PortfoliosLab logoPortfoliosLab logo
GOOO.L vs. TSLI.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GOOO.L vs. TSLI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in IncomeShares Alphabet (GOOG) Options ETP GBP (GOOO.L) and IncomeShares Tesla TSLA Options ETP (TSLI.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

GOOO.L vs. TSLI.L - Yearly Performance Comparison


2026 (YTD)20252024
GOOO.L
IncomeShares Alphabet (GOOG) Options ETP GBP
-4.64%35.20%25.15%
TSLI.L
IncomeShares Tesla TSLA Options ETP
-14.68%30.51%23.80%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, GOOO.L achieves a -4.64% return, which is significantly higher than TSLI.L's -14.68% return.


GOOO.L

1D
0.15%
1M
-4.30%
YTD
-4.64%
6M
11.84%
1Y
57.04%
3Y*
5Y*
10Y*

TSLI.L

1D
-2.41%
1M
-5.45%
YTD
-14.68%
6M
-1.35%
1Y
55.75%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GOOO.L vs. TSLI.L - Expense Ratio Comparison

Both GOOO.L and TSLI.L have an expense ratio of 0.55%.


Return for Risk

GOOO.L vs. TSLI.L — Risk / Return Rank

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

GOOO.L
GOOO.L Risk / Return Rank: 9292
Overall Rank
GOOO.L Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
GOOO.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
GOOO.L Omega Ratio Rank: 8787
Omega Ratio Rank
GOOO.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
GOOO.L Martin Ratio Rank: 9393
Martin Ratio Rank

TSLI.L
TSLI.L Risk / Return Rank: 7373
Overall Rank
TSLI.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
TSLI.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
TSLI.L Omega Ratio Rank: 6565
Omega Ratio Rank
TSLI.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
TSLI.L Martin Ratio Rank: 6464
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.

GOOO.L vs. TSLI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares Alphabet (GOOG) Options ETP GBP (GOOO.L) 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.


GOOO.LTSLI.LDifference

Sharpe ratio

Return per unit of total volatility

2.21

1.42

+0.79

Sortino ratio

Return per unit of downside risk

2.98

2.00

+0.98

Omega ratio

Gain probability vs. loss probability

1.37

1.25

+0.12

Calmar ratio

Return relative to maximum drawdown

4.59

2.93

+1.67

Martin ratio

Return relative to average drawdown

15.62

7.33

+8.29

GOOO.L vs. TSLI.L - Sharpe Ratio Comparison

The current GOOO.L Sharpe Ratio is 2.21, which is higher than the TSLI.L Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of GOOO.L and TSLI.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


GOOO.LTSLI.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.21

1.42

+0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

1.45

0.61

+0.84

Correlation

The correlation between GOOO.L and TSLI.L is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

GOOO.L vs. TSLI.L - Dividend Comparison

GOOO.L's dividend yield for the trailing twelve months is around 19.31%, less than TSLI.L's 74.76% yield.


TTM20252024
GOOO.L
IncomeShares Alphabet (GOOG) Options ETP GBP
19.31%11.49%1.94%
TSLI.L
IncomeShares Tesla TSLA Options ETP
74.76%73.68%19.21%

Drawdowns

GOOO.L vs. TSLI.L - Drawdown Comparison

The maximum GOOO.L drawdown since its inception was -28.28%, smaller than the maximum TSLI.L drawdown of -43.88%. Use the drawdown chart below to compare losses from any high point for GOOO.L and TSLI.L.


Loading graphics...

Drawdown Indicators


GOOO.LTSLI.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.28%

-41.20%

+12.92%

Max Drawdown (1Y)

Largest decline over 1 year

-13.85%

-21.48%

+7.63%

Current Drawdown

Current decline from peak

-11.31%

-21.48%

+10.17%

Average Drawdown

Average peak-to-trough decline

-7.92%

-11.65%

+3.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.07%

7.92%

-3.85%

Volatility

GOOO.L vs. TSLI.L - Volatility Comparison

The current volatility for IncomeShares Alphabet (GOOG) Options ETP GBP (GOOO.L) is 5.93%, while IncomeShares Tesla TSLA Options ETP (TSLI.L) has a volatility of 8.56%. This indicates that GOOO.L 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.


Loading graphics...

Volatility by Period


GOOO.LTSLI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.93%

8.56%

-2.63%

Volatility (6M)

Calculated over the trailing 6-month period

15.99%

22.65%

-6.66%

Volatility (1Y)

Calculated over the trailing 1-year period

25.73%

39.06%

-13.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.55%

42.91%

-17.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.55%

42.91%

-17.36%