TSLL vs. TSLR

The year-to-date returns for both investments are quite close, with TSLL having a -69.99% return and TSLR slightly higher at -69.94%.

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

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 current TSLL Sharpe Ratio is 0.36, which is comparable to the TSLR Sharpe Ratio of 0.38. 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.

TSLL's dividend yield for the trailing twelve months is around 8.37%, while TSLR has not paid dividends to shareholders.

The maximum TSLL drawdown since its inception was -82.88%, roughly equal to the maximum TSLR drawdown of -82.80%. Use the drawdown chart below to compare losses from any high point for TSLL and TSLR. For additional features, visit the drawdowns tool.

Direxion Daily TSLA Bull 1.5X Shares (TSLL) and GraniteShares 2x Long TSLA Daily ETF (TSLR) have volatilities of 58.38% and 58.51%, 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.