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TSLT vs. NVDA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSLT vs. NVDA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T-Rex 2X Long Tesla Daily Target ETF (TSLT) and NVIDIA Corporation (NVDA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TSLT achieves a -38.04% return, which is significantly lower than NVDA's 7.39% return.


TSLT

1D
-11.45%
1M
-22.15%
YTD
-38.04%
6M
-47.16%
1Y
-15.30%
3Y*
5Y*
10Y*

NVDA

1D
-4.13%
1M
-6.99%
YTD
7.39%
6M
5.85%
1Y
38.94%
3Y*
68.08%
5Y*
59.90%
10Y*
67.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSLT vs. NVDA - Yearly Performance Comparison


2026 (YTD)202520242023
TSLT
T-Rex 2X Long Tesla Daily Target ETF
-38.04%-29.49%54.17%13.02%
NVDA
NVIDIA Corporation
7.39%38.92%171.25%17.37%

Correlation

The correlation between TSLT and NVDA is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

Correlation (All Time)
Calculated using the full available price history since Oct 19, 2023

0.35

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Return for Risk

TSLT vs. NVDA — Risk / Return Rank

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

TSLT
TSLT Risk / Return Rank: 88
Overall Rank
TSLT Sharpe Ratio Rank: 77
Sharpe Ratio Rank
TSLT Sortino Ratio Rank: 1010
Sortino Ratio Rank
TSLT Omega Ratio Rank: 1010
Omega Ratio Rank
TSLT Calmar Ratio Rank: 66
Calmar Ratio Rank
TSLT Martin Ratio Rank: 66
Martin Ratio Rank

NVDA
NVDA Risk / Return Rank: 7272
Overall Rank
NVDA Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
NVDA Sortino Ratio Rank: 6969
Sortino Ratio Rank
NVDA Omega Ratio Rank: 6666
Omega Ratio Rank
NVDA Calmar Ratio Rank: 7575
Calmar Ratio Rank
NVDA Martin Ratio Rank: 7474
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.

TSLT vs. NVDA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-Rex 2X Long Tesla Daily Target ETF (TSLT) and NVIDIA Corporation (NVDA). 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.


TSLTNVDADifference
Sharpe ratioReturn per unit of total volatility

-1.28

Sortino ratioReturn per unit of downside risk

-1.29

Omega ratioGain probability vs. loss probability

1.04

1.20

-0.16

Calmar ratioReturn relative to maximum drawdown

-0.28

1.94

-2.21

Martin ratioReturn relative to average drawdown

-0.55

4.51

-5.06

TSLT vs. NVDA - Sharpe Ratio Comparison

The current TSLT Sharpe Ratio is -0.18, which is lower than the NVDA Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of TSLT and NVDA, 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

TSLT vs. NVDA - Drawdown Comparison

The maximum TSLT drawdown since its inception was -83.16%, smaller than the maximum NVDA drawdown of -89.72%. Use the drawdown chart below to compare losses from any high point for TSLT and NVDA.


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Drawdown Indicators


TSLTNVDADifference

Max Drawdown

Largest peak-to-trough decline

-83.16%

-89.72%

+6.56%

Max Drawdown (1Y)

Largest decline over 1 year

-55.08%

-20.21%

-34.87%

Max Drawdown (3Y)

Largest decline over 3 years

-36.88%

Max Drawdown (5Y)

Largest decline over 5 years

-66.34%

Max Drawdown (10Y)

Largest decline over 10 years

-66.34%

Current Drawdown

Current decline from peak

-69.90%

-15.04%

-54.86%

Average Drawdown

Average peak-to-trough decline

-50.62%

-36.16%

-14.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.13%

8.66%

+19.47%

Volatility

TSLT vs. NVDA - Volatility Comparison

T-Rex 2X Long Tesla Daily Target ETF (TSLT) has a higher volatility of 28.45% compared to NVIDIA Corporation (NVDA) at 13.29%. This indicates that TSLT's price experiences larger fluctuations and is considered to be riskier than NVDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSLTNVDADifference

Volatility (1M)

Calculated over the trailing 1-month period

28.45%

13.29%

+15.16%

Volatility (6M)

Calculated over the trailing 6-month period

56.51%

26.92%

+29.59%

Volatility (1Y)

Calculated over the trailing 1-year period

88.95%

35.50%

+53.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

116.87%

51.84%

+65.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

116.87%

49.87%

+67.00%

Dividends

TSLT vs. NVDA - Dividend Comparison

TSLT has not paid dividends to shareholders, while NVDA's dividend yield for the trailing twelve months is around 0.14%.


PositionTTM20252024202320222021202020192018201720162015
NVDA
NVIDIA Corporation
0.14%0.02%0.03%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%
TSLT
T-Rex 2X Long Tesla Daily Target ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TSLT and NVDA have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TSLT has higher volatility (28.45%) compared to NVDA (13.29%). In terms of maximum drawdown, TSLT dropped -83.16% vs NVDA's -89.72%.

NVDA currently has the higher Sharpe Ratio (1.10 vs -0.18), 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 TSLT and NVDA

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