TSLR vs. NVYY

Last updated Apr 1, 2026

Compare and contrast key facts about GraniteShares 2x Long TSLA Daily ETF (TSLR) and GraniteShares YieldBOOST NVDA ETF (NVYY).

TSLR and NVYY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TSLR is an actively managed fund by GraniteShares. It was launched on Aug 21, 2023. NVYY is an actively managed fund by GraniteShares. It was launched on May 12, 2025.

Performance

TSLR vs. NVYY - Performance Comparison

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

TSLR vs. NVYY - Yearly Performance Comparison

	2026 (YTD)	2025
TSLR GraniteShares 2x Long TSLA Daily ETF	-35.45%	42.69%
NVYY GraniteShares YieldBOOST NVDA ETF	-4.02%	31.62%

Returns By Period

In the year-to-date period, TSLR achieves a -35.45% return, which is significantly lower than NVYY's -4.02% return.

TSLR

• 1D: 9.25%
• 1M: -16.38%
• YTD: -35.45%
• 6M: -39.21%
• 1Y: 36.71%
• 3Y*: —
• 5Y*: —
• 10Y*: —

NVYY

• 1D: 2.60%
• 1M: -3.32%
• YTD: -4.02%
• 6M: -3.93%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

TSLR vs. NVYY - Expense Ratio Comparison

TSLR has a 1.50% expense ratio, which is higher than NVYY's 1.07% expense ratio.

TSLR

GraniteShares 2x Long TSLA Daily ETF

NVYY

GraniteShares YieldBOOST NVDA ETF

Return for Risk

TSLR vs. NVYY — Risk / Return Rank

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

TSLR

TSLR Risk / Return Rank: 33
TSLR Sharpe Ratio Rank: 22
TSLR Sortino Ratio Rank: 50
TSLR Omega Ratio Rank: 41
TSLR Calmar Ratio Rank: 28
TSLR Martin Ratio Rank: 22

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.

TSLR vs. NVYY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Long TSLA Daily ETF (TSLR) and GraniteShares YieldBOOST NVDA ETF (NVYY). 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.

	TSLR	NVYY	Difference
Sharpe ratio Return per unit of total volatility	0.33	—	—
Sortino ratio Return per unit of downside risk	1.28	—	—
Omega ratio Gain probability vs. loss probability	1.16	—	—
Calmar ratio Return relative to maximum drawdown	0.63	—	—
Martin ratio Return relative to average drawdown	1.35	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	TSLR	NVYY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.33	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.06	1.20	-1.27

Correlation

The correlation between TSLR and NVYY is 0.33, 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.

Dividends

TSLR vs. NVYY - Dividend Comparison

TSLR has not paid dividends to shareholders, while NVYY's dividend yield for the trailing twelve months is around 128.36%.

	TTM	2025
TSLR GraniteShares 2x Long TSLA Daily ETF	0.00%	0.00%
NVYY GraniteShares YieldBOOST NVDA ETF	128.36%	75.30%

Drawdowns

TSLR vs. NVYY - Drawdown Comparison

The maximum TSLR drawdown since its inception was -82.80%, which is greater than NVYY's maximum drawdown of -14.90%. Use the drawdown chart below to compare losses from any high point for TSLR and NVYY.

Drawdown Indicators

	TSLR	NVYY	Difference
Max Drawdown Largest peak-to-trough decline	-82.80%	-14.90%	-67.90%
Max Drawdown (1Y) Largest decline over 1 year	-50.66%	—	—
Current Drawdown Current decline from peak	-66.96%	-12.70%	-54.26%
Average Drawdown Average peak-to-trough decline	-49.38%	-4.63%	-44.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	23.76%	—	—

Volatility

Volatility by Period

	TSLR	NVYY	Difference
Volatility (1M) Calculated over the trailing 1-month period	22.54%	—	—
Volatility (6M) Calculated over the trailing 6-month period	59.76%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	110.88%	25.42%	+85.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	117.43%	25.42%	+92.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	117.43%	25.42%	+92.01%