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TSDD vs. CGL-C.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSDD vs. CGL-C.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares 2x Short TSLA Daily ETF (TSDD) and iShares Gold Bullion ETF (CGL-C.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

TSDD is traded in USD, while CGL-C.TO is traded in CAD. To make them comparable, the CGL-C.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, TSDD achieves a -1.55% return, which is significantly lower than CGL-C.TO's -0.02% return.


TSDD

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

CGL-C.TO

1D
2.63%
1M
-5.00%
YTD
-0.02%
6M
0.27%
1Y
25.26%
3Y*
29.60%
5Y*
17.95%
10Y*
12.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSDD vs. CGL-C.TO - Yearly Performance Comparison


2026 (YTD)202520242023
TSDD
GraniteShares 2x Short TSLA Daily ETF
-1.55%-74.84%-89.21%-20.49%
CGL-C.TO
iShares Gold Bullion ETF
-0.02%62.99%26.68%8.60%

Correlation

The correlation between TSDD and CGL-C.TO 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

-0.02

The correlation between TSDD and CGL-C.TO shifts across timeframes, from -0.15 (1 year) to -0.02 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

TSDD vs. CGL-C.TO — 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

CGL-C.TO
CGL-C.TO Risk / Return Rank: 3232
Overall Rank
CGL-C.TO Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
CGL-C.TO Sortino Ratio Rank: 3030
Sortino Ratio Rank
CGL-C.TO Omega Ratio Rank: 3636
Omega Ratio Rank
CGL-C.TO Calmar Ratio Rank: 2929
Calmar Ratio Rank
CGL-C.TO Martin Ratio Rank: 2929
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. CGL-C.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Short TSLA Daily ETF (TSDD) and iShares Gold Bullion ETF (CGL-C.TO). 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.


TSDDCGL-C.TODifference
Sharpe ratioReturn per unit of total volatility

-1.66

Sortino ratioReturn per unit of downside risk

-2.26

Omega ratioGain probability vs. loss probability

0.90

1.20

-0.30

Calmar ratioReturn relative to maximum drawdown

-0.87

1.04

-1.92

Martin ratioReturn relative to average drawdown

-1.13

3.00

-4.14

TSDD vs. CGL-C.TO - Sharpe Ratio Comparison

The current TSDD Sharpe Ratio is -0.71, which is lower than the CGL-C.TO Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of TSDD and CGL-C.TO, 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. CGL-C.TO - Drawdown Comparison

The maximum TSDD drawdown since its inception was -99.03%, which is greater than CGL-C.TO's maximum drawdown of -42.11%. Use the drawdown chart below to compare losses from any high point for TSDD and CGL-C.TO.


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Drawdown Indicators


TSDDCGL-C.TODifference

Max Drawdown

Largest peak-to-trough decline

-99.03%

-42.11%

-56.92%

Max Drawdown (1Y)

Largest decline over 1 year

-72.39%

-24.32%

-48.07%

Max Drawdown (3Y)

Largest decline over 3 years

-24.32%

Max Drawdown (5Y)

Largest decline over 5 years

-24.32%

Max Drawdown (10Y)

Largest decline over 10 years

-24.32%

Current Drawdown

Current decline from peak

-98.87%

-19.73%

-79.14%

Average Drawdown

Average peak-to-trough decline

-71.42%

-18.51%

-52.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

55.75%

8.46%

+47.29%

Volatility

TSDD vs. CGL-C.TO - Volatility Comparison

GraniteShares 2x Short TSLA Daily ETF (TSDD) has a higher volatility of 28.08% compared to iShares Gold Bullion ETF (CGL-C.TO) at 8.18%. This indicates that TSDD's price experiences larger fluctuations and is considered to be riskier than CGL-C.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSDDCGL-C.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

28.08%

8.18%

+19.90%

Volatility (6M)

Calculated over the trailing 6-month period

57.62%

23.01%

+34.61%

Volatility (1Y)

Calculated over the trailing 1-year period

88.83%

26.82%

+62.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

114.45%

18.25%

+96.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

114.45%

16.75%

+97.70%

TSDD vs. CGL-C.TO - Expense Ratio Comparison

TSDD has a 1.50% expense ratio, which is higher than CGL-C.TO's 0.55% expense ratio.


Dividends

TSDD vs. CGL-C.TO - Dividend Comparison

TSDD's dividend yield for the trailing twelve months is around 8.55%, while CGL-C.TO has not paid dividends to shareholders.


PositionTTM202520242023
CGL-C.TO
iShares Gold Bullion ETF
0.00%0.00%0.00%0.00%
TSDD
GraniteShares 2x Short TSLA Daily ETF
8.55%8.42%0.00%24.84%

Frequently Asked Questions


TSDD and CGL-C.TO 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.

On fees, CGL-C.TO is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CGL-C.TO is cheaper with a 0.55% expense ratio, compared with 1.50% for TSDD.

TSDD is categorized as Inverse Equities, while CGL-C.TO is Gold. They also come from different issuers: GraniteShares and iShares. Their fees differ too: 1.50% for TSDD and 0.55% for CGL-C.TO.

Portfolio Optimizer

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