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 -92.85% vs 23.07% for TSLA. At a 0.40 correlation, their price movements are largely independent.
Performance
MST vs. TSLA - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MST achieves a -46.90% return, which is significantly lower than TSLA's -5.79% return.
MST
- 1D
- -14.62%
- 1M
- -51.85%
- YTD
- -46.90%
- 6M
- -62.90%
- 1Y
- -92.85%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TSLA
- 1D
- -0.01%
- 1M
- 7.95%
- YTD
- -5.79%
- 6M
- -5.16%
- 1Y
- 23.07%
- 3Y*
- 25.57%
- 5Y*
- 16.24%
- 10Y*
- 40.05%
MST vs. TSLA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MST Defiance Leveraged Long Income MSTR ETF | -46.90% | -87.72% |
TSLA Tesla, Inc. | -5.79% | 56.58% |
Correlation
The correlation between MST and TSLA is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since May 5, 2025 | 0.40 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
| MST | TSLA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.23 | ||
| Sortino ratioReturn per unit of downside risk | -2.98 | ||
| Omega ratioGain probability vs. loss probability | 0.78 | 1.12 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.98 | 0.77 | -1.75 |
| Martin ratioReturn relative to average drawdown | -1.28 | 1.81 | -3.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| MST | TSLA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.74 | 0.50 | -1.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.28 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.68 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.74 | 0.73 | -1.48 |
Drawdowns
MST vs. TSLA - Drawdown Comparison
The maximum MST drawdown since its inception was -94.99%, 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.
Loading charts...
Drawdown Indicators
| MST | TSLA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.99% | -73.63% | -21.36% |
Max Drawdown (1Y)Largest decline over 1 year | -94.99% | -29.93% | -65.06% |
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 | -94.34% | -13.51% | -80.83% |
Average DrawdownAverage peak-to-trough decline | -62.22% | -22.73% | -39.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 72.32% | 12.84% | +59.48% |
Volatility
MST vs. TSLA - Volatility Comparison
Defiance Leveraged Long Income MSTR ETF (MST) has a higher volatility of 35.73% compared to Tesla, Inc. (TSLA) at 12.12%. 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.
Loading charts...
Volatility by Period
| MST | TSLA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 35.73% | 12.12% | +23.61% |
Volatility (6M)Calculated over the trailing 6-month period | 101.54% | 27.28% | +74.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 126.60% | 46.36% | +80.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 123.87% | 58.85% | +65.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 123.87% | 59.11% | +64.76% |
Dividends
MST vs. TSLA - Dividend Comparison
MST's dividend yield for the trailing twelve months is around 891.75%, while TSLA has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
MST Defiance Leveraged Long Income MSTR ETF | 891.75% | 381.22% |
TSLA Tesla, Inc. | 0.00% | 0.00% |
Frequently Asked Questions
MST and TSLA have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MST has higher volatility (35.73%) compared to TSLA (12.12%). In terms of maximum drawdown, MST dropped -94.99% vs TSLA's -73.63%.
TSLA currently has the higher Sharpe Ratio (0.50 vs -0.74), 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.
Find the right allocation for MST and TSLA
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer