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LCDL vs. COTG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LCDL vs. COTG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares 2x Long LCID Daily ETF (LCDL) and Leverage Shares 2X Long COST Daily ETF (COTG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LCDL achieves a -82.24% return, which is significantly lower than COTG's 19.79% return.


LCDL

1D
-18.78%
1M
-33.34%
YTD
-82.24%
6M
-89.30%
1Y
-97.05%
3Y*
5Y*
10Y*

COTG

1D
-0.21%
1M
-6.22%
YTD
19.79%
6M
10.11%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LCDL vs. COTG - Yearly Performance Comparison


Correlation

The correlation between LCDL and COTG is -0.12, 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 Sep 19, 2025

-0.12

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Return for Risk

LCDL vs. COTG — Risk / Return Rank

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

LCDL
LCDL Risk / Return Rank: 22
Overall Rank
LCDL Sharpe Ratio Rank: 44
Sharpe Ratio Rank
LCDL Sortino Ratio Rank: 00
Sortino Ratio Rank
LCDL Omega Ratio Rank: 00
Omega Ratio Rank
LCDL Calmar Ratio Rank: 00
Calmar Ratio Rank
LCDL Martin Ratio Rank: 33
Martin Ratio Rank

COTG
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.

LCDL vs. COTG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Long LCID Daily ETF (LCDL) and Leverage Shares 2X Long COST Daily ETF (COTG). 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.


LCDLCOTGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.75

Calmar ratioReturn relative to maximum drawdown

-0.99

Martin ratioReturn relative to average drawdown

-1.26

LCDL vs. COTG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


LCDLCOTGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.65

-0.21

-0.43

Drawdowns

LCDL vs. COTG - Drawdown Comparison

The maximum LCDL drawdown since its inception was -98.50%, which is greater than COTG's maximum drawdown of -25.69%. Use the drawdown chart below to compare losses from any high point for LCDL and COTG.


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Drawdown Indicators


LCDLCOTGDifference

Max Drawdown

Largest peak-to-trough decline

-98.50%

-25.69%

-72.81%

Max Drawdown (1Y)

Largest decline over 1 year

-98.45%

Current Drawdown

Current decline from peak

-98.50%

-21.87%

-76.63%

Average Drawdown

Average peak-to-trough decline

-69.12%

-8.50%

-60.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

76.86%

Volatility

LCDL vs. COTG - Volatility Comparison


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Volatility by Period


LCDLCOTGDifference

Volatility (1M)

Calculated over the trailing 1-month period

41.04%

Volatility (6M)

Calculated over the trailing 6-month period

98.89%

Volatility (1Y)

Calculated over the trailing 1-year period

151.10%

40.52%

+110.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

149.61%

40.52%

+109.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

149.61%

40.52%

+109.09%

LCDL vs. COTG - Expense Ratio Comparison

LCDL has a 1.15% expense ratio, which is higher than COTG's 0.75% expense ratio.


Dividends

LCDL vs. COTG - Dividend Comparison

Neither LCDL nor COTG has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


LCDL and COTG have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, COTG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

COTG is cheaper with a 0.75% expense ratio, compared with 1.15% for LCDL.

LCDL and COTG have nearly identical dividend yields, around 0.00%.

They also come from different issuers: GraniteShares and Leverage Shares. Their fees differ too: 1.15% for LCDL and 0.75% for COTG.

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