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TSDD vs. MA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSDD vs. MA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares 2x Short TSLA Daily ETF (TSDD) and Mastercard Incorporated (MA). 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 higher than MA's -13.78% return.


TSDD

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

MA

1D
0.13%
1M
-0.72%
YTD
-13.78%
6M
-13.51%
1Y
-12.19%
3Y*
9.87%
5Y*
6.78%
10Y*
18.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSDD vs. MA - Yearly Performance Comparison


2026 (YTD)202520242023
TSDD
GraniteShares 2x Short TSLA Daily ETF
-1.55%-74.84%-89.21%-20.49%
MA
Mastercard Incorporated
-13.78%9.04%24.17%8.63%

Correlation

The correlation between TSDD and MA is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.01

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

-0.15

The correlation between TSDD and MA shifts across timeframes, from -0.15 (all time) to 0.01 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

TSDD vs. MA — 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

MA
MA Risk / Return Rank: 1818
Overall Rank
MA Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
MA Sortino Ratio Rank: 1818
Sortino Ratio Rank
MA Omega Ratio Rank: 1818
Omega Ratio Rank
MA Calmar Ratio Rank: 2121
Calmar Ratio Rank
MA 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.

TSDD vs. MA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Short TSLA Daily ETF (TSDD) and Mastercard Incorporated (MA). 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.


TSDDMADifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

-0.28

Omega ratioGain probability vs. loss probability

0.90

0.92

-0.02

Calmar ratioReturn relative to maximum drawdown

-0.87

-0.58

-0.29

Martin ratioReturn relative to average drawdown

-1.13

-1.18

+0.05

TSDD vs. MA - Sharpe Ratio Comparison

The current TSDD Sharpe Ratio is -0.71, which is comparable to the MA Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of TSDD and MA, 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. MA - Drawdown Comparison

The maximum TSDD drawdown since its inception was -99.03%, which is greater than MA's maximum drawdown of -62.67%. Use the drawdown chart below to compare losses from any high point for TSDD and MA.


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Drawdown Indicators


TSDDMADifference

Max Drawdown

Largest peak-to-trough decline

-99.03%

-62.67%

-36.36%

Max Drawdown (1Y)

Largest decline over 1 year

-72.39%

-20.91%

-51.48%

Max Drawdown (3Y)

Largest decline over 3 years

-20.91%

Max Drawdown (5Y)

Largest decline over 5 years

-28.25%

Max Drawdown (10Y)

Largest decline over 10 years

-41.00%

Current Drawdown

Current decline from peak

-98.87%

-17.71%

-81.16%

Average Drawdown

Average peak-to-trough decline

-71.42%

-9.83%

-61.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

55.75%

10.38%

+45.37%

Volatility

TSDD vs. MA - Volatility Comparison

GraniteShares 2x Short TSLA Daily ETF (TSDD) has a higher volatility of 28.08% compared to Mastercard Incorporated (MA) at 6.46%. This indicates that TSDD's price experiences larger fluctuations and is considered to be riskier than MA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSDDMADifference

Volatility (1M)

Calculated over the trailing 1-month period

28.08%

6.46%

+21.62%

Volatility (6M)

Calculated over the trailing 6-month period

57.62%

16.91%

+40.71%

Volatility (1Y)

Calculated over the trailing 1-year period

88.83%

21.90%

+66.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

114.45%

24.02%

+90.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

114.45%

26.93%

+87.52%

Dividends

TSDD vs. MA - Dividend Comparison

TSDD's dividend yield for the trailing twelve months is around 8.55%, more than MA's 0.66% yield.


PositionTTM20252024202320222021202020192018201720162015
MA
Mastercard Incorporated
0.66%0.53%0.50%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%
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 MA have a correlation of 0.01, 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 MA (6.46%). In terms of maximum drawdown, TSDD dropped -99.03% vs MA's -62.67%.

MA currently has the higher Sharpe Ratio (-0.56 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.

Portfolio Optimizer

Find the right allocation for TSDD and MA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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