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 -94.85% vs 9.44% for TSLA. At a 0.42 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 -64.78% return, which is significantly lower than TSLA's -15.14% return.
MST
- 1D
- -9.27%
- 1M
- -57.88%
- YTD
- -64.78%
- 6M
- -66.93%
- 1Y
- -94.85%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TSLA
- 1D
- -5.79%
- 1M
- -10.42%
- YTD
- -15.14%
- 6M
- -21.41%
- 1Y
- 9.44%
- 3Y*
- 14.14%
- 5Y*
- 10.99%
- 10Y*
- 40.34%
MST vs. TSLA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MST Defiance Leveraged Long Income MSTR ETF | -64.78% | -87.60% |
TSLA Tesla, Inc. | -15.14% | 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 | 0.42 |
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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 | -0.95 | ||
| Sortino ratioReturn per unit of downside risk | -2.84 | ||
| Omega ratioGain probability vs. loss probability | 0.76 | 1.07 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.99 | 0.32 | -1.30 |
| Martin ratioReturn relative to average drawdown | -1.26 | 0.72 | -1.97 |
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Drawdowns
MST vs. TSLA - Drawdown Comparison
The maximum MST drawdown since its inception was -96.24%, 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 | -96.24% | -73.63% | -22.61% |
Max Drawdown (1Y)Largest decline over 1 year | -96.24% | -29.93% | -66.31% |
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 | -96.24% | -22.10% | -74.14% |
Average DrawdownAverage peak-to-trough decline | -63.50% | -22.71% | -40.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 75.46% | 13.37% | +62.09% |
Volatility
MST vs. TSLA - Volatility Comparison
Defiance Leveraged Long Income MSTR ETF (MST) has a higher volatility of 40.51% compared to Tesla, Inc. (TSLA) at 14.29%. 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 | 40.51% | 14.29% | +26.22% |
Volatility (6M)Calculated over the trailing 6-month period | 103.49% | 28.36% | +75.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 129.73% | 44.68% | +85.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 124.35% | 59.03% | +65.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 124.35% | 59.11% | +65.24% |
Dividends
MST vs. TSLA - Dividend Comparison
MST's dividend yield for the trailing twelve months is around 1,159.04%, while TSLA has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
MST Defiance Leveraged Long Income MSTR ETF | 1,159.04% | 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 (40.51%) compared to TSLA (14.29%). In terms of maximum drawdown, MST dropped -96.24% vs TSLA's -73.63%.
TSLA currently has the higher Sharpe Ratio (0.22 vs -0.73), 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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