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TSLL vs. UMAC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSLL vs. UMAC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily TSLA Bull 2X ETF (TSLL) and Unusual Machines, Inc (UMAC). 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 -28.34% return, which is significantly lower than UMAC's 91.76% return.


TSLL

1D
3.58%
1M
-9.76%
YTD
-28.34%
6M
-32.14%
1Y
13.30%
3Y*
-3.31%
5Y*
10Y*

UMAC

1D
-5.02%
1M
50.80%
YTD
91.76%
6M
143.81%
1Y
189.11%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSLL vs. UMAC - Yearly Performance Comparison


2026 (YTD)20252024
TSLL
Direxion Daily TSLA Bull 2X ETF
-28.34%-26.80%219.95%
UMAC
Unusual Machines, Inc
91.76%-24.26%320.50%

Correlation

The correlation between TSLL and UMAC is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

Correlation (All Time)
Calculated using the full available price history since Feb 14, 2024

0.22

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Return for Risk

TSLL vs. UMAC — Risk / Return Rank

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

TSLL
TSLL Risk / Return Rank: 1515
Overall Rank
TSLL Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
TSLL Sortino Ratio Rank: 1919
Sortino Ratio Rank
TSLL Omega Ratio Rank: 1818
Omega Ratio Rank
TSLL Calmar Ratio Rank: 1313
Calmar Ratio Rank
TSLL Martin Ratio Rank: 1313
Martin Ratio Rank

UMAC
UMAC Risk / Return Rank: 8484
Overall Rank
UMAC Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
UMAC Sortino Ratio Rank: 8585
Sortino Ratio Rank
UMAC Omega Ratio Rank: 8080
Omega Ratio Rank
UMAC Calmar Ratio Rank: 8888
Calmar Ratio Rank
UMAC Martin Ratio Rank: 8484
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. UMAC - Risk-Adjusted Trends Comparison

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


TSLLUMACDifference
Sharpe ratioReturn per unit of total volatility

-1.27

Sortino ratioReturn per unit of downside risk

-1.65

Omega ratioGain probability vs. loss probability

1.10

1.28

-0.17

Calmar ratioReturn relative to maximum drawdown

0.32

3.76

-3.44

Martin ratioReturn relative to average drawdown

0.65

7.55

-6.90

TSLL vs. UMAC - Sharpe Ratio Comparison

The current TSLL Sharpe Ratio is 0.20, which is lower than the UMAC Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of TSLL and UMAC, 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. UMAC - Drawdown Comparison

The maximum TSLL drawdown since its inception was -82.88%, which is greater than UMAC's maximum drawdown of -75.61%. Use the drawdown chart below to compare losses from any high point for TSLL and UMAC.


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Drawdown Indicators


TSLLUMACDifference

Max Drawdown

Largest peak-to-trough decline

-82.88%

-75.61%

-7.27%

Max Drawdown (1Y)

Largest decline over 1 year

-54.75%

-52.63%

-2.12%

Max Drawdown (3Y)

Largest decline over 3 years

-82.88%

Current Drawdown

Current decline from peak

-63.81%

-26.90%

-36.91%

Average Drawdown

Average peak-to-trough decline

-53.85%

-46.13%

-7.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.01%

26.13%

+0.88%

Volatility

TSLL vs. UMAC - Volatility Comparison

The current volatility for Direxion Daily TSLA Bull 2X ETF (TSLL) is 28.50%, while Unusual Machines, Inc (UMAC) has a volatility of 63.64%. This indicates that TSLL experiences smaller price fluctuations and is considered to be less risky than UMAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSLLUMACDifference

Volatility (1M)

Calculated over the trailing 1-month period

28.50%

63.64%

-35.14%

Volatility (6M)

Calculated over the trailing 6-month period

57.37%

100.84%

-43.47%

Volatility (1Y)

Calculated over the trailing 1-year period

88.62%

134.80%

-46.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

107.00%

164.83%

-57.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

107.00%

164.83%

-57.83%

Dividends

TSLL vs. UMAC - Dividend Comparison

TSLL's dividend yield for the trailing twelve months is around 7.14%, while UMAC has not paid dividends to shareholders.


PositionTTM2025202420232022
TSLL
Direxion Daily TSLA Bull 2X ETF
7.14%5.00%2.47%4.44%1.57%
UMAC
Unusual Machines, Inc
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TSLL and UMAC have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UMAC has higher volatility (63.64%) compared to TSLL (28.50%). In terms of maximum drawdown, TSLL dropped -82.88% vs UMAC's -75.61%.

UMAC currently has the higher Sharpe Ratio (1.47 vs 0.20), 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 UMAC

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