TSLA.TO vs. BIGY.TO

Last updated Apr 1, 2026

Compare and contrast key facts about Tesla CDR (CAD Hedged) (TSLA.TO) and Evolve US Equity UltraYield ETF (BIGY.TO).

BIGY.TO is an actively managed fund by Evolve. It was launched on Sep 9, 2025.

Performance

TSLA.TO vs. BIGY.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Tesla CDR (CAD Hedged) (TSLA.TO) and Evolve US Equity UltraYield ETF (BIGY.TO). The values are adjusted to include any dividend payments, if applicable.

TSLA.TO vs. BIGY.TO - Yearly Performance Comparison

	2026 (YTD)	2025
TSLA.TO Tesla CDR (CAD Hedged)	-17.87%	28.05%
BIGY.TO Evolve US Equity UltraYield ETF	-19.53%	0.64%

Returns By Period

In the year-to-date period, TSLA.TO achieves a -17.87% return, which is significantly higher than BIGY.TO's -19.53% return.

TSLA.TO

• 1D: 4.59%
• 1M: -7.94%
• YTD: -17.87%
• 6M: -17.56%
• 1Y: 39.65%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BIGY.TO

• 1D: 0.00%
• 1M: -10.56%
• YTD: -19.53%
• 6M: -23.89%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

Return for Risk

TSLA.TO vs. BIGY.TO — Risk / Return Rank

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

TSLA.TO

TSLA.TO Risk / Return Rank: 68
TSLA.TO Sharpe Ratio Rank: 69
TSLA.TO Sortino Ratio Rank: 66
TSLA.TO Omega Ratio Rank: 63
TSLA.TO Calmar Ratio Rank: 70
TSLA.TO Martin Ratio Rank: 70

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.TO vs. BIGY.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tesla CDR (CAD Hedged) (TSLA.TO) and Evolve US Equity UltraYield ETF (BIGY.TO). 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.TO	BIGY.TO	Difference
Sharpe ratio Return per unit of total volatility	0.75	—	—
Sortino ratio Return per unit of downside risk	1.38	—	—
Omega ratio Gain probability vs. loss probability	1.17	—	—
Calmar ratio Return relative to maximum drawdown	1.33	—	—
Martin ratio Return relative to average drawdown	3.26	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	TSLA.TO	BIGY.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.75	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.08	-1.09	+1.01

Correlation

The correlation between TSLA.TO and BIGY.TO is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

TSLA.TO vs. BIGY.TO - Dividend Comparison

TSLA.TO has not paid dividends to shareholders, while BIGY.TO's dividend yield for the trailing twelve months is around 23.72%.

	TTM	2025
TSLA.TO Tesla CDR (CAD Hedged)	0.00%	0.00%
BIGY.TO Evolve US Equity UltraYield ETF	23.72%	9.53%

Drawdowns

TSLA.TO vs. BIGY.TO - Drawdown Comparison

The maximum TSLA.TO drawdown since its inception was -41.69%, which is greater than BIGY.TO's maximum drawdown of -27.82%. Use the drawdown chart below to compare losses from any high point for TSLA.TO and BIGY.TO.

Drawdown Indicators

	TSLA.TO	BIGY.TO	Difference
Max Drawdown Largest peak-to-trough decline	-41.69%	-27.82%	-13.87%
Max Drawdown (1Y) Largest decline over 1 year	-27.86%	—	—
Current Drawdown Current decline from peak	-24.55%	-27.82%	+3.27%
Average Drawdown Average peak-to-trough decline	-14.98%	-10.27%	-4.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.36%	—	—

Volatility

Volatility by Period

	TSLA.TO	BIGY.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.13%	—	—
Volatility (6M) Calculated over the trailing 6-month period	28.85%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	53.38%	29.34%	+24.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	57.74%	29.34%	+28.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	57.74%	29.34%	+28.40%