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TSYX vs. CONL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TSYX vs. CONL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TSPY Lift ETF (TSYX) and GraniteShares 2x Long COIN Daily ETF (CONL). The values are adjusted to include any dividend payments, if applicable.

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TSYX vs. CONL - Yearly Performance Comparison


Returns By Period


TSYX

1D
4.07%
1M
-7.63%
YTD
6M
1Y
3Y*
5Y*
10Y*

CONL

1D
16.67%
1M
-8.14%
YTD
-52.22%
6M
-81.28%
1Y
-49.49%
3Y*
-11.69%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TSYX vs. CONL - Expense Ratio Comparison

TSYX has a 0.98% expense ratio, which is lower than CONL's 1.15% expense ratio.


Return for Risk

TSYX vs. CONL — Risk / Return Rank

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

TSYX

CONL
CONL Risk / Return Rank: 1010
Overall Rank
CONL Sharpe Ratio Rank: 66
Sharpe Ratio Rank
CONL Sortino Ratio Rank: 1818
Sortino Ratio Rank
CONL Omega Ratio Rank: 1717
Omega Ratio Rank
CONL Calmar Ratio Rank: 33
Calmar Ratio Rank
CONL Martin Ratio Rank: 55
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.

TSYX vs. CONL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TSPY Lift ETF (TSYX) and GraniteShares 2x Long COIN Daily ETF (CONL). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

TSYX vs. CONL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TSYXCONLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.61

-0.17

-1.44

Correlation

The correlation between TSYX and CONL is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TSYX vs. CONL - Dividend Comparison

TSYX's dividend yield for the trailing twelve months is around 3.46%, while CONL has not paid dividends to shareholders.


TTM20252024
TSYX
TSPY Lift ETF
3.46%0.00%0.00%
CONL
GraniteShares 2x Long COIN Daily ETF
0.00%0.00%0.31%

Drawdowns

TSYX vs. CONL - Drawdown Comparison

The maximum TSYX drawdown since its inception was -13.39%, smaller than the maximum CONL drawdown of -93.95%. Use the drawdown chart below to compare losses from any high point for TSYX and CONL.


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Drawdown Indicators


TSYXCONLDifference

Max Drawdown

Largest peak-to-trough decline

-13.39%

-93.95%

+80.56%

Max Drawdown (1Y)

Largest decline over 1 year

-92.02%

Current Drawdown

Current decline from peak

-9.86%

-91.78%

+81.92%

Average Drawdown

Average peak-to-trough decline

-3.75%

-54.28%

+50.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

54.87%

Volatility

TSYX vs. CONL - Volatility Comparison


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Volatility by Period


TSYXCONLDifference

Volatility (1M)

Calculated over the trailing 1-month period

45.82%

Volatility (6M)

Calculated over the trailing 6-month period

103.19%

Volatility (1Y)

Calculated over the trailing 1-year period

20.22%

149.22%

-129.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.22%

151.01%

-130.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.22%

151.01%

-130.79%