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TSDD vs. AQN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSDD vs. AQN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares 2x Short TSLA Daily ETF (TSDD) and Algonquin Power & Utilities Corp (AQN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TSDD achieves a -1.55% return, which is significantly lower than AQN's -1.40% return.


TSDD

1D
-2.06%
1M
0.66%
YTD
-1.55%
6M
8.10%
1Y
-63.05%
3Y*
5Y*
10Y*

AQN

1D
1.01%
1M
4.35%
YTD
-1.40%
6M
2.99%
1Y
7.06%
3Y*
-5.53%
5Y*
-12.99%
10Y*
0.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSDD vs. AQN - Yearly Performance Comparison


2026 (YTD)202520242023
TSDD
GraniteShares 2x Short TSLA Daily ETF
-1.55%-74.84%-89.21%-20.49%
AQN
Algonquin Power & Utilities Corp
-1.40%44.80%-25.01%-8.98%

Correlation

The correlation between TSDD and AQN is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.15

Correlation (All Time)
Calculated using the full available price history since Aug 22, 2023

-0.17

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Return for Risk

TSDD vs. AQN — Risk / Return Rank

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

TSDD
TSDD Risk / Return Rank: 33
Overall Rank
TSDD Sharpe Ratio Rank: 44
Sharpe Ratio Rank
TSDD Sortino Ratio Rank: 44
Sortino Ratio Rank
TSDD Omega Ratio Rank: 44
Omega Ratio Rank
TSDD Calmar Ratio Rank: 11
Calmar Ratio Rank
TSDD Martin Ratio Rank: 44
Martin Ratio Rank

AQN
AQN Risk / Return Rank: 5050
Overall Rank
AQN Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
AQN Sortino Ratio Rank: 4545
Sortino Ratio Rank
AQN Omega Ratio Rank: 4747
Omega Ratio Rank
AQN Calmar Ratio Rank: 5252
Calmar Ratio Rank
AQN Martin Ratio Rank: 5353
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.

TSDD vs. AQN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Short TSLA Daily ETF (TSDD) and Algonquin Power & Utilities Corp (AQN). 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.


TSDDAQNDifference
Sharpe ratioReturn per unit of total volatility

-1.01

Sortino ratioReturn per unit of downside risk

-1.51

Omega ratioGain probability vs. loss probability

0.90

1.08

-0.19

Calmar ratioReturn relative to maximum drawdown

-0.87

0.42

-1.30

Martin ratioReturn relative to average drawdown

-1.13

0.97

-2.10

TSDD vs. AQN - Sharpe Ratio Comparison

The current TSDD Sharpe Ratio is -0.71, which is lower than the AQN Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of TSDD and AQN, 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

TSDD vs. AQN - Drawdown Comparison

The maximum TSDD drawdown since its inception was -99.03%, which is greater than AQN's maximum drawdown of -69.73%. Use the drawdown chart below to compare losses from any high point for TSDD and AQN.


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Drawdown Indicators


TSDDAQNDifference

Max Drawdown

Largest peak-to-trough decline

-99.03%

-69.73%

-29.30%

Max Drawdown (1Y)

Largest decline over 1 year

-72.39%

-16.74%

-55.65%

Max Drawdown (3Y)

Largest decline over 3 years

-44.91%

Max Drawdown (5Y)

Largest decline over 5 years

-68.21%

Max Drawdown (10Y)

Largest decline over 10 years

-69.73%

Current Drawdown

Current decline from peak

-98.87%

-54.71%

-44.16%

Average Drawdown

Average peak-to-trough decline

-71.42%

-18.32%

-53.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

55.75%

7.32%

+48.43%

Volatility

TSDD vs. AQN - Volatility Comparison

GraniteShares 2x Short TSLA Daily ETF (TSDD) has a higher volatility of 28.08% compared to Algonquin Power & Utilities Corp (AQN) at 5.41%. This indicates that TSDD's price experiences larger fluctuations and is considered to be riskier than AQN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSDDAQNDifference

Volatility (1M)

Calculated over the trailing 1-month period

28.08%

5.41%

+22.67%

Volatility (6M)

Calculated over the trailing 6-month period

57.62%

18.67%

+38.95%

Volatility (1Y)

Calculated over the trailing 1-year period

88.83%

24.09%

+64.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

114.45%

30.56%

+83.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

114.45%

27.98%

+86.47%

Dividends

TSDD vs. AQN - Dividend Comparison

TSDD's dividend yield for the trailing twelve months is around 8.55%, more than AQN's 4.33% yield.


PositionTTM20252024202320222021202020192018201720162015
AQN
Algonquin Power & Utilities Corp
4.33%4.23%7.80%6.87%10.94%4.62%3.68%3.90%4.99%4.18%4.88%4.77%
TSDD
GraniteShares 2x Short TSLA Daily ETF
8.55%8.42%0.00%24.84%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TSDD and AQN have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TSDD has higher volatility (28.08%) compared to AQN (5.41%). In terms of maximum drawdown, TSDD dropped -99.03% vs AQN's -69.73%.

AQN currently has the higher Sharpe Ratio (0.30 vs -0.71), 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.

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