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 -68.78% vs 7.14% for TSLY. Their 0.28 correlation means their historical movements had little consistent relationship.
Performance
NAMM vs. TSLY - Performance Comparison
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Returns By Period
In the year-to-date period, NAMM achieves a 31.68% return, which is significantly higher than TSLY's -24.18% return.
NAMM
- 1D
- -4.32%
- 1M
- -26.52%
- 6M
- -63.86%
- YTD
- 31.68%
- 1Y
- -68.78%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -89.20%
TSLY
- 1D
- 0.62%
- 1M
- -18.26%
- 6M
- -22.89%
- YTD
- -24.18%
- 1Y
- 7.14%
- 3Y*
- -0.29%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 5.31%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
NAMM Namib Minerals | $452.57K | $422.89K | $2.24M |
| $13.88M | $12.88M | $17.43M |
NAMM vs. TSLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
NAMM Namib Minerals | 31.68% | -94.13% |
TSLY YieldMax TSLA Option Income Strategy ETF | -24.18% | 52.33% |
Correlation
The correlation between NAMM and TSLY is 0.27, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 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 | -0.48 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.06 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | -0.84 | 0.18 | -1.02 |
| Martin ratioReturn relative to average drawdown | -1.11 | 0.52 | -1.63 |
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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 | -79.37% | -31.78% | -47.59% |
Max Drawdown (3Y)Largest decline over 3 years | — | -49.52% | — |
Current DrawdownCurrent decline from peak | -95.74% | -29.10% | -66.64% |
Average DrawdownAverage peak-to-trough decline | -89.15% | -19.79% | -69.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 59.72% | 10.80% | +48.92% |
Volatility
NAMM vs. TSLY - Volatility Comparison
Namib Minerals (NAMM) has a higher volatility of 23.25% compared to YieldMax TSLA Option Income Strategy ETF (TSLY) at 18.70%. 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 | 23.25% | 18.70% | +4.55% |
Volatility (6M)Calculated over the trailing 6-month period | 92.00% | 29.69% | +62.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 202.25% | 38.29% | +163.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 219.62% | 46.00% | +173.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 219.62% | 46.00% | +173.62% |
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 111.92%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
NAMM Namib Minerals | 0.00% | 0.00% | 0.00% | 0.00% |
TSLY YieldMax TSLA Option Income Strategy ETF | 111.92% | 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 (23.25%) compared to TSLY (18.70%). In terms of maximum drawdown, NAMM dropped -97.05% vs TSLY's -49.52%.
TSLY currently has the higher Sharpe Ratio (0.15 vs -0.33), 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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