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COZX vs. TSLQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

COZX vs. TSLQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tradr 2X Long CORZ Daily ETF (COZX) and Tradr 2X Short TSLA Daily ETF (TSLQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, COZX achieves a 202.02% return, which is significantly higher than TSLQ's 4.13% return.


COZX

1D
6.18%
1M
55.67%
YTD
202.02%
6M
199.08%
1Y
3Y*
5Y*
10Y*

TSLQ

1D
-1.97%
1M
-2.63%
YTD
4.13%
6M
19.83%
1Y
-61.24%
3Y*
-65.02%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

COZX vs. TSLQ - Yearly Performance Comparison


2026 (YTD)2025
COZX
Tradr 2X Long CORZ Daily ETF
202.02%-61.72%
TSLQ
Tradr 2X Short TSLA Daily ETF
4.13%-9.54%

Correlation

The correlation between COZX and TSLQ is -0.42, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 5, 2025

-0.42

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Return for Risk

COZX vs. TSLQ — Risk / Return Rank

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

COZX

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


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

COZX vs. TSLQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long CORZ Daily ETF (COZX) and Tradr 2X Short TSLA Daily ETF (TSLQ). 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.


COZXTSLQDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.91

Calmar ratioReturn relative to maximum drawdown

-0.85

Martin ratioReturn relative to average drawdown

-1.09

COZX vs. TSLQ - Sharpe Ratio Comparison


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Drawdowns

COZX vs. TSLQ - Drawdown Comparison

The maximum COZX drawdown since its inception was -70.44%, smaller than the maximum TSLQ drawdown of -98.73%. Use the drawdown chart below to compare losses from any high point for COZX and TSLQ.


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Drawdown Indicators


COZXTSLQDifference

Max Drawdown

Largest peak-to-trough decline

-70.44%

-98.73%

+28.29%

Max Drawdown (1Y)

Largest decline over 1 year

-72.21%

Max Drawdown (3Y)

Largest decline over 3 years

-97.85%

Current Drawdown

Current decline from peak

-1.34%

-98.45%

+97.11%

Average Drawdown

Average peak-to-trough decline

-41.83%

-67.55%

+25.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

55.95%

Volatility

COZX vs. TSLQ - Volatility Comparison


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Volatility by Period


COZXTSLQDifference

Volatility (1M)

Calculated over the trailing 1-month period

26.35%

Volatility (6M)

Calculated over the trailing 6-month period

56.72%

Volatility (1Y)

Calculated over the trailing 1-year period

137.02%

88.59%

+48.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

137.02%

94.21%

+42.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

137.02%

94.21%

+42.81%

COZX vs. TSLQ - Expense Ratio Comparison

COZX has a 1.30% expense ratio, which is higher than TSLQ's 1.17% expense ratio.


Dividends

COZX vs. TSLQ - Dividend Comparison

COZX has not paid dividends to shareholders, while TSLQ's dividend yield for the trailing twelve months is around 10.15%.


PositionTTM2025202420232022
COZX
Tradr 2X Long CORZ Daily ETF
0.00%0.00%0.00%0.00%0.00%
TSLQ
Tradr 2X Short TSLA Daily ETF
10.15%10.56%4.95%13.35%2.56%

Frequently Asked Questions


COZX and TSLQ have a correlation of -0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TSLQ is cheaper at 1.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TSLQ is cheaper with a 1.17% expense ratio, compared with 1.30% for COZX.

TSLQ has the higher dividend yield at 10.15%, compared with 0.00% for COZX.

COZX is categorized as Leveraged Equities, while TSLQ is Inverse Equities. Their fees differ too: 1.30% for COZX and 1.17% for TSLQ.

Portfolio Optimizer

Find the right allocation for COZX and TSLQ

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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