CRSH vs. TSLZ

In the year-to-date period, CRSH achieves a 24.78% return, which is significantly higher than TSLZ's -11.04% return.

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CRSH has a 0.99% expense ratio, which is lower than TSLZ's 1.05% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for YieldMax Short TSLA Option Income Strategy ETF (CRSH) and T-Rex 2X Inverse Tesla Daily Target ETF (TSLZ). 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 CRSH Sharpe Ratio is -0.75, which is comparable to the TSLZ Sharpe Ratio of -0.65. The chart below compares the historical Sharpe Ratios of CRSH and TSLZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CRSH's dividend yield for the trailing twelve months is around 130.84%, more than TSLZ's 2.35% yield.

The maximum CRSH drawdown since its inception was -58.87%, smaller than the maximum TSLZ drawdown of -96.69%. Use the drawdown chart below to compare losses from any high point for CRSH and TSLZ. For additional features, visit the drawdowns tool.

The current volatility for YieldMax Short TSLA Option Income Strategy ETF (CRSH) is 16.19%, while T-Rex 2X Inverse Tesla Daily Target ETF (TSLZ) has a volatility of 38.17%. This indicates that CRSH experiences smaller price fluctuations and is considered to be less risky than TSLZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.