omega Ratio Rank
LCID Calmar Ratio Rank: 77
Calmar Ratio Rank
LCID Martin Ratio Rank: 1111
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.

CONL vs. LCID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Long COIN Daily ETF (CONL) and Lucid Group, Inc. (LCID). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CONLLCIDDifference
Sharpe ratioReturn per unit of total volatility

+0.36

Sortino ratioReturn per unit of downside risk

+1.24

Omega ratioGain probability vs. loss probability

0.89

0.77

+0.12

Calmar ratioReturn relative to maximum drawdown

-0.91

-0.89

-0.01

Martin ratioReturn relative to average drawdown

-1.23

-1.32

+0.10

CONL vs. LCID - Sharpe Ratio Comparison

The current CONL Sharpe Ratio is -0.62, which is higher than the LCID Sharpe Ratio of -0.97. The chart below compares the historical Sharpe Ratios of CONL and LCID, 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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Drawdowns

CONL vs. LCID - Drawdown Comparison

The maximum CONL drawdown since its inception was -94.36%, roughly equal to the maximum LCID drawdown of -99.19%. Use the drawdown chart below to compare losses from any high point for CONL and LCID.


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Drawdown Indicators


CONLLCIDDifference

Max Drawdown

Largest peak-to-trough decline

-94.36%

-99.19%

+4.83%

Max Drawdown (1Y)

Largest decline over 1 year

-92.57%

-84.98%

-7.59%

Max Drawdown (3Y)

Largest decline over 3 years

-94.36%

-94.21%

-0.15%

Max Drawdown (5Y)

Largest decline over 5 years

-99.15%

Current Drawdown

Current decline from peak

-93.66%

-99.08%

+5.42%

Average Drawdown

Average peak-to-trough decline

-56.37%

-76.30%

+19.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

68.46%

57.36%

+11.10%

Volatility

CONL vs. LCID - Volatility Comparison

GraniteShares 2x Long COIN Daily ETF (CONL) has a higher volatility of 36.22% compared to Lucid Group, Inc. (LCID) at 22.77%. This indicates that CONL's price experiences larger fluctuations and is considered to be riskier than LCID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CONLLCIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

36.22%

22.77%

+13.45%

Volatility (6M)

Calculated over the trailing 6-month period

102.76%

52.03%

+50.73%

Volatility (1Y)

Calculated over the trailing 1-year period

139.79%

78.04%

+61.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

149.68%

81.64%

+68.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

149.68%

86.75%

+62.93%

Dividends

CONL vs. LCID - Dividend Comparison

Neither CONL nor LCID has paid dividends to shareholders.


PositionTTM20252024
CONL
GraniteShares 2x Long COIN Daily ETF
0.00%0.00%0.31%
LCID
Lucid Group, Inc.
0.00%0.00%0.00%

Frequently Asked Questions


CONL and LCID have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CONL has higher volatility (36.22%) compared to LCID (22.77%). In terms of maximum drawdown, CONL dropped -94.36% vs LCID's -99.19%.

CONL currently has the higher Sharpe Ratio (-0.62 vs -0.97), 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

Find the right allocation for CONL and LCID

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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