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TSLL vs. TSLR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TSLL and TSLR is 1.00, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 1.0

Performance

TSLL vs. TSLR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily TSLA Bull 1.5X Shares (TSLL) and GraniteShares 2x Long TSLA Daily ETF (TSLR). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
-23.66%
-37.12%
TSLL
TSLR

Key characteristics

Sharpe Ratio

TSLL:

0.31

TSLR:

0.33

Sortino Ratio

TSLL:

1.49

TSLR:

1.52

Omega Ratio

TSLL:

1.17

TSLR:

1.18

Calmar Ratio

TSLL:

0.53

TSLR:

0.56

Martin Ratio

TSLL:

1.20

TSLR:

1.29

Ulcer Index

TSLL:

35.73%

TSLR:

35.53%

Daily Std Dev

TSLL:

138.01%

TSLR:

138.31%

Max Drawdown

TSLL:

-81.51%

TSLR:

-81.40%

Current Drawdown

TSLL:

-74.68%

TSLR:

-74.49%

Returns By Period

The year-to-date returns for both investments are quite close, with TSLL having a -63.29% return and TSLR slightly higher at -63.10%.


TSLL

YTD

-63.29%

1M

-12.35%

6M

-12.18%

1Y

40.07%

5Y*

N/A

10Y*

N/A

TSLR

YTD

-63.10%

1M

-11.97%

6M

-11.28%

1Y

42.75%

5Y*

N/A

10Y*

N/A

*Annualized

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TSLL vs. TSLR - Expense Ratio Comparison

TSLL has a 1.08% expense ratio, which is lower than TSLR's 1.50% expense ratio.


Expense ratio chart for TSLR: current value is 1.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TSLR: 1.50%
Expense ratio chart for TSLL: current value is 1.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TSLL: 1.08%

Risk-Adjusted Performance

TSLL vs. TSLR — Risk-Adjusted Performance Rank

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

TSLL
The Risk-Adjusted Performance Rank of TSLL is 6464
Overall Rank
The Sharpe Ratio Rank of TSLL is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of TSLL is 8080
Sortino Ratio Rank
The Omega Ratio Rank of TSLL is 7777
Omega Ratio Rank
The Calmar Ratio Rank of TSLL is 6565
Calmar Ratio Rank
The Martin Ratio Rank of TSLL is 5050
Martin Ratio Rank

TSLR
The Risk-Adjusted Performance Rank of TSLR is 6565
Overall Rank
The Sharpe Ratio Rank of TSLR is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of TSLR is 8080
Sortino Ratio Rank
The Omega Ratio Rank of TSLR is 7777
Omega Ratio Rank
The Calmar Ratio Rank of TSLR is 6767
Calmar Ratio Rank
The Martin Ratio Rank of TSLR is 5151
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.

TSLL vs. TSLR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily TSLA Bull 1.5X Shares (TSLL) and GraniteShares 2x Long TSLA Daily ETF (TSLR). 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.


The chart of Sharpe ratio for TSLL, currently valued at 0.31, compared to the broader market0.002.004.00
TSLL: 0.31
TSLR: 0.33
The chart of Sortino ratio for TSLL, currently valued at 1.49, compared to the broader market-2.000.002.004.006.008.0010.0012.00
TSLL: 1.49
TSLR: 1.52
The chart of Omega ratio for TSLL, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.00
TSLL: 1.17
TSLR: 1.18
The chart of Calmar ratio for TSLL, currently valued at 0.53, compared to the broader market0.005.0010.0015.00
TSLL: 0.53
TSLR: 0.56
The chart of Martin ratio for TSLL, currently valued at 1.20, compared to the broader market0.0020.0040.0060.0080.00100.00
TSLL: 1.20
TSLR: 1.29

The current TSLL Sharpe Ratio is 0.31, which is comparable to the TSLR Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of TSLL and TSLR, 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-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.31
0.33
TSLL
TSLR

Dividends

TSLL vs. TSLR - Dividend Comparison

TSLL's dividend yield for the trailing twelve months is around 6.84%, while TSLR has not paid dividends to shareholders.


TTM202420232022
TSLL
Direxion Daily TSLA Bull 1.5X Shares
6.84%2.47%4.43%1.58%
TSLR
GraniteShares 2x Long TSLA Daily ETF
0.00%0.00%0.00%0.00%

Drawdowns

TSLL vs. TSLR - Drawdown Comparison

The maximum TSLL drawdown since its inception was -81.51%, roughly equal to the maximum TSLR drawdown of -81.40%. Use the drawdown chart below to compare losses from any high point for TSLL and TSLR. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-74.68%
-74.49%
TSLL
TSLR

Volatility

TSLL vs. TSLR - Volatility Comparison

Direxion Daily TSLA Bull 1.5X Shares (TSLL) and GraniteShares 2x Long TSLA Daily ETF (TSLR) have volatilities of 58.07% and 58.16%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


20.00%30.00%40.00%50.00%60.00%NovemberDecember2025FebruaryMarchApril
58.07%
58.16%
TSLL
TSLR