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BGFV vs. TSLY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BGFV vs. TSLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Big 5 Sporting Goods Corporation (BGFV) and YieldMax TSLA Option Income Strategy ETF (TSLY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


BGFV

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*

TSLY

1D
-1.05%
1M
4.95%
YTD
-2.70%
6M
-3.20%
1Y
27.37%
3Y*
14.39%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BGFV vs. TSLY - Yearly Performance Comparison


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Return for Risk

BGFV vs. TSLY — Risk / Return Rank

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

BGFV

TSLY
TSLY Risk / Return Rank: 2424
Overall Rank
TSLY Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
TSLY Sortino Ratio Rank: 2222
Sortino Ratio Rank
TSLY Omega Ratio Rank: 2323
Omega Ratio Rank
TSLY Calmar Ratio Rank: 2727
Calmar Ratio Rank
TSLY Martin Ratio Rank: 2424
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.

BGFV vs. TSLY - Risk-Adjusted Trends 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.


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

BGFV vs. TSLY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BGFVTSLYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

Drawdowns

BGFV vs. TSLY - Drawdown Comparison

The maximum BGFV drawdown since its inception was 0.00%, smaller than the maximum TSLY drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for BGFV and TSLY.


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Drawdown Indicators


BGFVTSLYDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-49.52%

+49.52%

Max Drawdown (1Y)

Largest decline over 1 year

-21.64%

Max Drawdown (3Y)

Largest decline over 3 years

-49.52%

Current Drawdown

Current decline from peak

0.00%

-9.03%

+9.03%

Average Drawdown

Average peak-to-trough decline

0.00%

-19.99%

+19.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.95%

Volatility

BGFV vs. TSLY - Volatility Comparison


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Volatility by Period


BGFVTSLYDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.02%

Volatility (6M)

Calculated over the trailing 6-month period

22.40%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

38.20%

-38.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

45.48%

-45.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

45.48%

-45.48%

Dividends

BGFV vs. TSLY - Dividend Comparison

BGFV has not paid dividends to shareholders, while TSLY's dividend yield for the trailing twelve months is around 86.88%.


PositionTTM202520242023
BGFV
Big 5 Sporting Goods Corporation
0.00%0.00%0.00%0.00%
TSLY
YieldMax TSLA Option Income Strategy ETF
86.88%91.19%82.30%76.47%
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