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CUSIP
88636J451
Issuer
YieldMax
Inception Date
Aug 20, 2024
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Alternatives
Assets Under Management
$123M

Share Price Chart


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Performance

TSMY Performance Chart

YieldMax TSM Option Income Strategy ETF (TSMY) is up 30.4% since the beginning of the year. TSMY is currently trading at $16 per share.


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S&P 500 Index

Returns By Period

YieldMax TSM Option Income Strategy ETF (TSMY) has returned 30.41% so far this year and 77.96% over the past 12 months.


YieldMax TSM Option Income Strategy ETF

1D
-5.99%
1M
0.97%
YTD
30.41%
6M
32.21%
1Y
77.96%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-2.64%
1M
-0.21%
YTD
7.86%
6M
7.47%
1Y
23.05%
3Y*
19.90%
5Y*
11.79%
10Y*
13.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSMY Monthly Returns History

Based on dividend-adjusted daily data since Aug 21, 2024, TSMY's average daily return is +0.18%, while the average monthly return is +3.28%. At this rate, an investment would double in approximately 1.8 years.

Historically, 65% of months were positive and 35% were negative. The best month was Sep 2025 with a return of +15.7%, while the worst month was Feb 2025 at -10.7%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 2 months.

On a daily basis, TSMY closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +8.9%, while the worst single day was Jan 27, 2025 at -13.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.99%11.06%-7.42%14.59%4.88%-1.37%30.41%
20250.65%-10.65%-4.96%1.00%13.91%13.18%5.36%-3.02%15.70%7.00%-2.83%3.07%41.00%
20241.10%-3.66%7.82%-2.20%5.30%8.15%

Benchmark Metrics

YieldMax TSM Option Income Strategy ETF has an annualized alpha of 24.63%, beta of 1.34, and R2 of 0.44 versus S&P 500 Index. Calculated based on daily prices since August 22, 2024.

  • This ETF captured 153.47% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -10.08%) - a profile typical of hedging or uncorrelated assets.
  • R2 of 0.44 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
24.63%
Beta
1.34
0.44
Upside Capture
153.47%
Downside Capture
-10.08%

Expense Ratio

TSMY has a high expense ratio of 0.99%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

TSMY ranks 86 for risk / return — in the top 86% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


TSMY Risk / Return Rank: 8686
Overall Rank
TSMY Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
TSMY Sortino Ratio Rank: 8282
Sortino Ratio Rank
TSMY Omega Ratio Rank: 8181
Omega Ratio Rank
TSMY Calmar Ratio Rank: 9090
Calmar Ratio Rank
TSMY Martin Ratio Rank: 9090
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for YieldMax TSM Option Income Strategy ETF (TSMY) and compare them to S&P 500 Index.


TSMYBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.70

Sortino ratioReturn per unit of downside risk

+0.60

Omega ratioGain probability vs. loss probability

1.44

1.36

+0.07

Calmar ratioReturn relative to maximum drawdown

5.15

2.69

+2.46

Martin ratioReturn relative to average drawdown

19.03

12.34

+6.68

Dividends

Dividend History

YieldMax TSM Option Income Strategy ETF provided a 56.24% dividend yield over the last twelve months, with an annual payout of $9.18 per share.


10.00%20.00%30.00%40.00%50.00%60.00%$0.00$2.00$4.00$6.00$8.0020242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$9.18$8.82$2.61

Dividend yield

56.24%56.76%13.71%

Monthly Dividends

The table displays the monthly dividend distributions for YieldMax TSM Option Income Strategy ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.66$0.55$0.63$0.89$0.67$0.15$3.54
2025$0.64$0.60$0.58$0.56$0.79$0.90$0.64$0.95$0.38$1.73$0.53$0.52$8.82
2024$1.26$0.54$0.81$2.61

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the YieldMax TSM Option Income Strategy ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the YieldMax TSM Option Income Strategy ETF was 31.15%, occurring on Apr 8, 2025. Recovery took 52 trading sessions.

The current YieldMax TSM Option Income Strategy ETF drawdown is 6.14%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-31.15%Apr 2025
3mo 1d2mo 17d
5mo 18dJan 2025 - Jun 2025
2026 correction2026
-15.50%Mar 2026
1mo 2d23d
1mo 25dFeb 2026 - Apr 2026
2024 pullback2024
-9.11%Nov 2024
1mo 10d26d
2mo 6dOct 2024 - Dec 2024
2025 pullback2025
-8.80%Dec 2025
6d16d
22dDec 2025 - Jan 2026
2025 pullback2025
-8.41%Nov 2025
17d19d
1mo 6dNov 2025 - Dec 2025

Drawdown Indicators


TSMYBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-31.15%

-56.78%

+25.63%

Max Drawdown (1Y)

Largest decline over 1 year

-15.50%

-9.10%

-6.40%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-6.14%

-2.97%

-3.17%

Average Drawdown

Average peak-to-trough decline

-5.50%

-10.72%

+5.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.19%

1.97%

+2.22%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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