TLSA vs. TSLY

Last updated Apr 1, 2026

Compare and contrast key facts about Tiziana Life Sciences PLC (TLSA) and YieldMax TSLA Option Income Strategy ETF (TSLY).

TSLY is an actively managed fund by YieldMax. It was launched on Nov 22, 2022.

Performance

TLSA vs. TSLY - Performance Comparison

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

TLSA vs. TSLY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
TLSA Tiziana Life Sciences PLC	-21.48%	114.02%	24.32%	-6.43%	-7.94%
TSLY YieldMax TSLA Option Income Strategy ETF	-10.58%	13.62%	27.83%	50.69%	-27.02%

Returns By Period

In the year-to-date period, TLSA achieves a -21.48% return, which is significantly lower than TSLY's -10.58% return.

TLSA

• 1D: -5.65%
• 1M: -19.31%
• YTD: -21.48%
• 6M: -45.83%
• 1Y: 8.33%
• 3Y*: 2.34%
• 5Y*: -15.71%
• 10Y*: —

TSLY

• 1D: 4.28%
• 1M: -4.61%
• YTD: -10.58%
• 6M: -7.92%
• 1Y: 50.14%
• 3Y*: 11.46%
• 5Y*: —
• 10Y*: —

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

Return for Risk

TLSA vs. TSLY — Risk / Return Rank

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

TLSA

TLSA Risk / Return Rank: 46
TLSA Sharpe Ratio Rank: 45
TLSA Sortino Ratio Rank: 52
TLSA Omega Ratio Rank: 48
TLSA Calmar Ratio Rank: 43
TLSA Martin Ratio Rank: 43

TSLY

TSLY Risk / Return Rank: 70
TSLY Sharpe Ratio Rank: 68
TSLY Sortino Ratio Rank: 70
TSLY Omega Ratio Rank: 64
TSLY Calmar Ratio Rank: 86
TSLY Martin Ratio Rank: 64

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.

TLSA vs. TSLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tiziana Life Sciences PLC (TLSA) 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.

	TLSA	TSLY	Difference
Sharpe ratio Return per unit of total volatility	0.09	1.14	-1.05
Sortino ratio Return per unit of downside risk	0.87	1.68	-0.81
Omega ratio Gain probability vs. loss probability	1.09	1.22	-0.13
Calmar ratio Return relative to maximum drawdown	0.08	2.46	-2.37
Martin ratio Return relative to average drawdown	0.16	5.91	-5.76
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TLSA vs. TSLY - Sharpe Ratio Comparison

The current TLSA Sharpe Ratio is 0.09, which is lower than the TSLY Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of TLSA 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.

Sharpe Ratios by Period

	TLSA	TSLY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.09	1.14	-1.05
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.17	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.04	0.25	-0.29

Correlation

The correlation between TLSA and TSLY is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

TLSA vs. TSLY - Dividend Comparison

TLSA has not paid dividends to shareholders, while TSLY's dividend yield for the trailing twelve months is around 97.66%.

	TTM	2025	2024	2023
TLSA Tiziana Life Sciences PLC	0.00%	0.00%	0.00%	0.00%
TSLY YieldMax TSLA Option Income Strategy ETF	97.66%	91.19%	82.30%	76.47%

Drawdowns

TLSA vs. TSLY - Drawdown Comparison

The maximum TLSA drawdown since its inception was -94.03%, which is greater than TSLY's maximum drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for TLSA and TSLY.

Drawdown Indicators

	TLSA	TSLY	Difference
Max Drawdown Largest peak-to-trough decline	-94.03%	-49.52%	-44.51%
Max Drawdown (1Y) Largest decline over 1 year	-53.20%	-19.82%	-33.38%
Max Drawdown (5Y) Largest decline over 5 years	-86.76%	—	—
Current Drawdown Current decline from peak	-83.26%	-16.39%	-66.87%
Average Drawdown Average peak-to-trough decline	-70.04%	-20.40%	-49.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	28.80%	8.23%	+20.57%

Volatility

TLSA vs. TSLY - Volatility Comparison

Tiziana Life Sciences PLC (TLSA) has a higher volatility of 20.16% compared to YieldMax TSLA Option Income Strategy ETF (TSLY) at 9.88%. This indicates that TLSA'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.

Volatility by Period

	TLSA	TSLY	Difference
Volatility (1M) Calculated over the trailing 1-month period	20.16%	9.88%	+10.28%
Volatility (6M) Calculated over the trailing 6-month period	51.29%	24.59%	+26.70%
Volatility (1Y) Calculated over the trailing 1-year period	89.30%	44.24%	+45.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	92.73%	46.07%	+46.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	113.28%	46.07%	+67.21%