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

Correlation

The correlation between TLSA and TSLY is 0.05, 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.


-0.50.00.51.00.0

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.

-40.00%-20.00%0.00%20.00%40.00%60.00%SeptemberOctoberNovemberDecember2025February
-32.79%
23.85%
TLSA
TSLY

Key characteristics

Sharpe Ratio

TLSA:

0.53

TSLY:

0.65

Sortino Ratio

TLSA:

1.53

TSLY:

1.21

Omega Ratio

TLSA:

1.18

TSLY:

1.15

Calmar Ratio

TLSA:

0.59

TSLY:

0.69

Martin Ratio

TLSA:

1.90

TSLY:

2.51

Ulcer Index

TLSA:

29.45%

TSLY:

12.46%

Daily Std Dev

TLSA:

105.24%

TSLY:

48.20%

Max Drawdown

TLSA:

-93.98%

TSLY:

-45.62%

Current Drawdown

TLSA:

-88.17%

TSLY:

-26.64%

Returns By Period

In the year-to-date period, TLSA achieves a 17.77% return, which is significantly higher than TSLY's -14.54% return.


TLSA

YTD

17.77%

1M

2.89%

6M

-32.80%

1Y

60.76%

5Y*

0.67%

10Y*

N/A

TSLY

YTD

-14.54%

1M

-14.30%

6M

23.86%

1Y

28.58%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

TLSA vs. TSLY — Risk-Adjusted Performance Rank

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

TLSA
The Risk-Adjusted Performance Rank of TLSA is 6868
Overall Rank
The Sharpe Ratio Rank of TLSA is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of TLSA is 7272
Sortino Ratio Rank
The Omega Ratio Rank of TLSA is 6868
Omega Ratio Rank
The Calmar Ratio Rank of TLSA is 7171
Calmar Ratio Rank
The Martin Ratio Rank of TLSA is 6666
Martin Ratio Rank

TSLY
The Risk-Adjusted Performance Rank of TSLY is 3030
Overall Rank
The Sharpe Ratio Rank of TSLY is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of TSLY is 3131
Sortino Ratio Rank
The Omega Ratio Rank of TSLY is 3131
Omega Ratio Rank
The Calmar Ratio Rank of TSLY is 3333
Calmar Ratio Rank
The Martin Ratio Rank of TSLY is 2929
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.

TLSA vs. TSLY - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for TLSA, currently valued at 0.53, compared to the broader market-2.000.002.000.530.65
The chart of Sortino ratio for TLSA, currently valued at 1.53, compared to the broader market-4.00-2.000.002.004.006.001.531.21
The chart of Omega ratio for TLSA, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.15
The chart of Calmar ratio for TLSA, currently valued at 0.83, compared to the broader market0.002.004.006.000.830.69
The chart of Martin ratio for TLSA, currently valued at 1.90, compared to the broader market-10.000.0010.0020.0030.001.902.51
TLSA
TSLY

The current TLSA Sharpe Ratio is 0.53, which is comparable to the TSLY Sharpe Ratio of 0.65. 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.00SeptemberOctoberNovemberDecember2025February
0.53
0.65
TLSA
TSLY

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 100.81%.


TTM20242023
TLSA
Tiziana Life Sciences PLC
0.00%0.00%0.00%
TSLY
YieldMax TSLA Option Income Strategy ETF
100.81%82.33%76.47%

Drawdowns

TLSA vs. TSLY - Drawdown Comparison

The maximum TLSA drawdown since its inception was -93.98%, which is greater than TSLY's maximum drawdown of -45.62%. Use the drawdown chart below to compare losses from any high point for TLSA and TSLY. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-43.46%
-26.64%
TLSA
TSLY

Volatility

TLSA vs. TSLY - Volatility Comparison

Tiziana Life Sciences PLC (TLSA) has a higher volatility of 26.38% compared to YieldMax TSLA Option Income Strategy ETF (TSLY) at 12.76%. 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.


10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
26.38%
12.76%
TLSA
TSLY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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