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

Correlation

The correlation between TSLL and TSLTX is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

TSLL vs. TSLTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily TSLA Bull 1.5X Shares (TSLL) and Transamerica Small Cap Value (TSLTX). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
37.98%
16.71%
TSLL
TSLTX

Key characteristics

Sharpe Ratio

TSLL:

1.00

TSLTX:

0.77

Sortino Ratio

TSLL:

2.09

TSLTX:

1.22

Omega Ratio

TSLL:

1.25

TSLTX:

1.15

Calmar Ratio

TSLL:

1.52

TSLTX:

0.31

Martin Ratio

TSLL:

3.29

TSLTX:

4.05

Ulcer Index

TSLL:

36.89%

TSLTX:

3.75%

Daily Std Dev

TSLL:

121.41%

TSLTX:

19.62%

Max Drawdown

TSLL:

-81.21%

TSLTX:

-55.58%

Current Drawdown

TSLL:

-23.97%

TSLTX:

-38.45%

Returns By Period

In the year-to-date period, TSLL achieves a 120.02% return, which is significantly higher than TSLTX's 12.57% return.


TSLL

YTD

120.02%

1M

47.71%

6M

292.55%

1Y

114.49%

5Y*

N/A

10Y*

N/A

TSLTX

YTD

12.57%

1M

-5.36%

6M

12.77%

1Y

12.77%

5Y*

8.24%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TSLL vs. TSLTX - Expense Ratio Comparison

TSLL has a 1.08% expense ratio, which is higher than TSLTX's 0.80% expense ratio.


TSLL
Direxion Daily TSLA Bull 1.5X Shares
Expense ratio chart for TSLL: current value at 1.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.08%
Expense ratio chart for TSLTX: current value at 0.80% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.80%

Risk-Adjusted Performance

TSLL vs. TSLTX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily TSLA Bull 1.5X Shares (TSLL) and Transamerica Small Cap Value (TSLTX). 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.


Sharpe ratio
The chart of Sharpe ratio for TSLL, currently valued at 1.00, compared to the broader market0.002.004.001.000.77
The chart of Sortino ratio for TSLL, currently valued at 2.09, compared to the broader market-2.000.002.004.006.008.0010.002.091.22
The chart of Omega ratio for TSLL, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.001.251.15
The chart of Calmar ratio for TSLL, currently valued at 1.52, compared to the broader market0.005.0010.0015.001.521.46
The chart of Martin ratio for TSLL, currently valued at 3.29, compared to the broader market0.0020.0040.0060.0080.00100.003.294.05
TSLL
TSLTX

The current TSLL Sharpe Ratio is 1.00, which is comparable to the TSLTX Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of TSLL and TSLTX, 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-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.00
0.77
TSLL
TSLTX

Dividends

TSLL vs. TSLTX - Dividend Comparison

TSLL's dividend yield for the trailing twelve months is around 1.77%, while TSLTX has not paid dividends to shareholders.


TTM2023202220212020201920182017
TSLL
Direxion Daily TSLA Bull 1.5X Shares
1.77%4.43%1.58%0.00%0.00%0.00%0.00%0.00%
TSLTX
Transamerica Small Cap Value
0.00%2.99%1.33%1.31%0.24%2.14%1.01%4.30%

Drawdowns

TSLL vs. TSLTX - Drawdown Comparison

The maximum TSLL drawdown since its inception was -81.21%, which is greater than TSLTX's maximum drawdown of -55.58%. Use the drawdown chart below to compare losses from any high point for TSLL and TSLTX. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-23.97%
-7.69%
TSLL
TSLTX

Volatility

TSLL vs. TSLTX - Volatility Comparison

Direxion Daily TSLA Bull 1.5X Shares (TSLL) has a higher volatility of 34.36% compared to Transamerica Small Cap Value (TSLTX) at 5.38%. This indicates that TSLL's price experiences larger fluctuations and is considered to be riskier than TSLTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
34.36%
5.38%
TSLL
TSLTX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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