TSLA.NEO vs. YTSL.NEO

Last updated Apr 2, 2026

Compare and contrast key facts about Tesla Inc CDR (TSLA.NEO) and Tesla (TSLA) Yield Shares Purpose ETF (YTSL.NEO).

YTSL.NEO is an actively managed fund by Purpose Investments. It was launched on Dec 19, 2022.

Performance

TSLA.NEO vs. YTSL.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Tesla Inc CDR (TSLA.NEO) and Tesla (TSLA) Yield Shares Purpose ETF (YTSL.NEO). The values are adjusted to include any dividend payments, if applicable.

TSLA.NEO vs. YTSL.NEO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
TSLA.NEO Tesla Inc CDR	-15.83%	7.74%	60.09%	96.92%	-17.98%
YTSL.NEO Tesla (TSLA) Yield Shares Purpose ETF	-15.65%	27.43%	46.11%	106.56%	-20.20%

Returns By Period

The year-to-date returns for both investments are quite close, with TSLA.NEO having a -15.83% return and YTSL.NEO slightly higher at -15.65%.

TSLA.NEO

• 1D: 2.49%
• 1M: -5.81%
• YTD: -15.83%
• 6M: -18.14%
• 1Y: 38.03%
• 3Y*: 19.57%
• 5Y*: —
• 10Y*: —

YTSL.NEO

• 1D: 7.76%
• 1M: -6.01%
• YTD: -15.65%
• 6M: -4.28%
• 1Y: 71.44%
• 3Y*: 26.06%
• 5Y*: —
• 10Y*: —

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

Return for Risk

TSLA.NEO vs. YTSL.NEO — Risk / Return Rank

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

TSLA.NEO

TSLA.NEO Risk / Return Rank: 66
TSLA.NEO Sharpe Ratio Rank: 65
TSLA.NEO Sortino Ratio Rank: 63
TSLA.NEO Omega Ratio Rank: 61
TSLA.NEO Calmar Ratio Rank: 71
TSLA.NEO Martin Ratio Rank: 71

YTSL.NEO

YTSL.NEO Risk / Return Rank: 76
YTSL.NEO Sharpe Ratio Rank: 72
YTSL.NEO Sortino Ratio Rank: 72
YTSL.NEO Omega Ratio Rank: 66
YTSL.NEO Calmar Ratio Rank: 91
YTSL.NEO Martin Ratio Rank: 77

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.

TSLA.NEO vs. YTSL.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tesla Inc CDR (TSLA.NEO) and Tesla (TSLA) Yield Shares Purpose ETF (YTSL.NEO). 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.

	TSLA.NEO	YTSL.NEO	Difference
Sharpe ratio Return per unit of total volatility	0.72	1.33	-0.61
Sortino ratio Return per unit of downside risk	1.35	1.88	-0.53
Omega ratio Gain probability vs. loss probability	1.17	1.25	-0.08
Calmar ratio Return relative to maximum drawdown	1.55	3.25	-1.70
Martin ratio Return relative to average drawdown	3.77	8.75	-4.98
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TSLA.NEO vs. YTSL.NEO - Sharpe Ratio Comparison

The current TSLA.NEO Sharpe Ratio is 0.72, which is lower than the YTSL.NEO Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of TSLA.NEO and YTSL.NEO, 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

	TSLA.NEO	YTSL.NEO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.72	1.33	-0.61
Sharpe Ratio (All Time) Calculated using the full available price history	0.14	0.54	-0.40

Correlation

The correlation between TSLA.NEO and YTSL.NEO is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

TSLA.NEO vs. YTSL.NEO - Dividend Comparison

TSLA.NEO has not paid dividends to shareholders, while YTSL.NEO's dividend yield for the trailing twelve months is around 47.25%.

	TTM	2025	2024	2023	2022
TSLA.NEO Tesla Inc CDR	0.00%	0.00%	0.00%	0.00%	0.00%
YTSL.NEO Tesla (TSLA) Yield Shares Purpose ETF	47.25%	36.11%	12.80%	24.07%	1.96%

Drawdowns

TSLA.NEO vs. YTSL.NEO - Drawdown Comparison

The maximum TSLA.NEO drawdown since its inception was -74.23%, which is greater than YTSL.NEO's maximum drawdown of -58.40%. Use the drawdown chart below to compare losses from any high point for TSLA.NEO and YTSL.NEO.

Drawdown Indicators

	TSLA.NEO	YTSL.NEO	Difference
Max Drawdown Largest peak-to-trough decline	-74.23%	-58.40%	-15.83%
Max Drawdown (1Y) Largest decline over 1 year	-27.86%	-23.95%	-3.91%
Current Drawdown Current decline from peak	-23.61%	-16.60%	-7.01%
Average Drawdown Average peak-to-trough decline	-35.94%	-20.85%	-15.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.44%	8.89%	+2.55%

Volatility

TSLA.NEO vs. YTSL.NEO - Volatility Comparison

The current volatility for Tesla Inc CDR (TSLA.NEO) is 11.20%, while Tesla (TSLA) Yield Shares Purpose ETF (YTSL.NEO) has a volatility of 14.81%. This indicates that TSLA.NEO experiences smaller price fluctuations and is considered to be less risky than YTSL.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TSLA.NEO	YTSL.NEO	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.20%	14.81%	-3.61%
Volatility (6M) Calculated over the trailing 6-month period	28.68%	32.59%	-3.91%
Volatility (1Y) Calculated over the trailing 1-year period	53.23%	53.99%	-0.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	59.29%	62.89%	-3.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	59.29%	62.89%	-3.60%