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OARK vs. TSLY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between OARK and TSLY is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

OARK vs. TSLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax Innovation Option Income Strategy ETF (OARK) and YieldMax TSLA Option Income Strategy ETF (TSLY). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%NovemberDecember2025FebruaryMarchApril
0.61%
0.47%
OARK
TSLY

Key characteristics

Sharpe Ratio

OARK:

0.16

TSLY:

0.69

Sortino Ratio

OARK:

0.45

TSLY:

1.29

Omega Ratio

OARK:

1.06

TSLY:

1.16

Calmar Ratio

OARK:

0.16

TSLY:

0.79

Martin Ratio

OARK:

0.52

TSLY:

1.92

Ulcer Index

OARK:

10.81%

TSLY:

20.25%

Daily Std Dev

OARK:

34.47%

TSLY:

56.65%

Max Drawdown

OARK:

-35.48%

TSLY:

-49.52%

Current Drawdown

OARK:

-23.83%

TSLY:

-38.66%

Returns By Period

In the year-to-date period, OARK achieves a -14.15% return, which is significantly higher than TSLY's -28.55% return.


OARK

YTD

-14.15%

1M

-8.06%

6M

-6.13%

1Y

1.95%

5Y*

N/A

10Y*

N/A

TSLY

YTD

-28.55%

1M

-1.58%

6M

-1.66%

1Y

22.63%

5Y*

N/A

10Y*

N/A

*Annualized

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OARK vs. TSLY - Expense Ratio Comparison

Both OARK and TSLY have an expense ratio of 0.99%.


Expense ratio chart for OARK: current value is 0.99%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
OARK: 0.99%
Expense ratio chart for TSLY: current value is 0.99%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TSLY: 0.99%

Risk-Adjusted Performance

OARK vs. TSLY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

OARK
The Risk-Adjusted Performance Rank of OARK is 3737
Overall Rank
The Sharpe Ratio Rank of OARK is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of OARK is 3939
Sortino Ratio Rank
The Omega Ratio Rank of OARK is 3939
Omega Ratio Rank
The Calmar Ratio Rank of OARK is 3737
Calmar Ratio Rank
The Martin Ratio Rank of OARK is 3434
Martin Ratio Rank

TSLY
The Risk-Adjusted Performance Rank of TSLY is 7272
Overall Rank
The Sharpe Ratio Rank of TSLY is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of TSLY is 7777
Sortino Ratio Rank
The Omega Ratio Rank of TSLY is 7474
Omega Ratio Rank
The Calmar Ratio Rank of TSLY is 7878
Calmar Ratio Rank
The Martin Ratio Rank of TSLY is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

OARK vs. TSLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Innovation Option Income Strategy ETF (OARK) 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.


The chart of Sharpe ratio for OARK, currently valued at 0.16, compared to the broader market-1.000.001.002.003.004.00
OARK: 0.16
TSLY: 0.69
The chart of Sortino ratio for OARK, currently valued at 0.45, compared to the broader market-2.000.002.004.006.008.00
OARK: 0.45
TSLY: 1.29
The chart of Omega ratio for OARK, currently valued at 1.06, compared to the broader market0.501.001.502.00
OARK: 1.06
TSLY: 1.16
The chart of Calmar ratio for OARK, currently valued at 0.16, compared to the broader market0.002.004.006.008.0010.0012.00
OARK: 0.16
TSLY: 0.79
The chart of Martin ratio for OARK, currently valued at 0.52, compared to the broader market0.0020.0040.0060.00
OARK: 0.52
TSLY: 1.92

The current OARK Sharpe Ratio is 0.16, which is lower than the TSLY Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of OARK and TSLY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
0.16
0.69
OARK
TSLY

Dividends

OARK vs. TSLY - Dividend Comparison

OARK's dividend yield for the trailing twelve months is around 61.17%, less than TSLY's 134.53% yield.


Drawdowns

OARK vs. TSLY - Drawdown Comparison

The maximum OARK drawdown since its inception was -35.48%, smaller than the maximum TSLY drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for OARK and TSLY. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-23.83%
-38.66%
OARK
TSLY

Volatility

OARK vs. TSLY - Volatility Comparison

The current volatility for YieldMax Innovation Option Income Strategy ETF (OARK) is 18.92%, while YieldMax TSLA Option Income Strategy ETF (TSLY) has a volatility of 23.69%. This indicates that OARK experiences smaller price fluctuations and is considered to be less risky than TSLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
18.92%
23.69%
OARK
TSLY