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LI.PA vs. TSLI.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LI.PA vs. TSLI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Klepierre SA (LI.PA) 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

LI.PA 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, LI.PA achieves a 13.10% return, which is significantly higher than TSLI.L's -21.73% return.


LI.PA

1D
-0.22%
1M
5.94%
YTD
13.10%
6M
13.10%
1Y
18.90%
3Y*
25.82%
5Y*
18.65%
10Y*
4.49%

TSLI.L

1D
0.00%
1M
-7.51%
YTD
-21.73%
6M
-23.75%
1Y
6.30%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LI.PA vs. TSLI.L - Yearly Performance Comparison


2026 (YTD)20252024
LI.PA
Klepierre SA
13.10%28.66%5.14%
TSLI.L
IncomeShares Tesla TSLA Options ETP
-21.73%1.89%32.40%

Correlation

The correlation between LI.PA and TSLI.L is 0.00, 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

0.00

Correlation (All Time)
Calculated using the full available price history since Aug 12, 2024

0.04

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Return for Risk

LI.PA vs. TSLI.L — Risk / Return Rank

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

LI.PA
LI.PA Risk / Return Rank: 7373
Overall Rank
LI.PA Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
LI.PA Sortino Ratio Rank: 7272
Sortino Ratio Rank
LI.PA Omega Ratio Rank: 7171
Omega Ratio Rank
LI.PA Calmar Ratio Rank: 7474
Calmar Ratio Rank
LI.PA Martin Ratio Rank: 7272
Martin Ratio Rank

TSLI.L
TSLI.L Risk / Return Rank: 1010
Overall Rank
TSLI.L Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
TSLI.L Sortino Ratio Rank: 1111
Sortino Ratio Rank
TSLI.L Omega Ratio Rank: 1010
Omega Ratio Rank
TSLI.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
TSLI.L Martin Ratio Rank: 1010
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.

LI.PA vs. TSLI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Klepierre SA (LI.PA) 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.

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.


LI.PATSLI.LDifference
Sharpe ratioReturn per unit of total volatility

+0.98

Sortino ratioReturn per unit of downside risk

+1.23

Omega ratioGain probability vs. loss probability

1.21

1.06

+0.15

Calmar ratioReturn relative to maximum drawdown

1.68

0.19

+1.50

Martin ratioReturn relative to average drawdown

3.65

0.40

+3.25

LI.PA vs. TSLI.L - Sharpe Ratio Comparison

The current LI.PA Sharpe Ratio is 1.15, which is higher than the TSLI.L Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of LI.PA 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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Drawdowns

LI.PA vs. TSLI.L - Drawdown Comparison

The maximum LI.PA drawdown since its inception was -78.40%, 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 LI.PA and TSLI.L.


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Drawdown Indicators


LI.PATSLI.LDifference

Max Drawdown

Largest peak-to-trough decline

-78.40%

-44.23%

-34.17%

Max Drawdown (1Y)

Largest decline over 1 year

-11.08%

-33.20%

+22.12%

Max Drawdown (3Y)

Largest decline over 3 years

-13.27%

Max Drawdown (5Y)

Largest decline over 5 years

-28.92%

Max Drawdown (10Y)

Largest decline over 10 years

-71.00%

Current Drawdown

Current decline from peak

-0.22%

-26.54%

+26.32%

Average Drawdown

Average peak-to-trough decline

-25.53%

-16.98%

-8.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.14%

15.56%

-10.42%

Volatility

LI.PA vs. TSLI.L - Volatility Comparison

The current volatility for Klepierre SA (LI.PA) is 4.72%, while IncomeShares Tesla TSLA Options ETP (TSLI.L) has a volatility of 10.54%. This indicates that LI.PA 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


LI.PATSLI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.72%

10.54%

-5.82%

Volatility (6M)

Calculated over the trailing 6-month period

13.48%

26.89%

-13.41%

Volatility (1Y)

Calculated over the trailing 1-year period

16.30%

38.16%

-21.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.88%

44.28%

-18.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.65%

44.28%

-8.63%

Dividends

LI.PA vs. TSLI.L - Dividend Comparison

LI.PA's dividend yield for the trailing twelve months is around 5.05%, less than TSLI.L's 35.17% yield.


PositionTTM20252024202320222021202020192018201720162015
LI.PA
Klepierre SA
5.05%5.48%6.47%7.09%7.90%0.00%5.98%3.10%7.27%4.96%4.55%3.90%
TSLI.L
IncomeShares Tesla TSLA Options ETP
35.17%55.94%5.04%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


LI.PA and TSLI.L have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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