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 30.85%/yr vs 5.45%/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 -35.62% return, which is significantly lower than TSLY's -11.57% return.
MSTR
- 1D
- 3.13%
- 1M
- -13.07%
- 6M
- -43.69%
- YTD
- -35.62%
- 1Y
- -76.89%
- 3Y*
- 30.85%
- 5Y*
- 11.92%
- 10Y*
- 17.94%
- ALL TIME*
- 9.32%
TSLY
- 1D
- -2.57%
- 1M
- -6.31%
- 6M
- -10.51%
- YTD
- -11.57%
- 1Y
- 17.02%
- 3Y*
- 5.45%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 9.88%
MSTR vs. TSLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
MSTR Strategy Inc | -35.62% | -47.53% | 358.54% | 346.15% | -15.27% |
TSLY YieldMax TSLA Option Income Strategy ETF | -11.57% | 13.62% | 27.83% | 50.69% | -27.09% |
Correlation
The correlation between MSTR and TSLY 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 (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 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.
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.
| MSTR | TSLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.51 | ||
| Sortino ratioReturn per unit of downside risk | -3.11 | ||
| Omega ratioGain probability vs. loss probability | 0.77 | 1.10 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.95 | 0.79 | -1.74 |
| Martin ratioReturn relative to average drawdown | -1.38 | 1.79 | -3.16 |
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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 | -80.70% | -21.64% | -59.06% |
Max Drawdown (3Y)Largest decline over 3 years | -82.63% | -49.52% | -33.11% |
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 | -79.36% | -17.31% | -62.05% |
Average DrawdownAverage peak-to-trough decline | -86.43% | -19.72% | -66.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 55.87% | 9.56% | +46.31% |
Volatility
MSTR vs. TSLY - Volatility Comparison
Strategy Inc (MSTR) has a higher volatility of 25.51% compared to YieldMax TSLA Option Income Strategy ETF (TSLY) at 13.90%. 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 | 25.51% | 13.90% | +11.61% |
Volatility (6M)Calculated over the trailing 6-month period | 60.54% | 26.06% | +34.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 74.28% | 36.22% | +38.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 90.77% | 45.56% | +45.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 74.27% | 45.56% | +28.71% |
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 92.25%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
MSTR Strategy Inc | 0.00% | 0.00% | 0.00% | 0.00% |
TSLY YieldMax TSLA Option Income Strategy ETF | 92.25% | 91.19% | 82.30% | 76.47% |
Frequently Asked Questions
MSTR and TSLY 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.
MSTR has higher volatility (25.51%) compared to TSLY (13.90%). In terms of maximum drawdown, MSTR dropped -99.86% vs TSLY's -49.52%.
TSLY currently has the higher Sharpe Ratio (0.47 vs -1.04), 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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