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TLSA vs. TSLL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TLSA and TSLL is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

TLSA vs. TSLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tiziana Life Sciences PLC (TLSA) and Direxion Daily TSLA Bull 1.5X Shares (TSLL). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%150.00%200.00%250.00%300.00%SeptemberOctoberNovemberDecember2025February
-30.53%
95.33%
TLSA
TSLL

Key characteristics

Sharpe Ratio

TLSA:

0.51

TSLL:

1.07

Sortino Ratio

TLSA:

1.49

TSLL:

2.18

Omega Ratio

TLSA:

1.18

TSLL:

1.25

Calmar Ratio

TLSA:

0.56

TSLL:

1.69

Martin Ratio

TLSA:

1.81

TSLL:

4.94

Ulcer Index

TLSA:

29.13%

TSLL:

27.37%

Daily Std Dev

TLSA:

104.19%

TSLL:

126.85%

Max Drawdown

TLSA:

-93.98%

TSLL:

-81.21%

Current Drawdown

TLSA:

-88.57%

TSLL:

-49.31%

Returns By Period

In the year-to-date period, TLSA achieves a 13.76% return, which is significantly higher than TSLL's -26.52% return.


TLSA

YTD

13.76%

1M

7.04%

6M

-30.53%

1Y

52.31%

5Y*

-1.00%

10Y*

N/A

TSLL

YTD

-26.52%

1M

-32.36%

6M

95.32%

1Y

108.16%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

TLSA vs. TSLL — Risk-Adjusted Performance Rank

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

TLSA
The Risk-Adjusted Performance Rank of TLSA is 6666
Overall Rank
The Sharpe Ratio Rank of TLSA is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of TLSA is 6868
Sortino Ratio Rank
The Omega Ratio Rank of TLSA is 6666
Omega Ratio Rank
The Calmar Ratio Rank of TLSA is 6868
Calmar Ratio Rank
The Martin Ratio Rank of TLSA is 6464
Martin Ratio Rank

TSLL
The Risk-Adjusted Performance Rank of TSLL is 5151
Overall Rank
The Sharpe Ratio Rank of TSLL is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of TSLL is 6161
Sortino Ratio Rank
The Omega Ratio Rank of TSLL is 5454
Omega Ratio Rank
The Calmar Ratio Rank of TSLL is 5656
Calmar Ratio Rank
The Martin Ratio Rank of TSLL is 4646
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TLSA vs. TSLL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tiziana Life Sciences PLC (TLSA) and Direxion Daily TSLA Bull 1.5X Shares (TSLL). 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.


Sharpe ratio
The chart of Sharpe ratio for TLSA, currently valued at 0.51, compared to the broader market-2.000.002.004.000.511.07
The chart of Sortino ratio for TLSA, currently valued at 1.49, compared to the broader market-6.00-4.00-2.000.002.004.006.001.492.18
The chart of Omega ratio for TLSA, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.25
The chart of Calmar ratio for TLSA, currently valued at 0.78, compared to the broader market0.002.004.006.000.781.69
The chart of Martin ratio for TLSA, currently valued at 1.81, compared to the broader market-10.000.0010.0020.0030.001.814.94
TLSA
TSLL

The current TLSA Sharpe Ratio is 0.51, which is lower than the TSLL Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of TLSA and TSLL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50SeptemberOctoberNovemberDecember2025February
0.51
1.07
TLSA
TSLL

Dividends

TLSA vs. TSLL - Dividend Comparison

TLSA has not paid dividends to shareholders, while TSLL's dividend yield for the trailing twelve months is around 3.37%.


TTM202420232022
TLSA
Tiziana Life Sciences PLC
0.00%0.00%0.00%0.00%
TSLL
Direxion Daily TSLA Bull 1.5X Shares
3.37%2.47%4.43%1.58%

Drawdowns

TLSA vs. TSLL - Drawdown Comparison

The maximum TLSA drawdown since its inception was -93.98%, which is greater than TSLL's maximum drawdown of -81.21%. Use the drawdown chart below to compare losses from any high point for TLSA and TSLL. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-45.38%
-49.31%
TLSA
TSLL

Volatility

TLSA vs. TSLL - Volatility Comparison

The current volatility for Tiziana Life Sciences PLC (TLSA) is 23.46%, while Direxion Daily TSLA Bull 1.5X Shares (TSLL) has a volatility of 27.65%. This indicates that TLSA experiences smaller price fluctuations and is considered to be less risky than TSLL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


20.00%30.00%40.00%50.00%60.00%SeptemberOctoberNovemberDecember2025February
23.46%
27.65%
TLSA
TSLL
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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