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MFX.L vs. TSLY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MFX.L and TSLY is 0.10, 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.


-0.50.00.51.00.1

Performance

MFX.L vs. TSLY - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%60.00%SeptemberOctoberNovemberDecember2025February
-24.80%
23.85%
MFX.L
TSLY

Key characteristics

Sharpe Ratio

MFX.L:

-0.40

TSLY:

0.65

Sortino Ratio

MFX.L:

-0.35

TSLY:

1.21

Omega Ratio

MFX.L:

0.94

TSLY:

1.15

Calmar Ratio

MFX.L:

-0.20

TSLY:

0.69

Martin Ratio

MFX.L:

-0.52

TSLY:

2.51

Ulcer Index

MFX.L:

33.31%

TSLY:

12.46%

Daily Std Dev

MFX.L:

43.26%

TSLY:

48.20%

Max Drawdown

MFX.L:

-96.75%

TSLY:

-45.62%

Current Drawdown

MFX.L:

-84.03%

TSLY:

-26.64%

Returns By Period

In the year-to-date period, MFX.L achieves a 5.36% return, which is significantly higher than TSLY's -14.54% return.


MFX.L

YTD

5.36%

1M

1.72%

6M

-21.33%

1Y

-17.37%

5Y*

11.17%

10Y*

2.79%

TSLY

YTD

-14.54%

1M

-14.30%

6M

23.86%

1Y

28.58%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

MFX.L vs. TSLY — Risk-Adjusted Performance Rank

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

MFX.L
The Risk-Adjusted Performance Rank of MFX.L is 2828
Overall Rank
The Sharpe Ratio Rank of MFX.L is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of MFX.L is 2424
Sortino Ratio Rank
The Omega Ratio Rank of MFX.L is 2121
Omega Ratio Rank
The Calmar Ratio Rank of MFX.L is 3535
Calmar Ratio Rank
The Martin Ratio Rank of MFX.L is 3636
Martin Ratio Rank

TSLY
The Risk-Adjusted Performance Rank of TSLY is 3030
Overall Rank
The Sharpe Ratio Rank of TSLY is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of TSLY is 3131
Sortino Ratio Rank
The Omega Ratio Rank of TSLY is 3131
Omega Ratio Rank
The Calmar Ratio Rank of TSLY is 3333
Calmar Ratio Rank
The Martin Ratio Rank of TSLY is 2929
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MFX.L vs. TSLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Manx Financial Group plc (MFX.L) 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.


Sharpe ratio
The chart of Sharpe ratio for MFX.L, currently valued at -0.28, compared to the broader market-2.000.002.00-0.280.54
The chart of Sortino ratio for MFX.L, currently valued at -0.12, compared to the broader market-4.00-2.000.002.004.006.00-0.121.08
The chart of Omega ratio for MFX.L, currently valued at 0.98, compared to the broader market0.501.001.502.000.981.13
The chart of Calmar ratio for MFX.L, currently valued at -0.25, compared to the broader market0.002.004.006.00-0.250.57
The chart of Martin ratio for MFX.L, currently valued at -0.38, compared to the broader market-10.000.0010.0020.0030.00-0.382.04
MFX.L
TSLY

The current MFX.L Sharpe Ratio is -0.40, which is lower than the TSLY Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of MFX.L and TSLY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50SeptemberOctoberNovemberDecember2025February
-0.28
0.54
MFX.L
TSLY

Dividends

MFX.L vs. TSLY - Dividend Comparison

MFX.L's dividend yield for the trailing twelve months is around 308.54%, more than TSLY's 100.81% yield.


TTM2024202320222021
MFX.L
Manx Financial Group plc
308.54%325.07%246.82%111.05%212.18%
TSLY
YieldMax TSLA Option Income Strategy ETF
100.81%82.33%76.47%0.00%0.00%

Drawdowns

MFX.L vs. TSLY - Drawdown Comparison

The maximum MFX.L drawdown since its inception was -96.75%, which is greater than TSLY's maximum drawdown of -45.62%. Use the drawdown chart below to compare losses from any high point for MFX.L and TSLY. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-44.53%
-26.64%
MFX.L
TSLY

Volatility

MFX.L vs. TSLY - Volatility Comparison

The current volatility for Manx Financial Group plc (MFX.L) is 8.34%, while YieldMax TSLA Option Income Strategy ETF (TSLY) has a volatility of 12.77%. This indicates that MFX.L experiences smaller price fluctuations and is considered to be less risky than TSLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
8.34%
12.77%
MFX.L
TSLY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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