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TSLL vs. TSLA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSLL vs. TSLA - Performance Comparison

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

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Returns By Period

In the year-to-date period, TSLL achieves a -30.60% return, which is significantly lower than TSLA's -10.95% return.


TSLL

1D
1.86%
1M
-10.29%
YTD
-30.60%
6M
-39.72%
1Y
12.20%
3Y*
-4.62%
5Y*
10Y*

TSLA

1D
1.04%
1M
-4.02%
YTD
-10.95%
6M
-16.77%
1Y
24.36%
3Y*
15.41%
5Y*
14.03%
10Y*
39.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSLL vs. TSLA - Yearly Performance Comparison


2026 (YTD)2025202420232022
TSLL
Direxion Daily TSLA Bull 2X ETF
-30.60%-26.80%99.63%139.86%-74.99%
TSLA
Tesla, Inc.
-10.95%11.36%62.52%101.72%-57.59%

Correlation

The correlation between TSLL and TSLA is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

1.00

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

1.00

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

1.00

The correlation between TSLL and TSLA has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

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Return for Risk

TSLL vs. TSLA — Risk / Return Rank

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

TSLL
TSLL Risk / Return Rank: 1313
Overall Rank
TSLL Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
TSLL Sortino Ratio Rank: 1616
Sortino Ratio Rank
TSLL Omega Ratio Rank: 1515
Omega Ratio Rank
TSLL Calmar Ratio Rank: 1111
Calmar Ratio Rank
TSLL Martin Ratio Rank: 1010
Martin Ratio Rank

TSLA
TSLA Risk / Return Rank: 5858
Overall Rank
TSLA Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
TSLA Sortino Ratio Rank: 5757
Sortino Ratio Rank
TSLA Omega Ratio Rank: 5454
Omega Ratio Rank
TSLA Calmar Ratio Rank: 6060
Calmar Ratio Rank
TSLA Martin Ratio Rank: 6161
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. TSLA - Risk-Adjusted Trends Comparison

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


TSLLTSLADifference
Sharpe ratioReturn per unit of total volatility

-0.41

Sortino ratioReturn per unit of downside risk

-0.22

Omega ratioGain probability vs. loss probability

1.10

1.12

-0.03

Calmar ratioReturn relative to maximum drawdown

0.22

0.82

-0.59

Martin ratioReturn relative to average drawdown

0.44

1.84

-1.40

TSLL vs. TSLA - Sharpe Ratio Comparison

The current TSLL Sharpe Ratio is 0.14, which is lower than the TSLA Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of TSLL and TSLA, 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. TSLA - Drawdown Comparison

The maximum TSLL drawdown since its inception was -82.88%, which is greater than TSLA's maximum drawdown of -73.63%. Use the drawdown chart below to compare losses from any high point for TSLL and TSLA.


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Drawdown Indicators


TSLLTSLADifference

Max Drawdown

Largest peak-to-trough decline

-82.88%

-73.63%

-9.25%

Max Drawdown (1Y)

Largest decline over 1 year

-54.75%

-29.93%

-24.82%

Max Drawdown (3Y)

Largest decline over 3 years

-82.88%

-53.77%

-29.11%

Max Drawdown (5Y)

Largest decline over 5 years

-73.63%

Max Drawdown (10Y)

Largest decline over 10 years

-73.63%

Current Drawdown

Current decline from peak

-64.96%

-18.25%

-46.71%

Average Drawdown

Average peak-to-trough decline

-53.89%

-22.71%

-31.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.50%

13.25%

+14.25%

Volatility

TSLL vs. TSLA - Volatility Comparison

Direxion Daily TSLA Bull 2X ETF (TSLL) has a higher volatility of 26.80% compared to Tesla, Inc. (TSLA) at 13.43%. This indicates that TSLL's price experiences larger fluctuations and is considered to be riskier than TSLA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSLLTSLADifference

Volatility (1M)

Calculated over the trailing 1-month period

26.80%

13.43%

+13.37%

Volatility (6M)

Calculated over the trailing 6-month period

56.55%

28.33%

+28.22%

Volatility (1Y)

Calculated over the trailing 1-year period

88.23%

44.31%

+43.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

106.82%

58.99%

+47.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

106.82%

59.15%

+47.67%

Dividends

TSLL vs. TSLA - Dividend Comparison

TSLL's dividend yield for the trailing twelve months is around 7.37%, while TSLA has not paid dividends to shareholders.


PositionTTM2025202420232022
TSLA
Tesla, Inc.
0.00%0.00%0.00%0.00%0.00%
TSLL
Direxion Daily TSLA Bull 2X ETF
7.37%5.00%2.47%4.44%1.57%

Frequently Asked Questions


With a correlation of 1.00, TSLL and TSLA move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

TSLL has higher volatility (26.80%) compared to TSLA (13.43%). In terms of maximum drawdown, TSLL dropped -82.88% vs TSLA's -73.63%.

TSLA currently has the higher Sharpe Ratio (0.55 vs 0.14), 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 TSLA

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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