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ECMPA.AS vs. TSLI.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ECMPA.AS vs. TSLI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Eurocommercial Properties N.V. (ECMPA.AS) and IncomeShares Tesla TSLA Options ETP (TSLI.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ECMPA.AS is traded in EUR, while TSLI.L is traded in USD. To make them comparable, the TSLI.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, ECMPA.AS achieves a 9.51% return, which is significantly higher than TSLI.L's -8.65% return.


ECMPA.AS

1D
-0.34%
1M
0.93%
YTD
9.51%
6M
9.09%
1Y
10.02%
3Y*
15.56%
5Y*
11.80%
10Y*
2.60%

TSLI.L

1D
-3.69%
1M
-0.28%
YTD
-8.65%
6M
-7.84%
1Y
44.44%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ECMPA.AS vs. TSLI.L - Yearly Performance Comparison


2026 (YTD)20252024
ECMPA.AS
Eurocommercial Properties N.V.
9.51%26.23%-2.84%
TSLI.L
IncomeShares Tesla TSLA Options ETP
-8.65%23.84%34.48%

Correlation

The correlation between ECMPA.AS and TSLI.L is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.13

Correlation (All Time)
Calculated using the full available price history since Jul 26, 2024

0.09

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Return for Risk

ECMPA.AS vs. TSLI.L — Risk / Return Rank

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

ECMPA.AS
ECMPA.AS Risk / Return Rank: 5656
Overall Rank
ECMPA.AS Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
ECMPA.AS Sortino Ratio Rank: 5353
Sortino Ratio Rank
ECMPA.AS Omega Ratio Rank: 5151
Omega Ratio Rank
ECMPA.AS Calmar Ratio Rank: 6060
Calmar Ratio Rank
ECMPA.AS Martin Ratio Rank: 5757
Martin Ratio Rank

TSLI.L
TSLI.L Risk / Return Rank: 3535
Overall Rank
TSLI.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
TSLI.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
TSLI.L Omega Ratio Rank: 3333
Omega Ratio Rank
TSLI.L Calmar Ratio Rank: 3939
Calmar Ratio Rank
TSLI.L Martin Ratio Rank: 3333
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.

ECMPA.AS vs. TSLI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eurocommercial Properties N.V. (ECMPA.AS) and IncomeShares Tesla TSLA Options ETP (TSLI.L). 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.


ECMPA.ASTSLI.LDifference
Sharpe ratioReturn per unit of total volatility

-0.62

Sortino ratioReturn per unit of downside risk

-0.79

Omega ratioGain probability vs. loss probability

1.11

1.21

-0.09

Calmar ratioReturn relative to maximum drawdown

0.88

1.81

-0.93

Martin ratioReturn relative to average drawdown

1.56

4.60

-3.04

ECMPA.AS vs. TSLI.L - Sharpe Ratio Comparison

The current ECMPA.AS Sharpe Ratio is 0.56, which is lower than the TSLI.L Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of ECMPA.AS and TSLI.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ECMPA.ASTSLI.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

1.18

-0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.59

-0.33

Drawdowns

ECMPA.AS vs. TSLI.L - Drawdown Comparison

The maximum ECMPA.AS drawdown since its inception was -76.29%, which is greater than TSLI.L's maximum drawdown of -44.23%. Use the drawdown chart below to compare losses from any high point for ECMPA.AS and TSLI.L.


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Drawdown Indicators


ECMPA.ASTSLI.LDifference

Max Drawdown

Largest peak-to-trough decline

-76.29%

-44.23%

-32.06%

Max Drawdown (1Y)

Largest decline over 1 year

-11.25%

-24.39%

+13.14%

Max Drawdown (3Y)

Largest decline over 3 years

-15.26%

Max Drawdown (5Y)

Largest decline over 5 years

-26.49%

Max Drawdown (10Y)

Largest decline over 10 years

-76.27%

Current Drawdown

Current decline from peak

-4.78%

-14.26%

+9.48%

Average Drawdown

Average peak-to-trough decline

-13.57%

-14.19%

+0.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.37%

9.60%

-3.23%

Volatility

ECMPA.AS vs. TSLI.L - Volatility Comparison

The current volatility for Eurocommercial Properties N.V. (ECMPA.AS) is 4.65%, while IncomeShares Tesla TSLA Options ETP (TSLI.L) has a volatility of 12.04%. This indicates that ECMPA.AS experiences smaller price fluctuations and is considered to be less risky than TSLI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ECMPA.ASTSLI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.65%

12.04%

-7.39%

Volatility (6M)

Calculated over the trailing 6-month period

13.65%

25.60%

-11.95%

Volatility (1Y)

Calculated over the trailing 1-year period

17.65%

37.83%

-20.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.11%

43.78%

-18.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.04%

43.78%

-11.74%

Dividends

ECMPA.AS vs. TSLI.L - Dividend Comparison

ECMPA.AS's dividend yield for the trailing twelve months is around 11.07%, less than TSLI.L's 74.25% yield.


PositionTTM20252024202320222021202020192018201720162015
ECMPA.AS
Eurocommercial Properties N.V.
11.07%6.91%7.66%7.21%6.73%2.62%0.00%9.20%8.41%6.10%5.91%5.25%
TSLI.L
IncomeShares Tesla TSLA Options ETP
74.25%73.68%19.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ECMPA.AS and TSLI.L have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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