BGFV vs. TSLY
Compare and contrast key facts about Big 5 Sporting Goods Corporation (BGFV) and YieldMax TSLA Option Income Strategy ETF (TSLY).
TSLY is an actively managed fund by YieldMax. It was launched on Nov 22, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BGFV or TSLY.
Key characteristics
| BGFV | TSLY | |
|---|---|---|
| YTD Return | -71.32% | 7.79% |
| 1Y Return | -66.50% | 16.55% |
| Sharpe Ratio | -1.00 | 0.36 |
| Sortino Ratio | -1.60 | 0.81 |
| Omega Ratio | 0.80 | 1.11 |
| Calmar Ratio | -0.69 | 0.35 |
| Martin Ratio | -1.28 | 0.88 |
| Ulcer Index | 51.45% | 18.32% |
| Daily Std Dev | 66.01% | 45.42% |
| Max Drawdown | -95.96% | -45.63% |
| Current Drawdown | -94.86% | -10.83% |
Correlation
The correlation between BGFV and TSLY is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
BGFV vs. TSLY - Performance Comparison
In the year-to-date period, BGFV achieves a -71.32% return, which is significantly lower than TSLY's 7.79% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BGFV vs. TSLY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Big 5 Sporting Goods Corporation (BGFV) 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.
Dividends
BGFV vs. TSLY - Dividend Comparison
BGFV's dividend yield for the trailing twelve months is around 12.71%, less than TSLY's 73.82% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BGFV Big 5 Sporting Goods Corporation | 12.71% | 13.80% | 11.33% | 14.89% | 2.45% | 6.67% | 19.31% | 7.89% | 3.03% | 4.00% | 2.73% | 2.02% |
TSLY YieldMax TSLA Option Income Strategy ETF | 73.82% | 76.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
BGFV vs. TSLY - Drawdown Comparison
The maximum BGFV drawdown since its inception was -95.96%, which is greater than TSLY's maximum drawdown of -45.63%. Use the drawdown chart below to compare losses from any high point for BGFV and TSLY. For additional features, visit the drawdowns tool.
Volatility
BGFV vs. TSLY - Volatility Comparison
Big 5 Sporting Goods Corporation (BGFV) and YieldMax TSLA Option Income Strategy ETF (TSLY) have volatilities of 19.86% and 20.52%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.