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 -95.39% vs 6.43% for TSLA. Their 0.41 correlation means their historical movements had little consistent relationship.
Performance
MST vs. TSLA - Performance Comparison
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Returns By Period
In the year-to-date period, MST achieves a -71.85% return, which is significantly lower than TSLA's -28.38% return.
MST
- 1D
- 2.77%
- 1M
- -7.51%
- 6M
- -65.49%
- YTD
- -71.85%
- 1Y
- -95.39%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -93.11%
TSLA
- 1D
- 3.49%
- 1M
- -18.14%
- 6M
- -23.64%
- YTD
- -28.38%
- 1Y
- 6.43%
- 3Y*
- 8.26%
- 5Y*
- 6.33%
- 10Y*
- 35.59%
- ALL TIME*
- 41.07%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $621.27K | $597.13K | $1.39M | |
TSLA Tesla, Inc. | $15.38B | $14.53B | $18.58B |
MST vs. TSLA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MST Defiance Leveraged Long Income MSTR ETF | -71.85% | -87.60% |
TSLA Tesla, Inc. | -28.38% | 60.32% |
Correlation
The correlation between MST and TSLA is 0.45, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.45 |
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 | -0.85 | ||
| Sortino ratioReturn per unit of downside risk | -2.75 | ||
| Omega ratioGain probability vs. loss probability | 0.77 | 1.06 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.98 | 0.17 | -1.15 |
| Martin ratioReturn relative to average drawdown | -1.23 | 0.42 | -1.64 |
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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 | -96.92% | -39.10% | -57.82% |
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 | -97.00% | -34.25% | -62.75% |
Average DrawdownAverage peak-to-trough decline | -66.49% | -22.72% | -43.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 77.59% | 15.46% | +62.13% |
Volatility
MST vs. TSLA - Volatility Comparison
Defiance Leveraged Long Income MSTR ETF (MST) has a higher volatility of 27.38% compared to Tesla, Inc. (TSLA) at 19.87%. 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 | 27.38% | 19.87% | +7.51% |
Volatility (6M)Calculated over the trailing 6-month period | 108.00% | 34.56% | +73.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 134.67% | 46.42% | +88.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 126.67% | 59.68% | +66.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 126.67% | 59.46% | +67.21% |
Dividends
MST vs. TSLA - Dividend Comparison
MST's dividend yield for the trailing twelve months is around 1,010.47%, while TSLA has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
MST Defiance Leveraged Long Income MSTR ETF | 1,010.47% | 381.22% |
TSLA Tesla, Inc. | 0.00% | 0.00% |
Frequently Asked Questions
MST and TSLA have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MST has higher volatility (27.38%) compared to TSLA (19.87%). In terms of maximum drawdown, MST dropped -97.68% vs TSLA's -73.63%.
TSLA currently has the higher Sharpe Ratio (0.14 vs -0.71), 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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