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LCID vs. CONL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LCID vs. CONL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lucid Group, Inc. (LCID) and GraniteShares 2x Long COIN Daily ETF (CONL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LCID achieves a -49.29% return, which is significantly higher than CONL's -63.14% return.


LCID

1D
4.28%
1M
-5.63%
YTD
-49.29%
6M
-54.65%
1Y
-75.86%
3Y*
-56.43%
5Y*
-53.01%
10Y*

CONL

1D
-2.17%
1M
-30.59%
YTD
-63.14%
6M
-68.88%
1Y
-83.91%
3Y*
-8.64%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LCID vs. CONL - Yearly Performance Comparison


2026 (YTD)2025202420232022
LCID
Lucid Group, Inc.
-49.29%-65.00%-28.27%-38.36%-63.51%
CONL
GraniteShares 2x Long COIN Daily ETF
-63.14%-58.49%4.23%641.63%-80.40%

Correlation

The correlation between LCID and CONL is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.35

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

0.40

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Return for Risk

LCID vs. CONL — Risk / Return Rank

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

LCID
LCID Risk / Return Rank: 66
Overall Rank
LCID Sharpe Ratio Rank: 55
Sharpe Ratio Rank
LCID Sortino Ratio Rank: 22
Sortino Ratio Rank
LCID Omega Ratio Rank: 44
Omega Ratio Rank
LCID Calmar Ratio Rank: 77
Calmar Ratio Rank
LCID Martin Ratio Rank: 1111
Martin Ratio Rank

CONL
CONL Risk / Return Rank: 33
Overall Rank
CONL Sharpe Ratio Rank: 44
Sharpe Ratio Rank
CONL Sortino Ratio Rank: 33
Sortino Ratio Rank
CONL Omega Ratio Rank: 44
Omega Ratio Rank
CONL Calmar Ratio Rank: 11
Calmar Ratio Rank
CONL Martin Ratio Rank: 33
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.

LCID vs. CONL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lucid Group, Inc. (LCID) and GraniteShares 2x Long COIN Daily ETF (CONL). 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.


LCIDCONLDifference
Sharpe ratioReturn per unit of total volatility

-0.36

Sortino ratioReturn per unit of downside risk

-1.24

Omega ratioGain probability vs. loss probability

0.77

0.89

-0.12

Calmar ratioReturn relative to maximum drawdown

-0.89

-0.91

+0.01

Martin ratioReturn relative to average drawdown

-1.32

-1.23

-0.10

LCID vs. CONL - Sharpe Ratio Comparison

The current LCID Sharpe Ratio is -0.97, which is lower than the CONL Sharpe Ratio of -0.62. The chart below compares the historical Sharpe Ratios of LCID and CONL, 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

LCID vs. CONL - Drawdown Comparison

The maximum LCID drawdown since its inception was -99.19%, which is greater than CONL's maximum drawdown of -94.36%. Use the drawdown chart below to compare losses from any high point for LCID and CONL.


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Drawdown Indicators


LCIDCONLDifference

Max Drawdown

Largest peak-to-trough decline

-99.19%

-94.36%

-4.83%

Max Drawdown (1Y)

Largest decline over 1 year

-84.98%

-92.57%

+7.59%

Max Drawdown (3Y)

Largest decline over 3 years

-94.21%

-94.36%

+0.15%

Max Drawdown (5Y)

Largest decline over 5 years

-99.15%

Current Drawdown

Current decline from peak

-99.08%

-93.66%

-5.42%

Average Drawdown

Average peak-to-trough decline

-76.30%

-56.37%

-19.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

57.36%

68.46%

-11.10%

Volatility

LCID vs. CONL - Volatility Comparison

The current volatility for Lucid Group, Inc. (LCID) is 22.77%, while GraniteShares 2x Long COIN Daily ETF (CONL) has a volatility of 36.22%. This indicates that LCID experiences smaller price fluctuations and is considered to be less risky than CONL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LCIDCONLDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.77%

36.22%

-13.45%

Volatility (6M)

Calculated over the trailing 6-month period

52.03%

102.76%

-50.73%

Volatility (1Y)

Calculated over the trailing 1-year period

78.04%

139.79%

-61.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

81.64%

149.68%

-68.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

86.75%

149.68%

-62.93%

Dividends

LCID vs. CONL - Dividend Comparison

Neither LCID nor CONL has paid dividends to shareholders.


PositionTTM20252024
CONL
GraniteShares 2x Long COIN Daily ETF
0.00%0.00%0.31%
LCID
Lucid Group, Inc.
0.00%0.00%0.00%

Frequently Asked Questions


LCID and CONL have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CONL has higher volatility (36.22%) compared to LCID (22.77%). In terms of maximum drawdown, LCID dropped -99.19% vs CONL's -94.36%.

CONL currently has the higher Sharpe Ratio (-0.62 vs -0.97), 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 LCID and CONL

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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