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LINT vs. DLLL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LINT vs. DLLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily INTC Bull 2X Shares (LINT) and GraniteShares 2x Long DELL Daily ETF (DLLL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with LINT having a 744.89% return and DLLL slightly higher at 762.51%.


LINT

1D
-12.86%
1M
11.99%
YTD
744.89%
6M
773.46%
1Y
3Y*
5Y*
10Y*

DLLL

1D
4.21%
1M
89.37%
YTD
762.51%
6M
738.64%
1Y
765.95%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LINT vs. DLLL - Yearly Performance Comparison


Correlation

The correlation between LINT and DLLL is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 19, 2025

0.31

LINT vs. DLLL - Sectors Allocation Comparison


Sectors
LINT
DLLL

Technology

100.0%
66.6%

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Energy

-

-

Financial Services

-

-

Healthcare

-

-

Industrials

-

-

Real Estate

-

-

Utilities

-

-

Technology

LINT
100.0%
DLLL
66.6%

Basic Materials

LINT

-

DLLL

-

Communication Services

LINT

-

DLLL

-

Consumer Cyclical

LINT

-

DLLL

-

Consumer Defensive

LINT

-

DLLL

-

Energy

LINT

-

DLLL

-

Financial Services

LINT

-

DLLL

-

Healthcare

LINT

-

DLLL

-

Industrials

LINT

-

DLLL

-

Real Estate

LINT

-

DLLL

-

Utilities

LINT

-

DLLL

-

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Return for Risk

LINT vs. DLLL — Risk / Return Rank

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

LINT

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


DLLL
DLLL Risk / Return Rank: 9696
Overall Rank
DLLL Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
DLLL Sortino Ratio Rank: 9494
Sortino Ratio Rank
DLLL Omega Ratio Rank: 9292
Omega Ratio Rank
DLLL Calmar Ratio Rank: 9898
Calmar Ratio Rank
DLLL Martin Ratio Rank: 9595
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.

LINT vs. DLLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily INTC Bull 2X Shares (LINT) and GraniteShares 2x Long DELL Daily ETF (DLLL). 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.


LINTDLLLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.56

Calmar ratioReturn relative to maximum drawdown

13.52

Martin ratioReturn relative to average drawdown

27.52

LINT vs. DLLL - Sharpe Ratio Comparison


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Drawdowns

LINT vs. DLLL - Drawdown Comparison

The maximum LINT drawdown since its inception was -49.54%, smaller than the maximum DLLL drawdown of -68.58%. Use the drawdown chart below to compare losses from any high point for LINT and DLLL.


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Drawdown Indicators


LINTDLLLDifference

Max Drawdown

Largest peak-to-trough decline

-49.54%

-68.58%

+19.04%

Max Drawdown (1Y)

Largest decline over 1 year

-57.19%

Current Drawdown

Current decline from peak

-12.86%

-18.41%

+5.55%

Average Drawdown

Average peak-to-trough decline

-20.48%

-25.86%

+5.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.05%

Volatility

LINT vs. DLLL - Volatility Comparison


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Volatility by Period


LINTDLLLDifference

Volatility (1M)

Calculated over the trailing 1-month period

66.89%

Volatility (6M)

Calculated over the trailing 6-month period

102.56%

Volatility (1Y)

Calculated over the trailing 1-year period

168.83%

131.00%

+37.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

168.83%

129.67%

+39.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

168.83%

129.67%

+39.16%

LINT vs. DLLL - Expense Ratio Comparison

LINT has a 0.97% expense ratio, which is lower than DLLL's 1.50% expense ratio.


Dividends

LINT vs. DLLL - Dividend Comparison

LINT's dividend yield for the trailing twelve months is around 0.10%, while DLLL has not paid dividends to shareholders.


Frequently Asked Questions


LINT and DLLL have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LINT is cheaper at 0.97% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LINT is cheaper with a 0.97% expense ratio, compared with 1.50% for DLLL.

LINT has the higher dividend yield at 0.10%, compared with 0.00% for DLLL.

They also come from different issuers: Direxion and GraniteShares. Their fees differ too: 0.97% for LINT and 1.50% for DLLL.

Portfolio Optimizer

Find the right allocation for LINT and DLLL

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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