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QCML vs. BOEG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QCML vs. BOEG - Performance Comparison

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

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Returns By Period

In the year-to-date period, QCML achieves a 14.98% return, which is significantly higher than BOEG's -10.46% return.


QCML

1D
-16.19%
1M
-31.47%
YTD
14.98%
6M
10.10%
1Y
33.01%
3Y*
5Y*
10Y*

BOEG

1D
-3.65%
1M
-3.95%
YTD
-10.46%
6M
-10.54%
1Y
-7.01%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QCML vs. BOEG - Yearly Performance Comparison


Correlation

The correlation between QCML and BOEG is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

Correlation (All Time)
Calculated using the full available price history since Jun 13, 2025

0.26

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Return for Risk

QCML vs. BOEG — Risk / Return Rank

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

QCML
QCML Risk / Return Rank: 1818
Overall Rank
QCML Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
QCML Sortino Ratio Rank: 2323
Sortino Ratio Rank
QCML Omega Ratio Rank: 2626
Omega Ratio Rank
QCML Calmar Ratio Rank: 1515
Calmar Ratio Rank
QCML Martin Ratio Rank: 1414
Martin Ratio Rank

BOEG
BOEG Risk / Return Rank: 88
Overall Rank
BOEG Sharpe Ratio Rank: 88
Sharpe Ratio Rank
BOEG Sortino Ratio Rank: 1010
Sortino Ratio Rank
BOEG Omega Ratio Rank: 1010
Omega Ratio Rank
BOEG Calmar Ratio Rank: 88
Calmar Ratio Rank
BOEG Martin Ratio Rank: 77
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.

QCML vs. BOEG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Long QCOM Daily ETF (QCML) and Leverage Shares 2X Long BA Daily ETF (BOEG). 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.


QCMLBOEGDifference
Sharpe ratioReturn per unit of total volatility

+0.44

Sortino ratioReturn per unit of downside risk

+0.90

Omega ratioGain probability vs. loss probability

1.17

1.04

+0.13

Calmar ratioReturn relative to maximum drawdown

0.56

-0.15

+0.72

Martin ratioReturn relative to average drawdown

1.15

-0.30

+1.45

QCML vs. BOEG - Sharpe Ratio Comparison

The current QCML Sharpe Ratio is 0.33, which is higher than the BOEG Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of QCML and BOEG, 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

QCML vs. BOEG - Drawdown Comparison

The maximum QCML drawdown since its inception was -59.13%, which is greater than BOEG's maximum drawdown of -46.47%. Use the drawdown chart below to compare losses from any high point for QCML and BOEG.


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Drawdown Indicators


QCMLBOEGDifference

Max Drawdown

Largest peak-to-trough decline

-59.13%

-46.47%

-12.66%

Max Drawdown (1Y)

Largest decline over 1 year

-58.72%

-46.47%

-12.25%

Current Drawdown

Current decline from peak

-37.63%

-32.78%

-4.85%

Average Drawdown

Average peak-to-trough decline

-28.97%

-19.57%

-9.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.77%

23.48%

+5.29%

Volatility

QCML vs. BOEG - Volatility Comparison

GraniteShares 2x Long QCOM Daily ETF (QCML) has a higher volatility of 57.03% compared to Leverage Shares 2X Long BA Daily ETF (BOEG) at 21.62%. This indicates that QCML's price experiences larger fluctuations and is considered to be riskier than BOEG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QCMLBOEGDifference

Volatility (1M)

Calculated over the trailing 1-month period

57.03%

21.62%

+35.41%

Volatility (6M)

Calculated over the trailing 6-month period

88.55%

47.16%

+41.39%

Volatility (1Y)

Calculated over the trailing 1-year period

100.79%

64.36%

+36.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

99.78%

64.05%

+35.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

99.78%

64.05%

+35.73%

QCML vs. BOEG - Expense Ratio Comparison

QCML has a 1.50% expense ratio, which is higher than BOEG's 0.75% expense ratio.


Dividends

QCML vs. BOEG - Dividend Comparison

Neither QCML nor BOEG has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


QCML and BOEG have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QCML has higher volatility (57.03%) compared to BOEG (21.62%). In terms of maximum drawdown, QCML dropped -59.13% vs BOEG's -46.47%.

On 1-year performance, QCML leads with 33.01% vs -7.01% for BOEG. On fees, BOEG is cheaper at 0.75% per year. On volatility, BOEG has been the lower-risk option at 21.62%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, QCML has performed better with a 33.01% return vs -7.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BOEG is cheaper with a 0.75% expense ratio, compared with 1.50% for QCML.

QCML and BOEG have nearly identical dividend yields, around 0.00%.

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

QCML currently has the higher Sharpe Ratio (0.33 vs -0.11), 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.

Portfolio Optimizer

Find the right allocation for QCML and BOEG

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