CHRS vs. TSLY

In the year-to-date period, CHRS achieves a -43.55% return, which is significantly lower than TSLY's -10.10% return.

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This table presents a comparison of risk-adjusted performance metrics for Coherus BioSciences, Inc. (CHRS) 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 current CHRS Sharpe Ratio is -0.58, which is lower than the TSLY Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of CHRS 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.

CHRS has not paid dividends to shareholders, while TSLY's dividend yield for the trailing twelve months is around 116.54%.

The maximum CHRS drawdown since its inception was -98.21%, which is greater than TSLY's maximum drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for CHRS and TSLY.

Coherus BioSciences, Inc. (CHRS) has a higher volatility of 28.15% compared to YieldMax TSLA Option Income Strategy ETF (TSLY) at 10.71%. This indicates that CHRS's price experiences larger fluctuations and is considered to be riskier than TSLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.