MSTR vs. TSLY
MSTR (Strategy Inc) is a stock, while TSLY (YieldMax TSLA Option Income Strategy ETF) is Options Trading fund actively managed by YieldMax. Over the past 3 years, MSTR returned 65.16%/yr vs 11.84%/yr for TSLY. At a 0.38 correlation, their price movements are largely independent.
Performance
MSTR vs. TSLY - Performance Comparison
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Returns By Period
In the year-to-date period, MSTR achieves a -16.29% return, which is significantly lower than TSLY's -4.80% return.
MSTR
- 1D
- 5.61%
- 1M
- -32.19%
- YTD
- -16.29%
- 6M
- -30.75%
- 1Y
- -66.03%
- 3Y*
- 65.16%
- 5Y*
- 19.92%
- 10Y*
- 21.08%
TSLY
- 1D
- 4.18%
- 1M
- -3.87%
- YTD
- -4.80%
- 6M
- -2.72%
- 1Y
- 38.89%
- 3Y*
- 11.84%
- 5Y*
- —
- 10Y*
- —
MSTR vs. TSLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
MSTR Strategy Inc | -16.29% | -47.53% | 358.54% | 346.15% | -19.74% |
TSLY YieldMax TSLA Option Income Strategy ETF | -4.80% | 13.62% | 27.83% | 50.69% | -27.02% |
Correlation
The correlation between MSTR and TSLY is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Nov 25, 2022 | 0.38 |
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Return for Risk
MSTR vs. TSLY — Risk / Return Rank
MSTR
TSLY
MSTR vs. TSLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Strategy Inc (MSTR) 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.
| MSTR | TSLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.03 | ||
| Sortino ratioReturn per unit of downside risk | -3.25 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 1.19 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.86 | 1.81 | -2.67 |
| Martin ratioReturn relative to average drawdown | -1.27 | 4.37 | -5.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MSTR | TSLY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.94 | 1.09 | -2.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.28 | -0.15 |
Drawdowns
MSTR vs. TSLY - Drawdown Comparison
The maximum MSTR drawdown since its inception was -99.86%, which is greater than TSLY's maximum drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for MSTR and TSLY.
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Drawdown Indicators
| MSTR | TSLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.86% | -49.52% | -50.34% |
Max Drawdown (1Y)Largest decline over 1 year | -76.53% | -21.64% | -54.89% |
Max Drawdown (3Y)Largest decline over 3 years | -77.42% | -49.52% | -27.90% |
Max Drawdown (5Y)Largest decline over 5 years | -84.11% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -89.27% | — | — |
Current DrawdownCurrent decline from peak | -73.15% | -10.98% | -62.17% |
Average DrawdownAverage peak-to-trough decline | -86.47% | -19.97% | -66.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 52.19% | 8.93% | +43.26% |
Volatility
MSTR vs. TSLY - Volatility Comparison
Strategy Inc (MSTR) has a higher volatility of 21.43% compared to YieldMax TSLA Option Income Strategy ETF (TSLY) at 12.39%. This indicates that MSTR's price experiences larger fluctuations and is considered to be riskier than TSLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSTR | TSLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.43% | 12.39% | +9.04% |
Volatility (6M)Calculated over the trailing 6-month period | 56.80% | 23.46% | +33.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 70.82% | 35.88% | +34.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 90.87% | 45.60% | +45.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 73.77% | 45.60% | +28.17% |
Dividends
MSTR vs. TSLY - Dividend Comparison
MSTR has not paid dividends to shareholders, while TSLY's dividend yield for the trailing twelve months is around 88.79%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
MSTR Strategy Inc | 0.00% | 0.00% | 0.00% | 0.00% |
TSLY YieldMax TSLA Option Income Strategy ETF | 88.79% | 91.19% | 82.30% | 76.47% |
Frequently Asked Questions
MSTR and TSLY have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSTR has higher volatility (21.43%) compared to TSLY (12.39%). In terms of maximum drawdown, MSTR dropped -99.86% vs TSLY's -49.52%.
TSLY currently has the higher Sharpe Ratio (1.09 vs -0.94), 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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