TGTX vs. TSLY

Last updated Jun 9, 2026

TGTX (TG Therapeutics, Inc.) is a stock, while TSLY (YieldMax TSLA Option Income Strategy ETF) is Options Trading fund actively managed by YieldMax. Over the past 3 years, TGTX returned 14.25%/yr vs 11.84%/yr for TSLY. At a 0.20 correlation, their price movements are largely independent.

Performance

TGTX vs. TSLY - Performance Comparison

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

Returns By Period

In the year-to-date period, TGTX achieves a 37.37% return, which is significantly higher than TSLY's -4.80% return.

TGTX

• 1D: 1.97%
• 1M: -4.46%
• YTD: 37.37%
• 6M: 32.83%
• 1Y: 2.22%
• 3Y*: 14.25%
• 5Y*: 1.88%
• 10Y*: 19.05%

TSLY

• 1D: 4.18%
• 1M: -3.87%
• YTD: -4.80%
• 6M: -2.72%
• 1Y: 38.89%
• 3Y*: 11.84%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

TGTX vs. TSLY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
TGTX TG Therapeutics, Inc.	37.37%	-0.96%	76.23%	44.38%	44.80%
TSLY YieldMax TSLA Option Income Strategy ETF	-4.80%	13.62%	27.83%	50.69%	-27.02%

Correlation

The correlation between TGTX and TSLY is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.15
Correlation (3Y) Calculated over the trailing 3-year period	0.21
Correlation (All Time) Calculated using the full available price history since Nov 25, 2022	0.20

Return for Risk

TGTX vs. TSLY — Risk / Return Rank

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

TGTX

TGTX Risk / Return Rank: 43
TGTX Sharpe Ratio Rank: 44
TGTX Sortino Ratio Rank: 41
TGTX Omega Ratio Rank: 41
TGTX Calmar Ratio Rank: 44
TGTX Martin Ratio Rank: 43

TSLY

TSLY Risk / Return Rank: 34
TSLY Sharpe Ratio Rank: 33
TSLY Sortino Ratio Rank: 33
TSLY Omega Ratio Rank: 32
TSLY Calmar Ratio Rank: 40
TSLY Martin Ratio Rank: 32

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TGTX vs. TSLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TG Therapeutics, Inc. (TGTX) 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.

	TGTX	TSLY	Difference
Sharpe ratio: Return per unit of total volatility	0.05	1.09	-1.04
Sortino ratio: Return per unit of downside risk	0.42	1.60	-1.18
Omega ratio: Gain probability vs. loss probability	1.05	1.19	-0.14
Calmar ratio: Return relative to maximum drawdown	0.07	1.81	-1.74
Martin ratio: Return relative to average drawdown	0.12	4.37	-4.25
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TGTX vs. TSLY - Sharpe Ratio Comparison

The current TGTX Sharpe Ratio is 0.05, which is lower than the TSLY Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of TGTX and TSLY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TGTX	TSLY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.05	1.09	-1.04
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.02	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.22	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.05	0.28	-0.32

Drawdowns

TGTX vs. TSLY - Drawdown Comparison

The maximum TGTX drawdown since its inception was -99.52%, which is greater than TSLY's maximum drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for TGTX and TSLY.

Drawdown Indicators

	TGTX	TSLY	Difference
Max Drawdown Largest peak-to-trough decline	-99.52%	-49.52%	-50.00%
Max Drawdown (1Y) Largest decline over 1 year	-33.76%	-21.64%	-12.12%
Max Drawdown (3Y) Largest decline over 3 years	-75.69%	-49.52%	-26.17%
Max Drawdown (5Y) Largest decline over 5 years	-90.75%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-93.19%	—	—
Current Drawdown Current decline from peak	-82.46%	-10.98%	-71.48%
Average Drawdown Average peak-to-trough decline	-91.46%	-19.97%	-71.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	19.61%	8.93%	+10.68%

Volatility

TGTX vs. TSLY - Volatility Comparison

TG Therapeutics, Inc. (TGTX) and YieldMax TSLA Option Income Strategy ETF (TSLY) have volatilities of 12.21% and 12.39%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TGTX	TSLY	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.21%	12.39%	-0.18%
Volatility (6M) Calculated over the trailing 6-month period	33.01%	23.46%	+9.55%
Volatility (1Y) Calculated over the trailing 1-year period	46.28%	35.88%	+10.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	87.69%	45.60%	+42.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	86.86%	45.60%	+41.26%

Dividends

TGTX vs. TSLY - Dividend Comparison

TGTX has not paid dividends to shareholders, while TSLY's dividend yield for the trailing twelve months is around 88.79%.

Position	TTM	2025	2024	2023
TGTX TG Therapeutics, Inc.	0.00%	0.00%	0.00%	0.00%
TSLY YieldMax TSLA Option Income Strategy ETF	88.79%	91.19%	82.30%	76.47%

Frequently Asked Questions

Can I hold both TGTX and TSLY in my portfolio?

TGTX and TSLY have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TGTX or TSLY?

TSLY has higher volatility (12.39%) compared to TGTX (12.21%). In terms of maximum drawdown, TGTX dropped -99.52% vs TSLY's -49.52%.

Which has better risk-adjusted returns?

TSLY currently has the higher Sharpe Ratio (1.09 vs 0.05), 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.