PortfoliosLab logoPortfoliosLab logo
MRAL vs. FTSD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MRAL vs. FTSD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares 2x Long MARA Daily ETF (MRAL) and Franklin Short Duration U.S. Government ETF (FTSD). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, MRAL achieves a 65.74% return, which is significantly higher than FTSD's 0.80% return.


MRAL

1D
-4.00%
1M
33.63%
YTD
65.74%
6M
-16.49%
1Y
-60.79%
3Y*
5Y*
10Y*

FTSD

1D
-0.12%
1M
0.17%
YTD
0.80%
6M
1.30%
1Y
4.31%
3Y*
4.98%
5Y*
2.46%
10Y*
2.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MRAL vs. FTSD - Yearly Performance Comparison


Correlation

The correlation between MRAL and FTSD is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.02

Correlation (All Time)
Calculated using the full available price history since Mar 10, 2025

-0.09

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

MRAL vs. FTSD — Risk / Return Rank

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

MRAL
MRAL Risk / Return Rank: 77
Overall Rank
MRAL Sharpe Ratio Rank: 55
Sharpe Ratio Rank
MRAL Sortino Ratio Rank: 1010
Sortino Ratio Rank
MRAL Omega Ratio Rank: 1010
Omega Ratio Rank
MRAL Calmar Ratio Rank: 44
Calmar Ratio Rank
MRAL Martin Ratio Rank: 55
Martin Ratio Rank

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

MRAL vs. FTSD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Long MARA Daily ETF (MRAL) and Franklin Short Duration U.S. Government ETF (FTSD). 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.


MRALFTSDDifference
Sharpe ratioReturn per unit of total volatility

-3.70

Sortino ratioReturn per unit of downside risk

-5.05

Omega ratioGain probability vs. loss probability

1.03

1.69

-0.66

Calmar ratioReturn relative to maximum drawdown

-0.65

9.59

-10.24

Martin ratioReturn relative to average drawdown

-0.92

38.36

-39.28

MRAL vs. FTSD - Sharpe Ratio Comparison

The current MRAL Sharpe Ratio is -0.40, which is lower than the FTSD Sharpe Ratio of 3.30. The chart below compares the historical Sharpe Ratios of MRAL and FTSD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


MRALFTSDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.40

3.30

-3.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.15

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.40

1.04

-1.44

Drawdowns

MRAL vs. FTSD - Drawdown Comparison

The maximum MRAL drawdown since its inception was -93.46%, which is greater than FTSD's maximum drawdown of -5.32%. Use the drawdown chart below to compare losses from any high point for MRAL and FTSD.


Loading charts...

Drawdown Indicators


MRALFTSDDifference

Max Drawdown

Largest peak-to-trough decline

-93.46%

-5.32%

-88.14%

Max Drawdown (1Y)

Largest decline over 1 year

-93.46%

-0.45%

-93.01%

Max Drawdown (3Y)

Largest decline over 3 years

-0.93%

Max Drawdown (5Y)

Largest decline over 5 years

-5.04%

Max Drawdown (10Y)

Largest decline over 10 years

-5.32%

Current Drawdown

Current decline from peak

-78.17%

-0.12%

-78.05%

Average Drawdown

Average peak-to-trough decline

-56.03%

-0.60%

-55.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

66.02%

0.11%

+65.91%

Volatility

MRAL vs. FTSD - Volatility Comparison

GraniteShares 2x Long MARA Daily ETF (MRAL) has a higher volatility of 33.29% compared to Franklin Short Duration U.S. Government ETF (FTSD) at 0.51%. This indicates that MRAL's price experiences larger fluctuations and is considered to be riskier than FTSD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


MRALFTSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

33.29%

0.51%

+32.78%

Volatility (6M)

Calculated over the trailing 6-month period

115.01%

1.03%

+113.98%

Volatility (1Y)

Calculated over the trailing 1-year period

153.49%

1.31%

+152.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

164.22%

1.85%

+162.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

164.22%

1.79%

+162.43%

MRAL vs. FTSD - Expense Ratio Comparison

MRAL has a 1.50% expense ratio, which is higher than FTSD's 0.25% expense ratio.


Dividends

MRAL vs. FTSD - Dividend Comparison

MRAL has not paid dividends to shareholders, while FTSD's dividend yield for the trailing twelve months is around 4.50%.


PositionTTM20252024202320222021202020192018201720162015
FTSD
Franklin Short Duration U.S. Government ETF
4.50%4.67%4.75%4.14%1.73%1.01%1.54%2.90%2.63%2.24%1.92%1.52%
MRAL
GraniteShares 2x Long MARA Daily ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MRAL and FTSD have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MRAL has higher volatility (33.29%) compared to FTSD (0.51%). In terms of maximum drawdown, MRAL dropped -93.46% vs FTSD's -5.32%.

On 1-year performance, FTSD leads with 4.31% vs -60.79% for MRAL. On fees, FTSD is cheaper at 0.25% per year. On volatility, FTSD has been the lower-risk option at 0.51%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, FTSD has performed better with a 4.31% return vs -60.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FTSD is cheaper with a 0.25% expense ratio, compared with 1.50% for MRAL.

FTSD has the higher dividend yield at 4.50%, compared with 0.00% for MRAL.

MRAL is categorized as Leveraged Equities, while FTSD is Mortgage Backed Securities. They also come from different issuers: GraniteShares and Franklin Templeton. Their fees differ too: 1.50% for MRAL and 0.25% for FTSD.

FTSD currently has the higher Sharpe Ratio (3.30 vs -0.40), 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 MRAL and FTSD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer