TSLL vs. MSFT

Last updated Apr 1, 2026

Compare and contrast key facts about Direxion Daily TSLA Bull 1.5X Shares (TSLL) and Microsoft Corporation (MSFT).

TSLL is an actively managed fund by Direxion. It was launched on Jun 9, 2022.

Performance

TSLL vs. MSFT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily TSLA Bull 1.5X Shares (TSLL) and Microsoft Corporation (MSFT). The values are adjusted to include any dividend payments, if applicable.

TSLL vs. MSFT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
TSLL Direxion Daily TSLA Bull 1.5X Shares	-35.93%	-26.80%	99.63%	139.86%	-73.85%
MSFT Microsoft Corporation	-23.28%	15.58%	12.93%	58.19%	-14.63%

Returns By Period

In the year-to-date period, TSLL achieves a -35.93% return, which is significantly lower than MSFT's -23.28% return.

TSLL

• 1D: 9.16%
• 1M: -16.71%
• YTD: -35.93%
• 6M: -39.94%
• 1Y: 34.59%
• 3Y*: 3.01%
• 5Y*: —
• 10Y*: —

MSFT

• 1D: 3.12%
• 1M: -5.75%
• YTD: -23.28%
• 6M: -28.23%
• 1Y: -0.64%
• 3Y*: 9.54%
• 5Y*: 9.74%
• 10Y*: 22.44%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

TSLL vs. MSFT — Risk / Return Rank

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

TSLL

TSLL Risk / Return Rank: 33
TSLL Sharpe Ratio Rank: 22
TSLL Sortino Ratio Rank: 50
TSLL Omega Ratio Rank: 41
TSLL Calmar Ratio Rank: 28
TSLL Martin Ratio Rank: 22

MSFT

MSFT Risk / Return Rank: 38
MSFT Sharpe Ratio Rank: 41
MSFT Sortino Ratio Rank: 34
MSFT Omega Ratio Rank: 35
MSFT Calmar Ratio Rank: 41
MSFT Martin Ratio Rank: 40

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.

TSLL vs. MSFT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily TSLA Bull 1.5X Shares (TSLL) and Microsoft Corporation (MSFT). 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.

	TSLL	MSFT	Difference
Sharpe ratio Return per unit of total volatility	0.31	-0.02	+0.34
Sortino ratio Return per unit of downside risk	1.25	0.15	+1.10
Omega ratio Gain probability vs. loss probability	1.15	1.02	+0.13
Calmar ratio Return relative to maximum drawdown	0.59	-0.05	+0.63
Martin ratio Return relative to average drawdown	1.26	-0.12	+1.38
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TSLL vs. MSFT - Sharpe Ratio Comparison

The current TSLL Sharpe Ratio is 0.31, which is higher than the MSFT Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of TSLL and MSFT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	TSLL	MSFT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.31	-0.02	+0.34
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.37	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.84	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.13	0.74	-0.86

Correlation

The correlation between TSLL and MSFT 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.

Dividends

TSLL vs. MSFT - Dividend Comparison

TSLL's dividend yield for the trailing twelve months is around 7.98%, more than MSFT's 0.94% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TSLL Direxion Daily TSLA Bull 1.5X Shares	7.98%	5.00%	2.47%	4.44%	1.57%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MSFT Microsoft Corporation	0.94%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%

Drawdowns

TSLL vs. MSFT - Drawdown Comparison

The maximum TSLL drawdown since its inception was -82.88%, which is greater than MSFT's maximum drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for TSLL and MSFT.

Drawdown Indicators

	TSLL	MSFT	Difference
Max Drawdown Largest peak-to-trough decline	-82.88%	-69.38%	-13.50%
Max Drawdown (1Y) Largest decline over 1 year	-51.06%	-33.91%	-17.15%
Max Drawdown (5Y) Largest decline over 5 years	—	-37.15%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-37.15%	—
Current Drawdown Current decline from peak	-67.65%	-31.43%	-36.22%
Average Drawdown Average peak-to-trough decline	-53.34%	-21.77%	-31.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	23.92%	12.46%	+11.46%

Volatility

TSLL vs. MSFT - Volatility Comparison

Direxion Daily TSLA Bull 1.5X Shares (TSLL) has a higher volatility of 22.31% compared to Microsoft Corporation (MSFT) at 6.48%. This indicates that TSLL's price experiences larger fluctuations and is considered to be riskier than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TSLL	MSFT	Difference
Volatility (1M) Calculated over the trailing 1-month period	22.31%	6.48%	+15.83%
Volatility (6M) Calculated over the trailing 6-month period	59.24%	19.15%	+40.09%
Volatility (1Y) Calculated over the trailing 1-year period	110.51%	26.46%	+84.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	107.90%	26.19%	+81.71%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	107.90%	26.89%	+81.01%