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MSGS vs. DLLL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MSGS vs. DLLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Madison Square Garden Sports Corp. (MSGS) 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

In the year-to-date period, MSGS achieves a 47.23% return, which is significantly lower than DLLL's 757.76% return.


MSGS

1D
-0.50%
1M
11.95%
YTD
47.23%
6M
70.36%
1Y
101.13%
3Y*
28.76%
5Y*
17.73%
10Y*
16.70%

DLLL

1D
-6.45%
1M
245.92%
YTD
757.76%
6M
648.38%
1Y
850.63%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSGS vs. DLLL - Yearly Performance Comparison


2026 (YTD)2025
MSGS
Madison Square Garden Sports Corp.
47.23%22.59%
DLLL
GraniteShares 2x Long DELL Daily ETF
757.76%-3.72%

Correlation

The correlation between MSGS and DLLL is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

Correlation (All Time)
Calculated using the full available price history since Feb 14, 2025

0.23

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Return for Risk

MSGS vs. DLLL — Risk / Return Rank

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

MSGS
MSGS Risk / Return Rank: 9797
Overall Rank
MSGS Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
MSGS Sortino Ratio Rank: 9797
Sortino Ratio Rank
MSGS Omega Ratio Rank: 9696
Omega Ratio Rank
MSGS Calmar Ratio Rank: 9797
Calmar Ratio Rank
MSGS Martin Ratio Rank: 9696
Martin Ratio Rank

DLLL
DLLL Risk / Return Rank: 9595
Overall Rank
DLLL Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
DLLL Sortino Ratio Rank: 9494
Sortino Ratio Rank
DLLL Omega Ratio Rank: 9191
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.

MSGS vs. DLLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Madison Square Garden Sports Corp. (MSGS) 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.


MSGSDLLLDifference
Sharpe ratioReturn per unit of total volatility

-3.21

Sortino ratioReturn per unit of downside risk

+0.17

Omega ratioGain probability vs. loss probability

1.64

1.60

+0.04

Calmar ratioReturn relative to maximum drawdown

10.09

15.02

-4.94

Martin ratioReturn relative to average drawdown

24.05

31.34

-7.30

MSGS vs. DLLL - Sharpe Ratio Comparison

The current MSGS Sharpe Ratio is 3.45, which is lower than the DLLL Sharpe Ratio of 6.65. The chart below compares the historical Sharpe Ratios of MSGS and DLLL, 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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Sharpe Ratios by Period


MSGSDLLLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.45

6.65

-3.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

3.16

-2.64

Drawdowns

MSGS vs. DLLL - Drawdown Comparison

The maximum MSGS drawdown since its inception was -41.57%, smaller than the maximum DLLL drawdown of -68.58%. Use the drawdown chart below to compare losses from any high point for MSGS and DLLL.


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Drawdown Indicators


MSGSDLLLDifference

Max Drawdown

Largest peak-to-trough decline

-41.57%

-68.58%

+27.01%

Max Drawdown (1Y)

Largest decline over 1 year

-10.08%

-57.19%

+47.11%

Max Drawdown (3Y)

Largest decline over 3 years

-25.54%

Max Drawdown (5Y)

Largest decline over 5 years

-31.96%

Max Drawdown (10Y)

Largest decline over 10 years

-41.57%

Current Drawdown

Current decline from peak

-0.50%

-18.86%

+18.36%

Average Drawdown

Average peak-to-trough decline

-10.58%

-25.91%

+15.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.22%

27.36%

-23.14%

Volatility

MSGS vs. DLLL - Volatility Comparison

The current volatility for Madison Square Garden Sports Corp. (MSGS) is 7.21%, while GraniteShares 2x Long DELL Daily ETF (DLLL) has a volatility of 69.39%. This indicates that MSGS experiences smaller price fluctuations and is considered to be less risky than DLLL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MSGSDLLLDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.21%

69.39%

-62.18%

Volatility (6M)

Calculated over the trailing 6-month period

23.35%

102.08%

-78.73%

Volatility (1Y)

Calculated over the trailing 1-year period

29.52%

129.28%

-99.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.35%

130.55%

-105.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.44%

130.55%

-99.11%

Dividends

MSGS vs. DLLL - Dividend Comparison

Neither MSGS nor DLLL has paid dividends to shareholders.


PositionTTM202520242023202220212020
DLLL
GraniteShares 2x Long DELL Daily ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSGS
Madison Square Garden Sports Corp.
0.00%0.00%0.00%0.00%3.82%0.00%36.97%

Frequently Asked Questions


MSGS and DLLL have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DLLL has higher volatility (69.39%) compared to MSGS (7.21%). In terms of maximum drawdown, MSGS dropped -41.57% vs DLLL's -68.58%.

DLLL currently has the higher Sharpe Ratio (6.65 vs 3.45), 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

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