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TLA vs. TSLR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TLA vs. TSLR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares Autocallable TSLA ETF (TLA) and GraniteShares 2x Long TSLA Daily ETF (TSLR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


TLA

1D
-1.25%
1M
0.17%
YTD
6M
1Y
3Y*
5Y*
10Y*

TSLR

1D
-13.30%
1M
-6.56%
YTD
-32.42%
6M
-35.09%
1Y
38.63%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TLA vs. TSLR - Yearly Performance Comparison


Correlation

The correlation between TLA and TSLR is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Feb 4, 2026

0.87

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Return for Risk

TLA vs. TSLR — Risk / Return Rank

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

TLA

TSLR
TSLR Risk / Return Rank: 1919
Overall Rank
TSLR Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
TSLR Sortino Ratio Rank: 2323
Sortino Ratio Rank
TSLR Omega Ratio Rank: 2222
Omega Ratio Rank
TSLR Calmar Ratio Rank: 1818
Calmar Ratio Rank
TSLR Martin Ratio Rank: 1616
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.

TLA vs. TSLR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares Autocallable TSLA ETF (TLA) and GraniteShares 2x Long TSLA Daily ETF (TSLR). 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.

TLA vs. TSLR - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TLATSLRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

-0.05

+0.86

Drawdowns

TLA vs. TSLR - Drawdown Comparison

The maximum TLA drawdown since its inception was -5.44%, smaller than the maximum TSLR drawdown of -82.80%. Use the drawdown chart below to compare losses from any high point for TLA and TSLR.


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Drawdown Indicators


TLATSLRDifference

Max Drawdown

Largest peak-to-trough decline

-5.44%

-82.80%

+77.36%

Max Drawdown (1Y)

Largest decline over 1 year

-54.37%

Current Drawdown

Current decline from peak

-1.79%

-65.41%

+63.62%

Average Drawdown

Average peak-to-trough decline

-1.34%

-50.28%

+48.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.06%

Volatility

TLA vs. TSLR - Volatility Comparison


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Volatility by Period


TLATSLRDifference

Volatility (1M)

Calculated over the trailing 1-month period

28.24%

Volatility (6M)

Calculated over the trailing 6-month period

55.89%

Volatility (1Y)

Calculated over the trailing 1-year period

14.42%

93.48%

-79.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.42%

115.68%

-101.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.42%

115.68%

-101.26%

TLA vs. TSLR - Expense Ratio Comparison

TLA has a 1.07% expense ratio, which is lower than TSLR's 1.50% expense ratio.


Dividends

TLA vs. TSLR - Dividend Comparison

TLA's dividend yield for the trailing twelve months is around 6.55%, while TSLR has not paid dividends to shareholders.


Frequently Asked Questions


TLA and TSLR have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TLA is cheaper at 1.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TLA is cheaper with a 1.07% expense ratio, compared with 1.50% for TSLR.

TLA has the higher dividend yield at 6.55%, compared with 0.00% for TSLR.

TLA is categorized as Derivative Income, while TSLR is Leveraged Equities. Their fees differ too: 1.07% for TLA and 1.50% for TSLR.

Portfolio Optimizer

Find the right allocation for TLA and TSLR

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