TSLR vs. TSLL

The year-to-date returns for both stocks are quite close, with TSLR having a -61.11% return and TSLL slightly lower at -61.31%.

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TSLR has a 1.50% expense ratio, which is higher than TSLL's 1.08% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Long TSLA Daily ETF (TSLR) and Direxion Daily TSLA Bull 1.5X Shares (TSLL). 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 0.24, which is comparable to the TSLL Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of TSLR and TSLL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

TSLR has not paid dividends to shareholders, while TSLL's dividend yield for the trailing twelve months is around 6.49%.

The maximum TSLR drawdown since its inception was -82.80%, roughly equal to the maximum TSLL drawdown of -82.88%. Use the drawdown chart below to compare losses from any high point for TSLR and TSLL. For additional features, visit the drawdowns tool.

GraniteShares 2x Long TSLA Daily ETF (TSLR) and Direxion Daily TSLA Bull 1.5X Shares (TSLL) have volatilities of 59.31% and 59.19%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.