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CRCD vs. TSLT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CRCD vs. TSLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T-REX 2X Inverse CRCL Daily Target ETF (CRCD) and T-Rex 2X Long Tesla Daily Target ETF (TSLT). The values are adjusted to include any dividend payments, if applicable.

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CRCD vs. TSLT - Yearly Performance Comparison


Returns By Period

In the year-to-date period, CRCD achieves a -80.36% return, which is significantly lower than TSLT's -36.32% return.


CRCD

1D
-13.13%
1M
-45.34%
YTD
-80.36%
6M
-69.16%
1Y
3Y*
5Y*
10Y*

TSLT

1D
9.18%
1M
-16.84%
YTD
-36.32%
6M
-40.73%
1Y
30.25%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CRCD vs. TSLT - Expense Ratio Comparison

CRCD has a 1.50% expense ratio, which is higher than TSLT's 1.05% expense ratio.


Return for Risk

CRCD vs. TSLT — Risk / Return Rank

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

CRCD

TSLT
TSLT Risk / Return Rank: 3030
Overall Rank
TSLT Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
TSLT Sortino Ratio Rank: 4747
Sortino Ratio Rank
TSLT Omega Ratio Rank: 3939
Omega Ratio Rank
TSLT Calmar Ratio Rank: 2525
Calmar Ratio Rank
TSLT Martin Ratio Rank: 2020
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.

CRCD vs. TSLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-REX 2X Inverse CRCL Daily Target ETF (CRCD) and T-Rex 2X Long Tesla Daily Target ETF (TSLT). 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.

CRCD vs. TSLT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CRCDTSLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.45

-0.06

-0.39

Correlation

The correlation between CRCD and TSLT is -0.33. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

CRCD vs. TSLT - Dividend Comparison

Neither CRCD nor TSLT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CRCD vs. TSLT - Drawdown Comparison

The maximum CRCD drawdown since its inception was -94.38%, which is greater than TSLT's maximum drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for CRCD and TSLT.


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Drawdown Indicators


CRCDTSLTDifference

Max Drawdown

Largest peak-to-trough decline

-94.38%

-83.16%

-11.22%

Max Drawdown (1Y)

Largest decline over 1 year

-51.40%

Current Drawdown

Current decline from peak

-90.68%

-69.07%

-21.61%

Average Drawdown

Average peak-to-trough decline

-40.91%

-49.13%

+8.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.16%

Volatility

CRCD vs. TSLT - Volatility Comparison


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Volatility by Period


CRCDTSLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.37%

Volatility (6M)

Calculated over the trailing 6-month period

59.16%

Volatility (1Y)

Calculated over the trailing 1-year period

203.98%

110.56%

+93.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

203.98%

119.13%

+84.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

203.98%

119.13%

+84.85%