TSLZ vs. TSLA

In the year-to-date period, TSLZ achieves a -11.04% return, which is significantly higher than TSLA's -26.14% return.

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This table presents a comparison of risk-adjusted performance metrics for T-Rex 2X Inverse Tesla Daily Target ETF (TSLZ) and Tesla, Inc. (TSLA). 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 TSLZ Sharpe Ratio is -0.65, which is lower than the TSLA Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of TSLZ and TSLA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

TSLZ's dividend yield for the trailing twelve months is around 2.35%, while TSLA has not paid dividends to shareholders.

The maximum TSLZ drawdown since its inception was -96.69%, which is greater than TSLA's maximum drawdown of -73.63%. Use the drawdown chart below to compare losses from any high point for TSLZ and TSLA. For additional features, visit the drawdowns tool.

T-Rex 2X Inverse Tesla Daily Target ETF (TSLZ) has a higher volatility of 38.17% compared to Tesla, Inc. (TSLA) at 18.43%. This indicates that TSLZ's price experiences larger fluctuations and is considered to be riskier than TSLA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.