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OSCG vs. MVLL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OSCG vs. MVLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long OSCR Daily ETF (OSCG) and GraniteShares 2x Long MRVL Daily ETF (MVLL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OSCG achieves a 62.91% return, which is significantly lower than MVLL's 842.68% return.


OSCG

1D
-5.93%
1M
16.15%
YTD
62.91%
6M
12.44%
1Y
3Y*
5Y*
10Y*

MVLL

1D
7.14%
1M
201.84%
YTD
842.68%
6M
558.01%
1Y
1,215.17%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

OSCG vs. MVLL - Yearly Performance Comparison


Correlation

The correlation between OSCG and MVLL is -0.03, 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 (All Time)
Calculated using the full available price history since Nov 6, 2025

-0.03

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Return for Risk

OSCG vs. MVLL — Risk / Return Rank

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

OSCG

MVLL
MVLL Risk / Return Rank: 9696
Overall Rank
MVLL Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
MVLL Sortino Ratio Rank: 9494
Sortino Ratio Rank
MVLL Omega Ratio Rank: 9292
Omega Ratio Rank
MVLL Calmar Ratio Rank: 9999
Calmar Ratio Rank
MVLL Martin Ratio Rank: 9797
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.

OSCG vs. MVLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long OSCR Daily ETF (OSCG) and GraniteShares 2x Long MRVL Daily ETF (MVLL). 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.


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

OSCG vs. MVLL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


OSCGMVLLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

9.23

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

3.33

-3.35

Drawdowns

OSCG vs. MVLL - Drawdown Comparison

The maximum OSCG drawdown since its inception was -71.31%, which is greater than MVLL's maximum drawdown of -59.02%. Use the drawdown chart below to compare losses from any high point for OSCG and MVLL.


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Drawdown Indicators


OSCGMVLLDifference

Max Drawdown

Largest peak-to-trough decline

-71.31%

-59.02%

-12.29%

Max Drawdown (1Y)

Largest decline over 1 year

-48.93%

Current Drawdown

Current decline from peak

-36.47%

0.00%

-36.47%

Average Drawdown

Average peak-to-trough decline

-37.25%

-22.42%

-14.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.46%

Volatility

OSCG vs. MVLL - Volatility Comparison


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Volatility by Period


OSCGMVLLDifference

Volatility (1M)

Calculated over the trailing 1-month period

60.78%

Volatility (6M)

Calculated over the trailing 6-month period

96.08%

Volatility (1Y)

Calculated over the trailing 1-year period

145.44%

133.11%

+12.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

145.44%

139.63%

+5.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

145.44%

139.63%

+5.81%

OSCG vs. MVLL - Expense Ratio Comparison

OSCG has a 0.75% expense ratio, which is lower than MVLL's 1.50% expense ratio.


Dividends

OSCG vs. MVLL - Dividend Comparison

Neither OSCG nor MVLL has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


OSCG and MVLL 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.

On fees, OSCG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

OSCG is cheaper with a 0.75% expense ratio, compared with 1.50% for MVLL.

OSCG and MVLL have nearly identical dividend yields, around 0.00%.

They also come from different issuers: Leverage Shares and GraniteShares. Their fees differ too: 0.75% for OSCG and 1.50% for MVLL.

Portfolio Optimizer

Find the right allocation for OSCG and MVLL

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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