MST vs. TSLA
MST (Defiance Leveraged Long Income MSTR ETF) is Derivative Income fund actively managed by Defiance, while TSLA (Tesla, Inc.) is a stock. Over the past year, MST returned -97.01% vs 25.92% for TSLA. At a 0.41 correlation, their price movements are largely independent.
Performance
MST vs. TSLA - Performance Comparison
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Returns By Period
In the year-to-date period, MST achieves a -74.03% return, which is significantly lower than TSLA's -12.22% return.
MST
- 1D
- -4.63%
- 1M
- -47.34%
- 6M
- -76.65%
- YTD
- -74.03%
- 1Y
- -97.01%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TSLA
- 1D
- -3.19%
- 1M
- -2.87%
- 6M
- -12.07%
- YTD
- -12.22%
- 1Y
- 25.92%
- 3Y*
- 11.95%
- 5Y*
- 12.63%
- 10Y*
- 38.97%
MST vs. TSLA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MST Defiance Leveraged Long Income MSTR ETF | -74.03% | -87.60% |
TSLA Tesla, Inc. | -12.22% | 60.32% |
Correlation
The correlation between MST and TSLA is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since May 2, 2025 | 0.41 |
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Return for Risk
MST vs. TSLA — Risk / Return Rank
MST
TSLA
MST vs. TSLA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Defiance Leveraged Long Income MSTR ETF (MST) and Tesla, Inc. (TSLA). 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.
| MST | TSLA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.31 | ||
| Sortino ratioReturn per unit of downside risk | -3.72 | ||
| Omega ratioGain probability vs. loss probability | 0.73 | 1.13 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.99 | 0.87 | -1.86 |
| Martin ratioReturn relative to average drawdown | -1.23 | 1.91 | -3.14 |
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Drawdowns
MST vs. TSLA - Drawdown Comparison
The maximum MST drawdown since its inception was -97.68%, which is greater than TSLA's maximum drawdown of -73.63%. Use the drawdown chart below to compare losses from any high point for MST and TSLA.
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Drawdown Indicators
| MST | TSLA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.68% | -73.63% | -24.05% |
Max Drawdown (1Y)Largest decline over 1 year | -97.68% | -29.93% | -67.75% |
Max Drawdown (3Y)Largest decline over 3 years | — | -53.77% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -73.63% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -73.63% | — |
Current DrawdownCurrent decline from peak | -97.23% | -19.42% | -77.81% |
Average DrawdownAverage peak-to-trough decline | -64.96% | -22.70% | -42.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 78.62% | 13.61% | +65.01% |
Volatility
MST vs. TSLA - Volatility Comparison
Defiance Leveraged Long Income MSTR ETF (MST) has a higher volatility of 49.06% compared to Tesla, Inc. (TSLA) at 17.43%. This indicates that MST's price experiences larger fluctuations and is considered to be riskier than TSLA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MST | TSLA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 49.06% | 17.43% | +31.63% |
Volatility (6M)Calculated over the trailing 6-month period | 110.36% | 31.20% | +79.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 134.35% | 44.82% | +89.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 127.68% | 59.30% | +68.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 127.68% | 59.26% | +68.42% |
Dividends
MST vs. TSLA - Dividend Comparison
MST's dividend yield for the trailing twelve months is around 1,341.56%, while TSLA has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
MST Defiance Leveraged Long Income MSTR ETF | 1,341.56% | 381.22% |
TSLA Tesla, Inc. | 0.00% | 0.00% |
Frequently Asked Questions
MST and TSLA have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MST has higher volatility (49.06%) compared to TSLA (17.43%). In terms of maximum drawdown, MST dropped -97.68% vs TSLA's -73.63%.
TSLA currently has the higher Sharpe Ratio (0.58 vs -0.72), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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