TSLR vs. NVDL

In the year-to-date period, TSLR achieves a -52.65% return, which is significantly lower than NVDL's -33.66% return.

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TSLR has a 1.50% expense ratio, which is higher than NVDL's 1.15% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Long TSLA Daily ETF (TSLR) and GraniteShares 2x Long NVDA Daily ETF (NVDL). 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 TSLR Sharpe Ratio is 0.67, which is higher than the NVDL Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of TSLR and NVDL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither TSLR nor NVDL has paid dividends to shareholders.

The maximum TSLR drawdown since its inception was -82.80%, which is greater than NVDL's maximum drawdown of -67.55%. Use the drawdown chart below to compare losses from any high point for TSLR and NVDL. For additional features, visit the drawdowns tool.

GraniteShares 2x Long TSLA Daily ETF (TSLR) has a higher volatility of 34.41% compared to GraniteShares 2x Long NVDA Daily ETF (NVDL) at 28.11%. This indicates that TSLR's price experiences larger fluctuations and is considered to be riskier than NVDL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.