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TSL vs. NVDA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TSL and NVDA is 0.38, 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.


-0.50.00.51.00.4

Performance

TSL vs. NVDA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares 1.25x Long Tsla Daily ETF (TSL) and NVIDIA Corporation (NVDA). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%AugustSeptemberOctoberNovemberDecember2025
87.56%
14.90%
TSL
NVDA

Key characteristics

Sharpe Ratio

TSL:

1.41

NVDA:

2.77

Sortino Ratio

TSL:

2.21

NVDA:

3.17

Omega Ratio

TSL:

1.26

NVDA:

1.39

Calmar Ratio

TSL:

1.64

NVDA:

5.42

Martin Ratio

TSL:

6.00

NVDA:

16.33

Ulcer Index

TSL:

18.91%

NVDA:

8.98%

Daily Std Dev

TSL:

80.76%

NVDA:

52.98%

Max Drawdown

TSL:

-74.52%

NVDA:

-89.73%

Current Drawdown

TSL:

-15.03%

NVDA:

-5.76%

Returns By Period

In the year-to-date period, TSL achieves a 6.09% return, which is significantly higher than NVDA's 4.87% return.


TSL

YTD

6.09%

1M

0.37%

6M

87.57%

1Y

117.84%

5Y*

N/A

10Y*

N/A

NVDA

YTD

4.87%

1M

4.55%

6M

14.90%

1Y

136.13%

5Y*

86.64%

10Y*

76.16%

*Annualized

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Risk-Adjusted Performance

TSL vs. NVDA — Risk-Adjusted Performance Rank

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

TSL
The Risk-Adjusted Performance Rank of TSL is 5656
Overall Rank
The Sharpe Ratio Rank of TSL is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of TSL is 6161
Sortino Ratio Rank
The Omega Ratio Rank of TSL is 5757
Omega Ratio Rank
The Calmar Ratio Rank of TSL is 5555
Calmar Ratio Rank
The Martin Ratio Rank of TSL is 5353
Martin Ratio Rank

NVDA
The Risk-Adjusted Performance Rank of NVDA is 9595
Overall Rank
The Sharpe Ratio Rank of NVDA is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of NVDA is 9292
Sortino Ratio Rank
The Omega Ratio Rank of NVDA is 9090
Omega Ratio Rank
The Calmar Ratio Rank of NVDA is 9898
Calmar Ratio Rank
The Martin Ratio Rank of NVDA is 9696
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TSL vs. NVDA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares 1.25x Long Tsla Daily ETF (TSL) and NVIDIA Corporation (NVDA). 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.


Sharpe ratio
The chart of Sharpe ratio for TSL, currently valued at 1.41, compared to the broader market0.002.004.001.412.77
The chart of Sortino ratio for TSL, currently valued at 2.21, compared to the broader market0.005.0010.0015.002.213.17
The chart of Omega ratio for TSL, currently valued at 1.26, compared to the broader market1.002.003.001.261.39
The chart of Calmar ratio for TSL, currently valued at 1.64, compared to the broader market0.005.0010.0015.0020.001.645.42
The chart of Martin ratio for TSL, currently valued at 6.00, compared to the broader market0.0020.0040.0060.0080.00100.006.0016.33
TSL
NVDA

The current TSL Sharpe Ratio is 1.41, which is lower than the NVDA Sharpe Ratio of 2.77. The chart below compares the historical Sharpe Ratios of TSL and NVDA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.005.00AugustSeptemberOctoberNovemberDecember2025
1.41
2.77
TSL
NVDA

Dividends

TSL vs. NVDA - Dividend Comparison

TSL has not paid dividends to shareholders, while NVDA's dividend yield for the trailing twelve months is around 0.02%.


TTM20242023202220212020201920182017201620152014
TSL
GraniteShares 1.25x Long Tsla Daily ETF
0.00%0.00%60.47%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NVDA
NVIDIA Corporation
0.02%0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%

Drawdowns

TSL vs. NVDA - Drawdown Comparison

The maximum TSL drawdown since its inception was -74.52%, smaller than the maximum NVDA drawdown of -89.73%. Use the drawdown chart below to compare losses from any high point for TSL and NVDA. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-15.03%
-5.76%
TSL
NVDA

Volatility

TSL vs. NVDA - Volatility Comparison

GraniteShares 1.25x Long Tsla Daily ETF (TSL) has a higher volatility of 25.59% compared to NVIDIA Corporation (NVDA) at 12.84%. This indicates that TSL's price experiences larger fluctuations and is considered to be riskier than NVDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%35.00%AugustSeptemberOctoberNovemberDecember2025
25.59%
12.84%
TSL
NVDA
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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