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TPOR vs. TSLL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TPOR vs. TSLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Transportation Bull 3X Shares (TPOR) and Direxion Daily TSLA Bull 1.5X Shares (TSLL). The values are adjusted to include any dividend payments, if applicable.

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TPOR vs. TSLL - Yearly Performance Comparison


2026 (YTD)2025202420232022
TPOR
Direxion Daily Transportation Bull 3X Shares
-6.16%3.26%-9.12%54.60%-34.20%
TSLL
Direxion Daily TSLA Bull 1.5X Shares
-35.93%-26.80%99.63%139.86%-73.85%

Returns By Period

In the year-to-date period, TPOR achieves a -6.16% return, which is significantly higher than TSLL's -35.93% return.


TPOR

1D
8.50%
1M
-26.23%
YTD
-6.16%
6M
1.10%
1Y
19.21%
3Y*
5.54%
5Y*
-6.22%
10Y*

TSLL

1D
9.16%
1M
-16.71%
YTD
-35.93%
6M
-39.94%
1Y
34.59%
3Y*
3.01%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TPOR vs. TSLL - Expense Ratio Comparison

TPOR has a 1.01% expense ratio, which is lower than TSLL's 1.08% expense ratio.


Return for Risk

TPOR vs. TSLL — Risk / Return Rank

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

TPOR
TPOR Risk / Return Rank: 2525
Overall Rank
TPOR Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
TPOR Sortino Ratio Rank: 3232
Sortino Ratio Rank
TPOR Omega Ratio Rank: 3030
Omega Ratio Rank
TPOR Calmar Ratio Rank: 2424
Calmar Ratio Rank
TPOR Martin Ratio Rank: 2222
Martin Ratio Rank

TSLL
TSLL Risk / Return Rank: 3333
Overall Rank
TSLL Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
TSLL Sortino Ratio Rank: 5050
Sortino Ratio Rank
TSLL Omega Ratio Rank: 4141
Omega Ratio Rank
TSLL Calmar Ratio Rank: 2828
Calmar Ratio Rank
TSLL Martin Ratio Rank: 2222
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.

TPOR vs. TSLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Transportation Bull 3X Shares (TPOR) 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.


TPORTSLLDifference

Sharpe ratio

Return per unit of total volatility

0.25

0.31

-0.06

Sortino ratio

Return per unit of downside risk

0.92

1.25

-0.33

Omega ratio

Gain probability vs. loss probability

1.12

1.15

-0.03

Calmar ratio

Return relative to maximum drawdown

0.53

0.59

-0.06

Martin ratio

Return relative to average drawdown

1.52

1.26

+0.26

TPOR vs. TSLL - Sharpe Ratio Comparison

The current TPOR Sharpe Ratio is 0.25, which is comparable to the TSLL Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of TPOR 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.


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Sharpe Ratios by Period


TPORTSLLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.25

0.31

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

-0.13

+0.17

Correlation

The correlation between TPOR and TSLL is 0.37, 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.


Dividends

TPOR vs. TSLL - Dividend Comparison

TPOR's dividend yield for the trailing twelve months is around 0.97%, less than TSLL's 7.98% yield.


TTM202520242023202220212020201920182017
TPOR
Direxion Daily Transportation Bull 3X Shares
0.97%0.91%1.43%1.51%0.00%0.00%0.10%0.96%1.22%8.70%
TSLL
Direxion Daily TSLA Bull 1.5X Shares
7.98%5.00%2.47%4.44%1.57%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TPOR vs. TSLL - Drawdown Comparison

The maximum TPOR drawdown since its inception was -87.59%, which is greater than TSLL's maximum drawdown of -82.88%. Use the drawdown chart below to compare losses from any high point for TPOR and TSLL.


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Drawdown Indicators


TPORTSLLDifference

Max Drawdown

Largest peak-to-trough decline

-87.59%

-82.88%

-4.71%

Max Drawdown (1Y)

Largest decline over 1 year

-40.54%

-51.06%

+10.52%

Max Drawdown (5Y)

Largest decline over 5 years

-74.08%

Current Drawdown

Current decline from peak

-49.98%

-67.65%

+17.67%

Average Drawdown

Average peak-to-trough decline

-38.72%

-53.34%

+14.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.12%

23.92%

-9.80%

Volatility

TPOR vs. TSLL - Volatility Comparison

Direxion Daily Transportation Bull 3X Shares (TPOR) and Direxion Daily TSLA Bull 1.5X Shares (TSLL) have volatilities of 22.55% and 22.31%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TPORTSLLDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.55%

22.31%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

43.22%

59.24%

-16.02%

Volatility (1Y)

Calculated over the trailing 1-year period

77.10%

110.51%

-33.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

67.20%

107.90%

-40.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.08%

107.90%

-36.82%