CRCO vs. TSLY
CRCO (YieldMax CRCL Option Income Strategy ETF) and TSLY (YieldMax TSLA Option Income Strategy ETF) are both exchange-traded funds - CRCO is a Derivative Income fund actively managed by YieldMax, while TSLY is a Options Trading fund actively managed by YieldMax. Both are actively managed. At a 0.31 correlation, their price movements are largely independent. CRCO charges 1.01%/yr vs 1.07%/yr for TSLY.
Performance
CRCO vs. TSLY - Performance Comparison
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Returns By Period
In the year-to-date period, CRCO achieves a -10.55% return, which is significantly lower than TSLY's -4.21% return.
CRCO
- 1D
- 0.89%
- 1M
- -15.21%
- 6M
- -15.09%
- YTD
- -10.55%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TSLY
- 1D
- -0.04%
- 1M
- 2.73%
- 6M
- -3.60%
- YTD
- -4.21%
- 1Y
- 32.01%
- 3Y*
- 7.64%
- 5Y*
- —
- 10Y*
- —
CRCO vs. TSLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CRCO YieldMax CRCL Option Income Strategy ETF | -10.55% | -38.00% |
TSLY YieldMax TSLA Option Income Strategy ETF | -4.21% | 3.31% |
Correlation
The correlation between CRCO and TSLY is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 30, 2025 | 0.31 |
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Return for Risk
CRCO vs. TSLY — Risk / Return Rank
CRCO
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
TSLY
CRCO vs. TSLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax CRCL Option Income Strategy ETF (CRCO) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CRCO | TSLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.17 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.54 | — |
| Martin ratioReturn relative to average drawdown | — | 3.58 | — |
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Drawdowns
CRCO vs. TSLY - Drawdown Comparison
The maximum CRCO drawdown since its inception was -61.75%, which is greater than TSLY's maximum drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for CRCO and TSLY.
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Drawdown Indicators
| CRCO | TSLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.75% | -49.52% | -12.23% |
Max Drawdown (1Y)Largest decline over 1 year | — | -21.64% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -49.52% | — |
Current DrawdownCurrent decline from peak | -49.70% | -10.44% | -39.26% |
Average DrawdownAverage peak-to-trough decline | -34.62% | -19.76% | -14.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 9.31% | — |
Volatility
CRCO vs. TSLY - Volatility Comparison
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Volatility by Period
| CRCO | TSLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 14.40% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 25.81% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 85.06% | 36.25% | +48.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 85.06% | 45.65% | +39.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 85.06% | 45.65% | +39.41% |
CRCO vs. TSLY - Expense Ratio Comparison
CRCO has a 1.01% expense ratio, which is lower than TSLY's 1.07% expense ratio.
Dividends
CRCO vs. TSLY - Dividend Comparison
CRCO's dividend yield for the trailing twelve months is around 139.69%, more than TSLY's 83.40% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
CRCO YieldMax CRCL Option Income Strategy ETF | 139.69% | 35.79% | 0.00% | 0.00% |
TSLY YieldMax TSLA Option Income Strategy ETF | 83.40% | 91.19% | 82.30% | 76.47% |
Frequently Asked Questions
CRCO and TSLY have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CRCO is cheaper at 1.01% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CRCO is cheaper with a 1.01% expense ratio, compared with 1.07% for TSLY.
CRCO has the higher dividend yield at 139.69%, compared with 83.40% for TSLY.
CRCO is categorized as Derivative Income, while TSLY is Options Trading. Their fees differ too: 1.01% for CRCO and 1.07% for TSLY.
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