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MULL vs. SKRE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MULL vs. SKRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares 2x Long MU Daily ETF (MULL) and Tuttle Capital Daily 2X Inverse Regional Banks ETF (SKRE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MULL achieves a 365.77% return, which is significantly higher than SKRE's -35.15% return.


MULL

1D
1.40%
1M
-35.21%
6M
109.23%
YTD
365.77%
1Y
2,677.24%
3Y*
5Y*
10Y*
ALL TIME*
446.64%

SKRE

1D
-2.27%
1M
-5.74%
6M
-23.25%
YTD
-35.15%
1Y
-50.55%
3Y*
5Y*
10Y*
ALL TIME*
-41.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$193.24M$208.11M$267.73M
$121.93K$143.27K$245.32K

MULL vs. SKRE - Yearly Performance Comparison


2026 (YTD)20252024
MULL
GraniteShares 2x Long MU Daily ETF
365.77%558.51%-39.23%
SKRE
Tuttle Capital Daily 2X Inverse Regional Banks ETF
-35.15%-31.29%19.53%

Correlation

The correlation between MULL and SKRE is -0.03, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.03

Correlation (All Time)
Calculated using the full available price history since Nov 12, 2024

-0.18

The correlation between MULL and SKRE shifts across timeframes, from -0.18 (all time) to -0.03 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

MULL vs. SKRE — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MULL
MULL Risk / Return Rank: 9898
Overall Rank
MULL Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
MULL Sortino Ratio Rank: 9797
Sortino Ratio Rank
MULL Omega Ratio Rank: 9696
Omega Ratio Rank
MULL Calmar Ratio Rank: 9999
Calmar Ratio Rank
MULL Martin Ratio Rank: 9999
Martin Ratio Rank

SKRE
SKRE Risk / Return Rank: 11
Overall Rank
SKRE Sharpe Ratio Rank: 11
Sharpe Ratio Rank
SKRE Sortino Ratio Rank: 11
Sortino Ratio Rank
SKRE Omega Ratio Rank: 11
Omega Ratio Rank
SKRE Calmar Ratio Rank: 00
Calmar Ratio Rank
SKRE Martin Ratio Rank: 00
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MULL vs. SKRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Long MU Daily ETF (MULL) and Tuttle Capital Daily 2X Inverse Regional Banks ETF (SKRE). 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.


MULLSKREDifference
Sharpe ratioReturn per unit of total volatility

+17.85

Sortino ratioReturn per unit of downside risk

+6.68

Omega ratioGain probability vs. loss probability

1.61

0.80

+0.82

Calmar ratioReturn relative to maximum drawdown

39.82

-0.99

+40.81

Martin ratioReturn relative to average drawdown

129.25

-1.65

+130.90

MULL vs. SKRE - Sharpe Ratio Comparison

The current MULL Sharpe Ratio is 16.75, which is higher than the SKRE Sharpe Ratio of -1.11. The chart below compares the historical Sharpe Ratios of MULL and SKRE, 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

MULL vs. SKRE - Drawdown Comparison

The maximum MULL drawdown since its inception was -72.29%, smaller than the maximum SKRE drawdown of -79.33%. Use the drawdown chart below to compare losses from any high point for MULL and SKRE.


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Drawdown Indicators


MULLSKREDifference

Max Drawdown

Largest peak-to-trough decline

-72.29%

-79.33%

+7.04%

Max Drawdown (1Y)

Largest decline over 1 year

-68.16%

-51.44%

-16.72%

Current Drawdown

Current decline from peak

-61.07%

-78.96%

+17.89%

Average Drawdown

Average peak-to-trough decline

-21.95%

-49.09%

+27.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.96%

30.75%

-9.79%

Volatility

MULL vs. SKRE - Volatility Comparison

GraniteShares 2x Long MU Daily ETF (MULL) has a higher volatility of 60.92% compared to Tuttle Capital Daily 2X Inverse Regional Banks ETF (SKRE) at 10.82%. This indicates that MULL's price experiences larger fluctuations and is considered to be riskier than SKRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MULLSKREDifference

Volatility (1M)

Calculated over the trailing 1-month period

60.92%

10.82%

+50.10%

Volatility (6M)

Calculated over the trailing 6-month period

134.81%

30.42%

+104.39%

Volatility (1Y)

Calculated over the trailing 1-year period

162.42%

45.86%

+116.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

149.56%

54.75%

+94.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

149.56%

54.75%

+94.81%

MULL vs. SKRE - Expense Ratio Comparison

MULL has a 1.50% expense ratio, which is higher than SKRE's 0.75% expense ratio.


Dividends

MULL vs. SKRE - Dividend Comparison

MULL's dividend yield for the trailing twelve months is around 0.08%, less than SKRE's 0.39% yield.


PositionTTM20252024
MULL
GraniteShares 2x Long MU Daily ETF
0.08%0.39%0.00%
SKRE
Tuttle Capital Daily 2X Inverse Regional Banks ETF
0.39%0.26%3.16%

Frequently Asked Questions


MULL and SKRE have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MULL has higher volatility (60.92%) compared to SKRE (10.82%). In terms of maximum drawdown, MULL dropped -72.29% vs SKRE's -79.33%.

On 1-year performance, MULL leads with 2677.24% vs -50.55% for SKRE. On fees, SKRE is cheaper at 0.75% per year. On volatility, SKRE has been the lower-risk option at 10.82%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, MULL has performed better with a 2677.24% return vs -50.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SKRE is cheaper with a 0.75% expense ratio, compared with 1.50% for MULL.

SKRE has the higher dividend yield at 0.39%, compared with 0.08% for MULL.

MULL is categorized as Leveraged Equities, while SKRE is Inverse Equities. They also come from different issuers: GraniteShares and Tuttle. Their fees differ too: 1.50% for MULL and 0.75% for SKRE.

MULL currently has the higher Sharpe Ratio (16.75 vs -1.11), 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.

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