K vs. TSLY

Last updated Jun 13, 2026

K (Kellogg Company) is a stock, while TSLY (YieldMax TSLA Option Income Strategy ETF) is Options Trading fund actively managed by YieldMax. At a 0.01 correlation, their price movements are largely independent.

Performance

K vs. TSLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kellogg Company (K) and YieldMax TSLA Option Income Strategy ETF (TSLY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

K

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

TSLY

• 1D: 1.66%
• 1M: -6.99%
• YTD: -5.22%
• 6M: -7.03%
• 1Y: 29.62%
• 3Y*: 10.28%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

K vs. TSLY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
K Kellogg Company	0.00%	5.99%	49.75%	-7.44%	-0.28%
TSLY YieldMax TSLA Option Income Strategy ETF	-5.22%	13.62%	27.83%	50.69%	-27.09%

Correlation

The correlation between K and TSLY is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.04
Correlation (3Y) Calculated over the trailing 3-year period	0.03
Correlation (All Time) Calculated using the full available price history since Nov 23, 2022	0.01

Return for Risk

K vs. TSLY — Risk / Return Rank

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

K

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

TSLY

TSLY Risk / Return Rank: 27
TSLY Sharpe Ratio Rank: 26
TSLY Sortino Ratio Rank: 26
TSLY Omega Ratio Rank: 26
TSLY Calmar Ratio Rank: 31
TSLY Martin Ratio Rank: 27

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.

K vs. TSLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kellogg Company (K) 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.

	K	TSLY	Difference
Sharpe ratio: Return per unit of total volatility	—	0.83	—
Sortino ratio: Return per unit of downside risk	—	1.30	—
Omega ratio: Gain probability vs. loss probability	—	1.16	—
Calmar ratio: Return relative to maximum drawdown	—	1.38	—
Martin ratio: Return relative to average drawdown	—	3.27	—

Drawdowns

Drawdown Indicators

	K	TSLY	Difference
Max Drawdown Largest peak-to-trough decline	—	-49.52%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-21.64%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-49.52%	—
Current Drawdown Current decline from peak	—	-11.38%	—
Average Drawdown Average peak-to-trough decline	—	-19.92%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	9.09%	—

Volatility

Volatility by Period

	K	TSLY	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	12.68%	—
Volatility (6M) Calculated over the trailing 6-month period	—	23.97%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	35.92%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	45.59%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	45.59%	—

Dividends

K vs. TSLY - Dividend Comparison

K has not paid dividends to shareholders, while TSLY's dividend yield for the trailing twelve months is around 83.90%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
K Kellogg Company	1.39%	2.76%	2.79%	10.56%	3.28%	3.59%	3.66%	3.27%	3.86%	3.12%	2.77%	2.74%
TSLY YieldMax TSLA Option Income Strategy ETF	83.90%	91.19%	82.30%	76.47%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both K and TSLY in my portfolio?

K and TSLY have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.