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DRLL vs. TNGY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DRLL vs. TNGY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strive U.S. Energy ETF (DRLL) and Tortoise Energy Fund (TNGY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DRLL achieves a 31.26% return, which is significantly higher than TNGY's 15.21% return.


DRLL

1D
1.47%
1M
-1.82%
YTD
31.26%
6M
27.14%
1Y
43.09%
3Y*
14.67%
5Y*
10Y*

TNGY

1D
0.39%
1M
-3.15%
YTD
15.21%
6M
12.60%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DRLL vs. TNGY - Yearly Performance Comparison


2026 (YTD)2025
DRLL
Strive U.S. Energy ETF
31.26%2.93%
TNGY
Tortoise Energy Fund
15.21%1.81%

Correlation

The correlation between DRLL and TNGY is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 17, 2025

0.66

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Return for Risk

DRLL vs. TNGY — Risk / Return Rank

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

DRLL
DRLL Risk / Return Rank: 5555
Overall Rank
DRLL Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
DRLL Sortino Ratio Rank: 5252
Sortino Ratio Rank
DRLL Omega Ratio Rank: 5050
Omega Ratio Rank
DRLL Calmar Ratio Rank: 6363
Calmar Ratio Rank
DRLL Martin Ratio Rank: 5252
Martin Ratio Rank

TNGY
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.

DRLL vs. TNGY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strive U.S. Energy ETF (DRLL) and Tortoise Energy Fund (TNGY). 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.


DRLLTNGYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.32

Calmar ratioReturn relative to maximum drawdown

3.11

Martin ratioReturn relative to average drawdown

8.82

DRLL vs. TNGY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DRLLTNGYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.94

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

1.15

-0.58

Drawdowns

DRLL vs. TNGY - Drawdown Comparison

The maximum DRLL drawdown since its inception was -23.73%, which is greater than TNGY's maximum drawdown of -8.86%. Use the drawdown chart below to compare losses from any high point for DRLL and TNGY.


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Drawdown Indicators


DRLLTNGYDifference

Max Drawdown

Largest peak-to-trough decline

-23.73%

-8.86%

-14.87%

Max Drawdown (1Y)

Largest decline over 1 year

-13.93%

Max Drawdown (3Y)

Largest decline over 3 years

-23.73%

Current Drawdown

Current decline from peak

-8.10%

-3.92%

-4.18%

Average Drawdown

Average peak-to-trough decline

-8.02%

-2.18%

-5.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.90%

Volatility

DRLL vs. TNGY - Volatility Comparison


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Volatility by Period


DRLLTNGYDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.15%

Volatility (6M)

Calculated over the trailing 6-month period

18.04%

Volatility (1Y)

Calculated over the trailing 1-year period

22.34%

15.70%

+6.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.76%

15.70%

+8.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.76%

15.70%

+8.06%

DRLL vs. TNGY - Expense Ratio Comparison

DRLL has a 0.41% expense ratio, which is lower than TNGY's 0.85% expense ratio.


Dividends

DRLL vs. TNGY - Dividend Comparison

DRLL's dividend yield for the trailing twelve months is around 2.33%, less than TNGY's 3.41% yield.


PositionTTM2025202420232022
DRLL
Strive U.S. Energy ETF
2.33%2.99%3.00%3.01%1.18%
TNGY
Tortoise Energy Fund
3.41%2.59%0.00%0.00%0.00%

Frequently Asked Questions


DRLL and TNGY have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DRLL is cheaper at 0.41% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DRLL is cheaper with a 0.41% expense ratio, compared with 0.85% for TNGY.

TNGY has the higher dividend yield at 3.41%, compared with 2.33% for DRLL.

They also come from different issuers: Strive and Tortoise Capital. Their fees differ too: 0.41% for DRLL and 0.85% for TNGY.

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