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TLSA vs. TSLY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, TLSA achieves a -22.82% return, which is significantly lower than TSLY's -4.77% return.


TLSA

1D
-0.86%
1M
-22.30%
YTD
-22.82%
6M
-25.32%
1Y
-26.28%
3Y*
16.89%
5Y*
-13.75%
10Y*

TSLY

1D
0.90%
1M
-3.69%
YTD
-4.77%
6M
-10.96%
1Y
28.05%
3Y*
9.99%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TLSA vs. TSLY - Yearly Performance Comparison


2026 (YTD)2025202420232022
TLSA
Tiziana Life Sciences PLC
-22.82%114.02%24.32%-6.43%-6.50%
TSLY
YieldMax TSLA Option Income Strategy ETF
-4.77%13.62%27.83%50.69%-27.09%

Correlation

The correlation between TLSA and TSLY is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.14

Correlation (3Y)
Calculated over the trailing 3-year period

0.07

Correlation (All Time)
Calculated using the full available price history since Nov 23, 2022

0.07

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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: 2929
Overall Rank
TLSA Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
TLSA Sortino Ratio Rank: 3232
Sortino Ratio Rank
TLSA Omega Ratio Rank: 3131
Omega Ratio Rank
TLSA Calmar Ratio Rank: 2626
Calmar Ratio Rank
TLSA Martin Ratio Rank: 2828
Martin Ratio Rank

TSLY
TSLY Risk / Return Rank: 2424
Overall Rank
TSLY Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
TSLY Sortino Ratio Rank: 2323
Sortino Ratio Rank
TSLY Omega Ratio Rank: 2222
Omega Ratio Rank
TSLY Calmar Ratio Rank: 2727
Calmar Ratio Rank
TSLY Martin Ratio Rank: 2525
Martin Ratio Rank
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.

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.


TLSATSLYDifference
Sharpe ratioReturn per unit of total volatility

-1.12

Sortino ratioReturn per unit of downside risk

-1.25

Omega ratioGain probability vs. loss probability

1.00

1.15

-0.15

Calmar ratioReturn relative to maximum drawdown

-0.46

1.30

-1.77

Martin ratioReturn relative to average drawdown

-0.73

3.05

-3.78

TLSA vs. TSLY - Sharpe Ratio Comparison

The current TLSA Sharpe Ratio is -0.33, which is lower than the TSLY Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of TLSA 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.


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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.


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Drawdown Indicators


TLSATSLYDifference

Max Drawdown

Largest peak-to-trough decline

-94.03%

-49.52%

-44.51%

Max Drawdown (1Y)

Largest decline over 1 year

-56.80%

-21.64%

-35.16%

Max Drawdown (3Y)

Largest decline over 3 years

-56.80%

-49.52%

-7.28%

Max Drawdown (5Y)

Largest decline over 5 years

-83.32%

Current Drawdown

Current decline from peak

-83.55%

-10.96%

-72.59%

Average Drawdown

Average peak-to-trough decline

-70.34%

-19.87%

-50.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

36.04%

9.23%

+26.81%

Volatility

TLSA vs. TSLY - Volatility Comparison

Tiziana Life Sciences PLC (TLSA) has a higher volatility of 21.41% compared to YieldMax TSLA Option Income Strategy ETF (TSLY) at 11.47%. 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.


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Volatility by Period


TLSATSLYDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.41%

11.47%

+9.94%

Volatility (6M)

Calculated over the trailing 6-month period

53.63%

23.43%

+30.20%

Volatility (1Y)

Calculated over the trailing 1-year period

79.37%

35.81%

+43.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

92.70%

45.47%

+47.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

112.57%

45.47%

+67.10%

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 85.34%.


PositionTTM202520242023
TLSA
Tiziana Life Sciences PLC
0.00%0.00%0.00%0.00%
TSLY
YieldMax TSLA Option Income Strategy ETF
85.34%91.19%82.30%76.47%

Frequently Asked Questions


TLSA and TSLY have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TLSA has higher volatility (21.41%) compared to TSLY (11.47%). In terms of maximum drawdown, TLSA dropped -94.03% vs TSLY's -49.52%.

TSLY currently has the higher Sharpe Ratio (0.79 vs -0.33), 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.

Portfolio Optimizer

Find the right allocation for TLSA and TSLY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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