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TSLR vs. SKRE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSLR vs. SKRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares 2x Long TSLA Daily ETF (TSLR) and Tuttle Capital Daily 2X Inverse Regional Banks ETF (SKRE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TSLR achieves a -58.03% return, which is significantly lower than SKRE's -35.15% return.


TSLR

1D
7.01%
1M
-36.27%
6M
-51.23%
YTD
-58.03%
1Y
-18.69%
3Y*
5Y*
10Y*
ALL TIME*
-19.39%

SKRE

1D
-2.27%
1M
-5.74%
6M
-23.25%
YTD
-35.15%
1Y
-50.55%
3Y*
5Y*
10Y*
ALL TIME*
-41.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$121.93K$143.27K$245.32K
$20.74M$20.82M$40.66M

TSLR vs. SKRE - Yearly Performance Comparison


2026 (YTD)20252024
TSLR
GraniteShares 2x Long TSLA Daily ETF
-58.03%-25.97%80.66%
SKRE
Tuttle Capital Daily 2X Inverse Regional Banks ETF
-35.15%-31.29%-44.47%

Correlation

The correlation between TSLR and SKRE is -0.16, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.16

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2024

-0.29

The correlation between TSLR and SKRE shifts across timeframes, from -0.29 (all time) to -0.16 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

TSLR vs. SKRE — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TSLR
TSLR Risk / Return Rank: 1010
Overall Rank
TSLR Sharpe Ratio Rank: 88
Sharpe Ratio Rank
TSLR Sortino Ratio Rank: 1414
Sortino Ratio Rank
TSLR Omega Ratio Rank: 1414
Omega Ratio Rank
TSLR Calmar Ratio Rank: 88
Calmar Ratio Rank
TSLR Martin Ratio Rank: 77
Martin Ratio Rank

SKRE
SKRE Risk / Return Rank: 11
Overall Rank
SKRE Sharpe Ratio Rank: 11
Sharpe Ratio Rank
SKRE Sortino Ratio Rank: 11
Sortino Ratio Rank
SKRE Omega Ratio Rank: 11
Omega Ratio Rank
SKRE Calmar Ratio Rank: 00
Calmar Ratio Rank
SKRE Martin Ratio Rank: 00
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TSLR vs. SKRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Long TSLA Daily ETF (TSLR) and Tuttle Capital Daily 2X Inverse Regional Banks ETF (SKRE). 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.


TSLRSKREDifference
Sharpe ratioReturn per unit of total volatility

+0.91

Sortino ratioReturn per unit of downside risk

+2.14

Omega ratioGain probability vs. loss probability

1.04

0.80

+0.25

Calmar ratioReturn relative to maximum drawdown

-0.27

-0.99

+0.72

Martin ratioReturn relative to average drawdown

-0.59

-1.65

+1.05

TSLR vs. SKRE - Sharpe Ratio Comparison

The current TSLR Sharpe Ratio is -0.20, which is higher than the SKRE Sharpe Ratio of -1.11. The chart below compares the historical Sharpe Ratios of TSLR and SKRE, 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

TSLR vs. SKRE - Drawdown Comparison

The maximum TSLR drawdown since its inception was -82.80%, roughly equal to the maximum SKRE drawdown of -79.33%. Use the drawdown chart below to compare losses from any high point for TSLR and SKRE.


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Drawdown Indicators


TSLRSKREDifference

Max Drawdown

Largest peak-to-trough decline

-82.80%

-79.33%

-3.47%

Max Drawdown (1Y)

Largest decline over 1 year

-69.80%

-51.44%

-18.36%

Current Drawdown

Current decline from peak

-78.52%

-78.96%

+0.44%

Average Drawdown

Average peak-to-trough decline

-51.16%

-49.09%

-2.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

31.54%

30.75%

+0.79%

Volatility

TSLR vs. SKRE - Volatility Comparison

GraniteShares 2x Long TSLA Daily ETF (TSLR) has a higher volatility of 41.95% compared to Tuttle Capital Daily 2X Inverse Regional Banks ETF (SKRE) at 10.82%. This indicates that TSLR's price experiences larger fluctuations and is considered to be riskier than SKRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSLRSKREDifference

Volatility (1M)

Calculated over the trailing 1-month period

41.95%

10.82%

+31.13%

Volatility (6M)

Calculated over the trailing 6-month period

70.80%

30.42%

+40.38%

Volatility (1Y)

Calculated over the trailing 1-year period

93.05%

45.86%

+47.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

116.22%

54.75%

+61.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

116.22%

54.75%

+61.47%

TSLR vs. SKRE - Expense Ratio Comparison

TSLR has a 0.95% expense ratio, which is higher than SKRE's 0.75% expense ratio.


Dividends

TSLR vs. SKRE - Dividend Comparison

TSLR has not paid dividends to shareholders, while SKRE's dividend yield for the trailing twelve months is around 0.39%.


Frequently Asked Questions


TSLR and SKRE have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TSLR has higher volatility (41.95%) compared to SKRE (10.82%). In terms of maximum drawdown, TSLR dropped -82.80% vs SKRE's -79.33%.

On 1-year performance, TSLR leads with -18.69% vs -50.55% for SKRE. On fees, SKRE is cheaper at 0.75% per year. On volatility, SKRE has been the lower-risk option at 10.82%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, TSLR has performed better with a -18.69% return vs -50.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SKRE is cheaper with a 0.75% expense ratio, compared with 0.95% for TSLR.

SKRE has the higher dividend yield at 0.39%, compared with 0.00% for TSLR.

TSLR is categorized as Leveraged Equities, while SKRE is Inverse Equities. They also come from different issuers: GraniteShares and Tuttle. Their fees differ too: 0.95% for TSLR and 0.75% for SKRE.

TSLR currently has the higher Sharpe Ratio (-0.20 vs -1.11), 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.

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