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TSLL vs. TLSA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSLL vs. TLSA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily TSLA Bull 2X ETF (TSLL) and Tiziana Life Sciences PLC (TLSA). 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 -20.85% return and TLSA slightly higher at -20.81%.


TSLL

1D
0.00%
1M
13.88%
YTD
-20.85%
6M
-21.38%
1Y
7.17%
3Y*
9.79%
5Y*
10Y*

TLSA

1D
-13.24%
1M
-15.11%
YTD
-20.81%
6M
-30.18%
1Y
-16.90%
3Y*
4.64%
5Y*
-12.87%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSLL vs. TLSA - Yearly Performance Comparison


2026 (YTD)2025202420232022
TSLL
Direxion Daily TSLA Bull 2X ETF
-20.85%-26.80%99.63%139.86%-73.85%
TLSA
Tiziana Life Sciences PLC
-20.81%114.02%24.32%-6.43%-18.00%

Correlation

The correlation between TSLL and TLSA is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

0.06

Correlation (All Time)
Calculated using the full available price history since Aug 10, 2022

0.09

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Return for Risk

TSLL vs. TLSA — Risk / Return Rank

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

TSLL
TSLL Risk / Return Rank: 1212
Overall Rank
TSLL Sharpe Ratio Rank: 99
Sharpe Ratio Rank
TSLL Sortino Ratio Rank: 1515
Sortino Ratio Rank
TSLL Omega Ratio Rank: 1515
Omega Ratio Rank
TSLL Calmar Ratio Rank: 1010
Calmar Ratio Rank
TSLL Martin Ratio Rank: 1010
Martin Ratio Rank

TLSA
TLSA Risk / Return Rank: 3333
Overall Rank
TLSA Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
TLSA Sortino Ratio Rank: 3636
Sortino Ratio Rank
TLSA Omega Ratio Rank: 3535
Omega Ratio Rank
TLSA Calmar Ratio Rank: 3131
Calmar Ratio Rank
TLSA Martin Ratio Rank: 3232
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. TLSA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily TSLA Bull 2X ETF (TSLL) and Tiziana Life Sciences PLC (TLSA). 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.


TSLLTLSADifference
Sharpe ratioReturn per unit of total volatility

+0.29

Sortino ratioReturn per unit of downside risk

+0.53

Omega ratioGain probability vs. loss probability

1.09

1.03

+0.07

Calmar ratioReturn relative to maximum drawdown

0.13

-0.31

+0.45

Martin ratioReturn relative to average drawdown

0.27

-0.50

+0.77

TSLL vs. TLSA - Sharpe Ratio Comparison

The current TSLL Sharpe Ratio is 0.08, which is higher than the TLSA Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of TSLL and TLSA, 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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Sharpe Ratios by Period


TSLLTLSADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.08

-0.21

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.08

-0.04

-0.04

Drawdowns

TSLL vs. TLSA - Drawdown Comparison

The maximum TSLL drawdown since its inception was -82.88%, smaller than the maximum TLSA drawdown of -94.03%. Use the drawdown chart below to compare losses from any high point for TSLL and TLSA.


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Drawdown Indicators


TSLLTLSADifference

Max Drawdown

Largest peak-to-trough decline

-82.88%

-94.03%

+11.15%

Max Drawdown (1Y)

Largest decline over 1 year

-54.75%

-54.00%

-0.75%

Max Drawdown (3Y)

Largest decline over 3 years

-82.88%

-55.66%

-27.22%

Max Drawdown (5Y)

Largest decline over 5 years

-84.02%

Current Drawdown

Current decline from peak

-60.03%

-83.12%

+23.09%

Average Drawdown

Average peak-to-trough decline

-53.82%

-70.29%

+16.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.72%

34.09%

-7.37%

Volatility

TSLL vs. TLSA - Volatility Comparison

The current volatility for Direxion Daily TSLA Bull 2X ETF (TSLL) is 24.26%, while Tiziana Life Sciences PLC (TLSA) has a volatility of 26.73%. This indicates that TSLL experiences smaller price fluctuations and is considered to be less risky than TLSA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSLLTLSADifference

Volatility (1M)

Calculated over the trailing 1-month period

24.26%

26.73%

-2.47%

Volatility (6M)

Calculated over the trailing 6-month period

54.47%

54.90%

-0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

92.38%

79.45%

+12.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

106.87%

92.71%

+14.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

106.87%

112.60%

-5.73%

Dividends

TSLL vs. TLSA - Dividend Comparison

TSLL's dividend yield for the trailing twelve months is around 6.46%, while TLSA has not paid dividends to shareholders.


PositionTTM2025202420232022
TLSA
Tiziana Life Sciences PLC
0.00%0.00%0.00%0.00%0.00%
TSLL
Direxion Daily TSLA Bull 2X ETF
6.46%5.00%2.47%4.44%1.57%

Frequently Asked Questions


TSLL and TLSA have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TLSA has higher volatility (26.73%) compared to TSLL (24.26%). In terms of maximum drawdown, TSLL dropped -82.88% vs TLSA's -94.03%.

TSLL currently has the higher Sharpe Ratio (0.08 vs -0.21), 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.

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