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GOOGL vs. TSLL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GOOGL vs. TSLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alphabet Inc. Class A (GOOGL) and Direxion Daily TSLA Bull 2X ETF (TSLL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GOOGL achieves a 10.73% return, which is significantly higher than TSLL's -37.67% return.


GOOGL

1D
-1.02%
1M
-9.57%
YTD
10.73%
6M
10.25%
1Y
110.13%
3Y*
41.85%
5Y*
23.31%
10Y*
26.13%

TSLL

1D
-12.25%
1M
-22.54%
YTD
-37.67%
6M
-46.82%
1Y
-13.37%
3Y*
-7.12%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GOOGL vs. TSLL - Yearly Performance Comparison


2026 (YTD)2025202420232022
GOOGL
Alphabet Inc. Class A
10.73%65.99%36.01%58.32%-24.78%
TSLL
Direxion Daily TSLA Bull 2X ETF
-37.67%-26.80%99.63%139.86%-74.99%

Correlation

The correlation between GOOGL and TSLL is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.37

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

0.40

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

0.40

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Return for Risk

GOOGL vs. TSLL — Risk / Return Rank

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

GOOGL
GOOGL Risk / Return Rank: 9696
Overall Rank
GOOGL Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
GOOGL Sortino Ratio Rank: 9898
Sortino Ratio Rank
GOOGL Omega Ratio Rank: 9696
Omega Ratio Rank
GOOGL Calmar Ratio Rank: 9393
Calmar Ratio Rank
GOOGL Martin Ratio Rank: 9595
Martin Ratio Rank

TSLL
TSLL Risk / Return Rank: 88
Overall Rank
TSLL Sharpe Ratio Rank: 77
Sharpe Ratio Rank
TSLL Sortino Ratio Rank: 1111
Sortino Ratio Rank
TSLL Omega Ratio Rank: 1010
Omega Ratio Rank
TSLL Calmar Ratio Rank: 77
Calmar Ratio Rank
TSLL Martin Ratio Rank: 77
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.

GOOGL vs. TSLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alphabet Inc. Class A (GOOGL) and Direxion Daily TSLA Bull 2X ETF (TSLL). 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.


GOOGLTSLLDifference
Sharpe ratioReturn per unit of total volatility

+3.89

Sortino ratioReturn per unit of downside risk

+4.54

Omega ratioGain probability vs. loss probability

1.60

1.04

+0.56

Calmar ratioReturn relative to maximum drawdown

5.44

-0.25

+5.68

Martin ratioReturn relative to average drawdown

18.74

-0.49

+19.23

GOOGL vs. TSLL - Sharpe Ratio Comparison

The current GOOGL Sharpe Ratio is 3.74, which is higher than the TSLL Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of GOOGL and TSLL, 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

GOOGL vs. TSLL - Drawdown Comparison

The maximum GOOGL drawdown since its inception was -65.29%, smaller than the maximum TSLL drawdown of -82.88%. Use the drawdown chart below to compare losses from any high point for GOOGL and TSLL.


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Drawdown Indicators


GOOGLTSLLDifference

Max Drawdown

Largest peak-to-trough decline

-65.29%

-82.88%

+17.59%

Max Drawdown (1Y)

Largest decline over 1 year

-20.37%

-54.75%

+34.38%

Max Drawdown (3Y)

Largest decline over 3 years

-29.81%

-82.88%

+53.07%

Max Drawdown (5Y)

Largest decline over 5 years

-44.32%

Max Drawdown (10Y)

Largest decline over 10 years

-44.32%

Current Drawdown

Current decline from peak

-13.98%

-68.52%

+54.54%

Average Drawdown

Average peak-to-trough decline

-13.01%

-53.92%

+40.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.90%

27.78%

-21.88%

Volatility

GOOGL vs. TSLL - Volatility Comparison

The current volatility for Alphabet Inc. Class A (GOOGL) is 9.50%, while Direxion Daily TSLA Bull 2X ETF (TSLL) has a volatility of 28.98%. This indicates that GOOGL experiences smaller price fluctuations and is considered to be less risky than TSLL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GOOGLTSLLDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.50%

28.98%

-19.48%

Volatility (6M)

Calculated over the trailing 6-month period

21.33%

56.84%

-35.51%

Volatility (1Y)

Calculated over the trailing 1-year period

29.66%

89.07%

-59.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.47%

106.91%

-75.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.17%

106.91%

-77.74%

Dividends

GOOGL vs. TSLL - Dividend Comparison

GOOGL's dividend yield for the trailing twelve months is around 0.25%, less than TSLL's 8.21% yield.


PositionTTM2025202420232022
GOOGL
Alphabet Inc. Class A
0.25%0.27%0.32%0.00%0.00%
TSLL
Direxion Daily TSLA Bull 2X ETF
8.21%5.00%2.47%4.44%1.57%

Frequently Asked Questions


GOOGL and TSLL have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TSLL has higher volatility (28.98%) compared to GOOGL (9.50%). In terms of maximum drawdown, GOOGL dropped -65.29% vs TSLL's -82.88%.

GOOGL currently has the higher Sharpe Ratio (3.74 vs -0.15), 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 GOOGL and TSLL

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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