PG vs. TSLY
PG (The Procter & Gamble Company) is a stock, while TSLY (YieldMax TSLA Option Income Strategy ETF) is Options Trading fund actively managed by YieldMax. Over the past 3 years, PG returned 3.69%/yr vs 10.28%/yr for TSLY. At a correlation of -0.01, they often move in opposite directions.
Performance
PG vs. TSLY - Performance Comparison
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Returns By Period
In the year-to-date period, PG achieves a 5.93% return, which is significantly higher than TSLY's -5.22% return.
PG
- 1D
- 0.86%
- 1M
- 5.18%
- YTD
- 5.93%
- 6M
- 6.28%
- 1Y
- -5.68%
- 3Y*
- 3.69%
- 5Y*
- 4.73%
- 10Y*
- 8.96%
TSLY
- 1D
- 1.66%
- 1M
- -6.99%
- YTD
- -5.22%
- 6M
- -7.03%
- 1Y
- 29.62%
- 3Y*
- 10.28%
- 5Y*
- —
- 10Y*
- —
PG vs. TSLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
PG The Procter & Gamble Company | 5.93% | -12.26% | 17.25% | -0.86% | 4.08% |
TSLY YieldMax TSLA Option Income Strategy ETF | -5.22% | 13.62% | 27.83% | 50.69% | -27.09% |
Correlation
The correlation between PG and TSLY is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2022 | -0.01 |
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Return for Risk
PG vs. TSLY — Risk / Return Rank
PG
TSLY
PG vs. TSLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Procter & Gamble Company (PG) 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.
| PG | TSLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.13 | ||
| Sortino ratioReturn per unit of downside risk | -1.61 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.16 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | 1.38 | -1.74 |
| Martin ratioReturn relative to average drawdown | -0.68 | 3.27 | -3.95 |
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Drawdowns
PG vs. TSLY - Drawdown Comparison
The maximum PG drawdown since its inception was -54.25%, which is greater than TSLY's maximum drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for PG and TSLY.
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Drawdown Indicators
| PG | TSLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.25% | -49.52% | -4.73% |
Max Drawdown (1Y)Largest decline over 1 year | -15.52% | -21.64% | +6.12% |
Max Drawdown (3Y)Largest decline over 3 years | -21.15% | -49.52% | +28.37% |
Max Drawdown (5Y)Largest decline over 5 years | -23.77% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -23.77% | — | — |
Current DrawdownCurrent decline from peak | -13.29% | -11.38% | -1.91% |
Average DrawdownAverage peak-to-trough decline | -12.16% | -19.92% | +7.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.80% | 9.09% | -0.29% |
Volatility
PG vs. TSLY - Volatility Comparison
The current volatility for The Procter & Gamble Company (PG) is 6.99%, while YieldMax TSLA Option Income Strategy ETF (TSLY) has a volatility of 12.68%. This indicates that PG 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.
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Volatility by Period
| PG | TSLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.99% | 12.68% | -5.69% |
Volatility (6M)Calculated over the trailing 6-month period | 15.01% | 23.97% | -8.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.78% | 35.92% | -17.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.82% | 45.59% | -27.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.05% | 45.59% | -26.54% |
Dividends
PG vs. TSLY - Dividend Comparison
PG's dividend yield for the trailing twelve months is around 2.85%, less than TSLY's 83.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PG The Procter & Gamble Company | 2.85% | 2.91% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% |
TSLY YieldMax TSLA Option Income Strategy ETF | 83.90% | 91.19% | 82.30% | 76.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
PG and TSLY have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSLY has higher volatility (12.68%) compared to PG (6.99%). In terms of maximum drawdown, PG dropped -54.25% vs TSLY's -49.52%.
TSLY currently has the higher Sharpe Ratio (0.83 vs -0.30), 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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