MXL vs. DLLL
MXL (MaxLinear, Inc.) is a stock, while DLLL (GraniteShares 2x Long DELL Daily ETF) is Leveraged Equities fund tracking the Dell Technologies Inc. (DELL). Over the past year, MXL returned 511.11% vs 664.49% for DLLL. At a 0.42 correlation, their price movements are largely independent.
Performance
MXL vs. DLLL - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MXL achieves a 423.81% return, which is significantly lower than DLLL's 770.75% return.
MXL
- 1D
- -4.70%
- 1M
- 8.10%
- 6M
- 380.53%
- YTD
- 423.81%
- 1Y
- 511.11%
- 3Y*
- 42.07%
- 5Y*
- 16.61%
- 10Y*
- 15.99%
DLLL
- 1D
- -6.93%
- 1M
- 16.78%
- 6M
- 855.33%
- YTD
- 770.75%
- 1Y
- 664.49%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MXL vs. DLLL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MXL MaxLinear, Inc. | 423.81% | 10.46% |
DLLL GraniteShares 2x Long DELL Daily ETF | 770.75% | -3.72% |
Correlation
The correlation between MXL and DLLL 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 (All Time) Calculated using the full available price history since Feb 13, 2025 | 0.42 |
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
MXL vs. DLLL — Risk / Return Rank
MXL
DLLL
MXL vs. DLLL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MaxLinear, Inc. (MXL) 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.
| MXL | DLLL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.52 | ||
| Sortino ratioReturn per unit of downside risk | +0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.59 | 1.51 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 15.40 | 11.56 | +3.84 |
| Martin ratioReturn relative to average drawdown | 43.20 | 23.17 | +20.02 |
Loading charts...
Drawdowns
MXL vs. DLLL - Drawdown Comparison
The maximum MXL drawdown since its inception was -88.13%, which is greater than DLLL's maximum drawdown of -68.58%. Use the drawdown chart below to compare losses from any high point for MXL and DLLL.
Loading charts...
Drawdown Indicators
| MXL | DLLL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.13% | -68.58% | -19.55% |
Max Drawdown (1Y)Largest decline over 1 year | -32.97% | -57.19% | +24.22% |
Max Drawdown (3Y)Largest decline over 3 years | -73.61% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -88.13% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -88.13% | — | — |
Current DrawdownCurrent decline from peak | -28.69% | -17.63% | -11.06% |
Average DrawdownAverage peak-to-trough decline | -44.89% | -25.73% | -19.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.73% | 28.47% | -16.74% |
Volatility
MXL vs. DLLL - Volatility Comparison
MaxLinear, Inc. (MXL) has a higher volatility of 42.29% compared to GraniteShares 2x Long DELL Daily ETF (DLLL) at 35.72%. This indicates that MXL's price experiences larger fluctuations and is considered to be riskier than DLLL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| MXL | DLLL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 42.29% | 35.72% | +6.57% |
Volatility (6M)Calculated over the trailing 6-month period | 91.19% | 106.17% | -14.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 114.74% | 133.77% | -19.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 79.00% | 129.85% | -50.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 66.86% | 129.85% | -62.99% |
Dividends
MXL vs. DLLL - Dividend Comparison
Neither MXL nor DLLL has paid dividends to shareholders.
Frequently Asked Questions
MXL and DLLL 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.
MXL has higher volatility (42.29%) compared to DLLL (35.72%). In terms of maximum drawdown, MXL dropped -88.13% vs DLLL's -68.58%.
DLLL currently has the higher Sharpe Ratio (4.94 vs 4.43), 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.
Find the right allocation for MXL 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.
Open Portfolio Optimizer