TSDD vs. TSLR

In the year-to-date period, TSDD achieves a -9.20% return, which is significantly higher than TSLR's -58.31% return.

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Both TSDD and TSLR have an expense ratio of 1.50%.

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

The current TSDD Sharpe Ratio is -0.65, which is lower than the TSLR Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of TSDD and TSLR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither TSDD nor TSLR has paid dividends to shareholders.

The maximum TSDD drawdown since its inception was -96.59%, which is greater than TSLR's maximum drawdown of -82.80%. Use the drawdown chart below to compare losses from any high point for TSDD and TSLR. For additional features, visit the drawdowns tool.

GraniteShares 2x Short TSLA Daily ETF (TSDD) and GraniteShares 2x Long TSLA Daily ETF (TSLR) have volatilities of 37.25% and 36.64%, 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.