NAMM vs. TSLY
NAMM (Namib Minerals) is a stock, while TSLY (YieldMax TSLA Option Income Strategy ETF) is Options Trading fund actively managed by YieldMax. Over the past year, NAMM returned -80.21% vs 28.69% for TSLY. At a 0.28 correlation, their price movements are largely independent.
Performance
NAMM vs. TSLY - Performance Comparison
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Returns By Period
In the year-to-date period, NAMM achieves a 52.48% return, which is significantly higher than TSLY's -6.62% return.
NAMM
- 1D
- -1.28%
- 1M
- -24.88%
- 6M
- 55.21%
- YTD
- 52.48%
- 1Y
- -80.21%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TSLY
- 1D
- -2.52%
- 1M
- -1.48%
- 6M
- -6.51%
- YTD
- -6.62%
- 1Y
- 28.69%
- 3Y*
- 5.11%
- 5Y*
- —
- 10Y*
- —
NAMM vs. TSLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
NAMM Namib Minerals | 52.48% | -94.13% |
TSLY YieldMax TSLA Option Income Strategy ETF | -6.62% | 52.33% |
Correlation
The correlation between NAMM and TSLY is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Jun 6, 2025 | 0.28 |
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Return for Risk
NAMM vs. TSLY — Risk / Return Rank
NAMM
TSLY
NAMM vs. TSLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Namib Minerals (NAMM) 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.
| NAMM | TSLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.19 | ||
| Sortino ratioReturn per unit of downside risk | -1.34 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.15 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | -0.90 | 1.33 | -2.23 |
| Martin ratioReturn relative to average drawdown | -1.11 | 3.08 | -4.19 |
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Drawdowns
NAMM vs. TSLY - Drawdown Comparison
The maximum NAMM drawdown since its inception was -97.05%, which is greater than TSLY's maximum drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for NAMM and TSLY.
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Drawdown Indicators
| NAMM | TSLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.05% | -49.52% | -47.53% |
Max Drawdown (1Y)Largest decline over 1 year | -89.30% | -21.64% | -67.66% |
Max Drawdown (3Y)Largest decline over 3 years | — | -49.52% | — |
Current DrawdownCurrent decline from peak | -95.07% | -12.69% | -82.38% |
Average DrawdownAverage peak-to-trough decline | -88.83% | -19.75% | -69.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 72.18% | 9.34% | +62.84% |
Volatility
NAMM vs. TSLY - Volatility Comparison
Namib Minerals (NAMM) has a higher volatility of 18.38% compared to YieldMax TSLA Option Income Strategy ETF (TSLY) at 14.20%. This indicates that NAMM'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
| NAMM | TSLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.38% | 14.20% | +4.18% |
Volatility (6M)Calculated over the trailing 6-month period | 148.12% | 25.91% | +122.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 204.61% | 36.19% | +168.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 224.26% | 45.64% | +178.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 224.26% | 45.64% | +178.62% |
Dividends
NAMM vs. TSLY - Dividend Comparison
NAMM has not paid dividends to shareholders, while TSLY's dividend yield for the trailing twelve months is around 85.55%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
NAMM Namib Minerals | 0.00% | 0.00% | 0.00% | 0.00% |
TSLY YieldMax TSLA Option Income Strategy ETF | 85.55% | 91.19% | 82.30% | 76.47% |
Frequently Asked Questions
NAMM and TSLY have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NAMM has higher volatility (18.38%) compared to TSLY (14.20%). In terms of maximum drawdown, NAMM dropped -97.05% vs TSLY's -49.52%.
TSLY currently has the higher Sharpe Ratio (0.80 vs -0.39), 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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