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 -87.17% vs 15.73% for TSLY. At a 0.26 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 81.19% return, which is significantly higher than TSLY's -9.17% return.
NAMM
- 1D
- 0.55%
- 1M
- 27.97%
- YTD
- 81.19%
- 6M
- 75.96%
- 1Y
- -87.17%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TSLY
- 1D
- -4.63%
- 1M
- -8.15%
- YTD
- -9.17%
- 6M
- -14.89%
- 1Y
- 15.73%
- 3Y*
- 8.26%
- 5Y*
- —
- 10Y*
- —
NAMM vs. TSLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
NAMM Namib Minerals | 81.19% | -94.13% |
TSLY YieldMax TSLA Option Income Strategy ETF | -9.17% | 52.33% |
Correlation
The correlation between NAMM and TSLY is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Jun 6, 2025 | 0.26 |
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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 | -0.85 | ||
| Sortino ratioReturn per unit of downside risk | -1.13 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.10 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | -0.93 | 0.73 | -1.66 |
| Martin ratioReturn relative to average drawdown | -1.09 | 1.73 | -2.81 |
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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 | -93.36% | -21.64% | -71.72% |
Max Drawdown (3Y)Largest decline over 3 years | — | -49.52% | — |
Current DrawdownCurrent decline from peak | -94.14% | -15.07% | -79.07% |
Average DrawdownAverage peak-to-trough decline | -88.55% | -19.87% | -68.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 80.65% | 9.28% | +71.37% |
Volatility
NAMM vs. TSLY - Volatility Comparison
Namib Minerals (NAMM) has a higher volatility of 41.49% compared to YieldMax TSLA Option Income Strategy ETF (TSLY) at 12.37%. 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 | 41.49% | 12.37% | +29.12% |
Volatility (6M)Calculated over the trailing 6-month period | 148.15% | 23.73% | +124.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 216.35% | 36.06% | +180.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 229.33% | 45.52% | +183.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 229.33% | 45.52% | +183.81% |
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 89.48%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
NAMM Namib Minerals | 0.00% | 0.00% | 0.00% | 0.00% |
TSLY YieldMax TSLA Option Income Strategy ETF | 89.48% | 91.19% | 82.30% | 76.47% |
Frequently Asked Questions
NAMM and TSLY have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NAMM has higher volatility (41.49%) compared to TSLY (12.37%). In terms of maximum drawdown, NAMM dropped -97.05% vs TSLY's -49.52%.
TSLY currently has the higher Sharpe Ratio (0.44 vs -0.40), 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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