GraniteShares ETF Trust - GraniteShares 1.5x Long COIN Daily ETF

10-Year Study

CONL.US · · US · ETF

Executive Summary: GraniteShares ETF Trust - GraniteShares 1.5x Long COIN Daily ETF has compounded at -10.7% annually over the last 10 years, with a maximum drawdown of 90.9% and an annualized volatility of 407.8%.

1Y CAGR
-66.4%
3Y CAGR
+1.8%
5Y CAGR
-10.7%
10Y CAGR
-10.7%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
90.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.88
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.71
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
165.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +641.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -58.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-28.3-27.4-8.128.6————————-38.6%
202531.2-48.2-42.229.935.888.713.1-39.618.7-1.3-40.5-33.3-58.5%
2024-37.7129.058.7-44.715.1-6.8-3.7-37.1-9.7-8.1133.9-33.94.2%
2023100.89.51.3-30.220.519.556.5-29.3-9.82.2101.761.2641.7%
2022————————-8.30.9-45.5-33.5-66.5%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 407.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 85.3% of variance. Idiosyncratic stock-specific factors contribute 2.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-08-0110000
2022-09-019167.577159701701
2022-10-019245.89178209763
2022-11-015036.187515123962
2022-12-013347.2168244447216
2023-01-016722.298402176384
2023-02-017358.6413732923675
2023-03-017453.748175958584
2023-04-015200.809544411284
2023-05-016268.762878282358
2023-06-017490.338996722226
2023-07-0111725.561511442882
2023-08-018287.637582219353
2023-09-017475.673337097521
2023-10-017636.628951478666
2023-11-0115404.882198089064
2023-12-0124826.321925894423
2024-01-0115470.731009803992
2024-02-0135432.23365328914
2024-03-0156242.80466074663
2024-04-0131083.86557456388
2024-05-0135784.20948428208
2024-06-0133342.37715676857
2024-07-0132103.128918480932
2024-08-0120179.947643595144
2024-09-0118214.74925388457
2024-10-0116733.517631789284
2024-11-0139142.645538339704
2024-12-0125877.55640779333
2025-01-0133943.669201381505
2025-02-0117591.45871983457
2025-03-0110163.302119921098
2025-04-0113199.093662235193
2025-05-0117921.436061390454
2025-06-0133826.34392438386
2025-07-0138240.7074714203
2025-08-0123105.74673872394
2025-09-0127424.78349819979
2025-10-0127072.807667206856
2025-11-0116110.227097739287
2025-12-0110742.595675096978
2026-01-017699.47130297053
2026-02-015587.616317012899
2026-03-015132.9808686470205
2026-04-016599.546831117596
Annual Return Matrix
YearAnnual Return
20236.41700440335619
20240.042343545090440804
2025-0.5848682346273733
2026-0.38566552901023887
Total Factor Risk
4.077970266187485
VTI.US Exposure
0.06346048178944858
VEA.US Exposure
0.01261426432558451
VWO.US Exposure
-0.007502424522066286
QQQ.US Exposure
-0.004549391208218696
VTV.US Exposure
-0.008162731538257292
IJR.US Exposure
0.005096277761211137
QUAL.US Exposure
-0.01272087709461808
SHV.US Exposure
0.8529585527463117
TLT.US Exposure
0.00479393949528239
LQD.US Exposure
-0.0006428664247697717
HYG.US Exposure
-0.0023936767874953003
GLD.US Exposure
0.000366896789668892
USO.US Exposure
0.0012756629809803565
VNQ.US Exposure
0.000602289269914055
BTC-USD.CC Exposure
0.064428986845155
CPER.US Exposure
0.005576385913055316
VIX.INDX Exposure
-0.006426490787223486
UUP.US Exposure
0.00009680061843217711
TIP.US Exposure
0.011417370137602934
Idiosyncratic Exposure
0.019710549690001918
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
407.8%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+15.1%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-64.9%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
86.1% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
10.08
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is GraniteShares ETF Trust - GraniteShares 1.5x Long COIN Daily ETF a high-risk investment?

GraniteShares ETF Trust - GraniteShares 1.5x Long COIN Daily ETF (CONL.US) has an annualized volatility of 407.8% and experienced a maximum drawdown of 90.9% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of CONL.US?

Over the past 10 years, CONL.US has generated a Compound Annual Growth Rate (CAGR) of -10.7%. It has had a positive return in 50% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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