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APLY vs. TSLY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between APLY and TSLY is 0.55, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

APLY vs. TSLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax AAPL Option Income Strategy ETF (APLY) and YieldMax TSLA Option Income Strategy ETF (TSLY). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%NovemberDecember2025FebruaryMarchApril
11.47%
6.12%
APLY
TSLY

Key characteristics

Sharpe Ratio

APLY:

0.40

TSLY:

0.69

Sortino Ratio

APLY:

0.73

TSLY:

1.29

Omega Ratio

APLY:

1.11

TSLY:

1.16

Calmar Ratio

APLY:

0.35

TSLY:

0.79

Martin Ratio

APLY:

1.38

TSLY:

1.92

Ulcer Index

APLY:

7.84%

TSLY:

20.25%

Daily Std Dev

APLY:

27.30%

TSLY:

56.65%

Max Drawdown

APLY:

-31.09%

TSLY:

-49.52%

Current Drawdown

APLY:

-17.77%

TSLY:

-38.66%

Returns By Period

In the year-to-date period, APLY achieves a -15.68% return, which is significantly higher than TSLY's -28.55% return.


APLY

YTD

-15.68%

1M

-5.81%

6M

-10.10%

1Y

9.04%

5Y*

N/A

10Y*

N/A

TSLY

YTD

-28.55%

1M

-1.58%

6M

-1.66%

1Y

22.63%

5Y*

N/A

10Y*

N/A

*Annualized

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APLY vs. TSLY - Expense Ratio Comparison

Both APLY and TSLY have an expense ratio of 0.99%.


Expense ratio chart for APLY: current value is 0.99%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
APLY: 0.99%
Expense ratio chart for TSLY: current value is 0.99%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TSLY: 0.99%

Risk-Adjusted Performance

APLY vs. TSLY — Risk-Adjusted Performance Rank

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

APLY
The Risk-Adjusted Performance Rank of APLY is 5353
Overall Rank
The Sharpe Ratio Rank of APLY is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of APLY is 5555
Sortino Ratio Rank
The Omega Ratio Rank of APLY is 5757
Omega Ratio Rank
The Calmar Ratio Rank of APLY is 5252
Calmar Ratio Rank
The Martin Ratio Rank of APLY is 5151
Martin Ratio Rank

TSLY
The Risk-Adjusted Performance Rank of TSLY is 7272
Overall Rank
The Sharpe Ratio Rank of TSLY is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of TSLY is 7777
Sortino Ratio Rank
The Omega Ratio Rank of TSLY is 7474
Omega Ratio Rank
The Calmar Ratio Rank of TSLY is 7878
Calmar Ratio Rank
The Martin Ratio Rank of TSLY is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

APLY vs. TSLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax AAPL Option Income Strategy ETF (APLY) and YieldMax TSLA Option Income Strategy ETF (TSLY). 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 chart of Sharpe ratio for APLY, currently valued at 0.40, compared to the broader market-1.000.001.002.003.004.00
APLY: 0.40
TSLY: 0.69
The chart of Sortino ratio for APLY, currently valued at 0.73, compared to the broader market-2.000.002.004.006.008.00
APLY: 0.73
TSLY: 1.29
The chart of Omega ratio for APLY, currently valued at 1.11, compared to the broader market0.501.001.502.00
APLY: 1.11
TSLY: 1.16
The chart of Calmar ratio for APLY, currently valued at 0.35, compared to the broader market0.002.004.006.008.0010.0012.00
APLY: 0.35
TSLY: 0.79
The chart of Martin ratio for APLY, currently valued at 1.38, compared to the broader market0.0020.0040.0060.00
APLY: 1.38
TSLY: 1.92

The current APLY Sharpe Ratio is 0.40, which is lower than the TSLY Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of APLY and TSLY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.40
0.69
APLY
TSLY

Dividends

APLY vs. TSLY - Dividend Comparison

APLY's dividend yield for the trailing twelve months is around 30.46%, less than TSLY's 134.53% yield.


TTM20242023
APLY
YieldMax AAPL Option Income Strategy ETF
30.46%24.95%14.36%
TSLY
YieldMax TSLA Option Income Strategy ETF
134.53%82.33%76.47%

Drawdowns

APLY vs. TSLY - Drawdown Comparison

The maximum APLY drawdown since its inception was -31.09%, smaller than the maximum TSLY drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for APLY and TSLY. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-17.77%
-38.66%
APLY
TSLY

Volatility

APLY vs. TSLY - Volatility Comparison

The current volatility for YieldMax AAPL Option Income Strategy ETF (APLY) is 20.07%, while YieldMax TSLA Option Income Strategy ETF (TSLY) has a volatility of 23.69%. This indicates that APLY experiences smaller price fluctuations and is considered to be less risky than TSLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
20.07%
23.69%
APLY
TSLY