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TSLL vs. PLTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSLL vs. PLTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily TSLA Bull 2X ETF (TSLL) and Palantir Technologies Inc. (PLTR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with TSLL having a -28.34% return and PLTR slightly higher at -27.99%.


TSLL

1D
3.58%
1M
-9.76%
YTD
-28.34%
6M
-32.14%
1Y
13.30%
3Y*
-3.31%
5Y*
10Y*

PLTR

1D
-2.36%
1M
-4.48%
YTD
-27.99%
6M
-30.28%
1Y
-6.85%
3Y*
99.99%
5Y*
39.00%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSLL vs. PLTR - Yearly Performance Comparison


2026 (YTD)2025202420232022
TSLL
Direxion Daily TSLA Bull 2X ETF
-28.34%-26.80%99.63%139.86%-74.99%
PLTR
Palantir Technologies Inc.
-27.99%135.03%340.48%167.45%-34.62%

Correlation

The correlation between TSLL and PLTR is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

Correlation (3Y)
Calculated over the trailing 3-year period

0.42

Correlation (All Time)
Calculated using the full available price history since Aug 9, 2022

0.45

The correlation between TSLL and PLTR shifts across timeframes, from 0.32 (1 year) to 0.45 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

TSLL vs. PLTR — Risk / Return Rank

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

TSLL
TSLL Risk / Return Rank: 1515
Overall Rank
TSLL Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
TSLL Sortino Ratio Rank: 1919
Sortino Ratio Rank
TSLL Omega Ratio Rank: 1818
Omega Ratio Rank
TSLL Calmar Ratio Rank: 1313
Calmar Ratio Rank
TSLL Martin Ratio Rank: 1313
Martin Ratio Rank

PLTR
PLTR Risk / Return Rank: 3838
Overall Rank
PLTR Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
PLTR Sortino Ratio Rank: 3737
Sortino Ratio Rank
PLTR Omega Ratio Rank: 3636
Omega Ratio Rank
PLTR Calmar Ratio Rank: 3939
Calmar Ratio Rank
PLTR Martin Ratio Rank: 3939
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.

TSLL vs. PLTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily TSLA Bull 2X ETF (TSLL) and Palantir Technologies Inc. (PLTR). 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.


TSLLPLTRDifference
Sharpe ratioReturn per unit of total volatility

+0.30

Sortino ratioReturn per unit of downside risk

+0.71

Omega ratioGain probability vs. loss probability

1.10

1.03

+0.08

Calmar ratioReturn relative to maximum drawdown

0.32

-0.14

+0.46

Martin ratioReturn relative to average drawdown

0.65

-0.25

+0.90

TSLL vs. PLTR - Sharpe Ratio Comparison

The current TSLL Sharpe Ratio is 0.20, which is higher than the PLTR Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of TSLL and PLTR, 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

TSLL vs. PLTR - Drawdown Comparison

The maximum TSLL drawdown since its inception was -82.88%, roughly equal to the maximum PLTR drawdown of -84.62%. Use the drawdown chart below to compare losses from any high point for TSLL and PLTR.


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Drawdown Indicators


TSLLPLTRDifference

Max Drawdown

Largest peak-to-trough decline

-82.88%

-84.62%

+1.74%

Max Drawdown (1Y)

Largest decline over 1 year

-54.75%

-38.22%

-16.53%

Max Drawdown (3Y)

Largest decline over 3 years

-82.88%

-40.61%

-42.27%

Max Drawdown (5Y)

Largest decline over 5 years

-79.14%

Current Drawdown

Current decline from peak

-63.81%

-38.22%

-25.59%

Average Drawdown

Average peak-to-trough decline

-53.85%

-40.27%

-13.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.01%

21.23%

+5.78%

Volatility

TSLL vs. PLTR - Volatility Comparison

Direxion Daily TSLA Bull 2X ETF (TSLL) has a higher volatility of 28.50% compared to Palantir Technologies Inc. (PLTR) at 17.16%. This indicates that TSLL's price experiences larger fluctuations and is considered to be riskier than PLTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSLLPLTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

28.50%

17.16%

+11.34%

Volatility (6M)

Calculated over the trailing 6-month period

57.37%

38.32%

+19.05%

Volatility (1Y)

Calculated over the trailing 1-year period

88.62%

50.83%

+37.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

107.00%

65.44%

+41.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

107.00%

69.75%

+37.25%

Dividends

TSLL vs. PLTR - Dividend Comparison

TSLL's dividend yield for the trailing twelve months is around 7.14%, while PLTR has not paid dividends to shareholders.


PositionTTM2025202420232022
PLTR
Palantir Technologies Inc.
0.00%0.00%0.00%0.00%0.00%
TSLL
Direxion Daily TSLA Bull 2X ETF
7.14%5.00%2.47%4.44%1.57%

Frequently Asked Questions


TSLL and PLTR have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TSLL has higher volatility (28.50%) compared to PLTR (17.16%). In terms of maximum drawdown, TSLL dropped -82.88% vs PLTR's -84.62%.

TSLL currently has the higher Sharpe Ratio (0.20 vs -0.11), 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 TSLL and PLTR

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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