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TERG vs. CONL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TERG vs. CONL - Performance Comparison

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

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TERG vs. CONL - Yearly Performance Comparison


2026 (YTD)2025
TERG
Leverage Shares 2X Long TER Daily ETF
102.79%28.17%
CONL
GraniteShares 2x Long COIN Daily ETF
-52.22%-30.14%

Returns By Period

In the year-to-date period, TERG achieves a 102.79% return, which is significantly higher than CONL's -52.22% return.


TERG

1D
14.40%
1M
-19.76%
YTD
102.79%
6M
1Y
3Y*
5Y*
10Y*

CONL

1D
16.67%
1M
-8.14%
YTD
-52.22%
6M
-81.28%
1Y
-49.49%
3Y*
-11.69%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TERG vs. CONL - Expense Ratio Comparison

TERG has a 0.75% expense ratio, which is lower than CONL's 1.15% expense ratio.


Return for Risk

TERG vs. CONL — Risk / Return Rank

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

TERG

CONL
CONL Risk / Return Rank: 1010
Overall Rank
CONL Sharpe Ratio Rank: 66
Sharpe Ratio Rank
CONL Sortino Ratio Rank: 1818
Sortino Ratio Rank
CONL Omega Ratio Rank: 1717
Omega Ratio Rank
CONL Calmar Ratio Rank: 33
Calmar Ratio Rank
CONL Martin Ratio Rank: 55
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.

TERG vs. CONL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long TER Daily ETF (TERG) and GraniteShares 2x Long COIN Daily ETF (CONL). 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.

TERG vs. CONL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TERGCONLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

10.56

-0.17

+10.73

Correlation

The correlation between TERG and CONL is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TERG vs. CONL - Dividend Comparison

Neither TERG nor CONL has paid dividends to shareholders.


TTM20252024
TERG
Leverage Shares 2X Long TER Daily ETF
0.00%0.00%0.00%
CONL
GraniteShares 2x Long COIN Daily ETF
0.00%0.00%0.31%

Drawdowns

TERG vs. CONL - Drawdown Comparison

The maximum TERG drawdown since its inception was -39.32%, smaller than the maximum CONL drawdown of -93.95%. Use the drawdown chart below to compare losses from any high point for TERG and CONL.


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Drawdown Indicators


TERGCONLDifference

Max Drawdown

Largest peak-to-trough decline

-39.32%

-93.95%

+54.63%

Max Drawdown (1Y)

Largest decline over 1 year

-92.02%

Current Drawdown

Current decline from peak

-30.58%

-91.78%

+61.20%

Average Drawdown

Average peak-to-trough decline

-9.77%

-54.28%

+44.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

54.87%

Volatility

TERG vs. CONL - Volatility Comparison


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Volatility by Period


TERGCONLDifference

Volatility (1M)

Calculated over the trailing 1-month period

45.82%

Volatility (6M)

Calculated over the trailing 6-month period

103.19%

Volatility (1Y)

Calculated over the trailing 1-year period

124.59%

149.22%

-24.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

124.59%

151.01%

-26.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

124.59%

151.01%

-26.42%