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TSLA.TO vs. TSLY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSLA.TO vs. TSLY - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Tesla CDR (CAD Hedged) (TSLA.TO) and YieldMax TSLA Option Income Strategy ETF (TSLY). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

TSLA.TO is traded in CAD, while TSLY is traded in USD. To make them comparable, the TSLY values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, TSLA.TO achieves a -7.92% return, which is significantly lower than TSLY's -0.42% return.


TSLA.TO

1D
-1.08%
1M
7.09%
YTD
-7.92%
6M
-8.96%
1Y
22.58%
3Y*
5Y*
10Y*

TSLY

1D
0.00%
1M
8.22%
YTD
-0.42%
6M
-2.61%
1Y
30.77%
3Y*
16.06%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSLA.TO vs. TSLY - Yearly Performance Comparison


2026 (YTD)2025
TSLA.TO
Tesla CDR (CAD Hedged)
-7.92%15.66%
TSLY
YieldMax TSLA Option Income Strategy ETF
-1.37%16.56%

Correlation

The correlation between TSLA.TO and TSLY is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.94

Correlation (All Time)
Calculated using the full available price history since Feb 6, 2025

0.95

The correlation between TSLA.TO and TSLY has been stable across timeframes, ranging from 0.94 to 0.95 - a consistent structural relationship.

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Return for Risk

TSLA.TO vs. TSLY — 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: 5656
Overall Rank
TSLA.TO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
TSLA.TO Sortino Ratio Rank: 5454
Sortino Ratio Rank
TSLA.TO Omega Ratio Rank: 5252
Omega Ratio Rank
TSLA.TO Calmar Ratio Rank: 5858
Calmar Ratio Rank
TSLA.TO Martin Ratio Rank: 5959
Martin Ratio Rank

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

TSLA.TO vs. TSLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tesla CDR (CAD Hedged) (TSLA.TO) 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.


TSLA.TOTSLYDifference
Sharpe ratioReturn per unit of total volatility

-0.32

Sortino ratioReturn per unit of downside risk

-0.28

Omega ratioGain probability vs. loss probability

1.12

1.16

-0.04

Calmar ratioReturn relative to maximum drawdown

0.75

1.47

-0.72

Martin ratioReturn relative to average drawdown

1.75

3.45

-1.70

TSLA.TO vs. TSLY - Sharpe Ratio Comparison

The current TSLA.TO Sharpe Ratio is 0.51, which is lower than the TSLY Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of TSLA.TO 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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Sharpe Ratios by Period


TSLA.TOTSLYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

0.82

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.34

-0.25

Drawdowns

TSLA.TO vs. TSLY - Drawdown Comparison

The maximum TSLA.TO drawdown since its inception was -41.69%, smaller than the maximum TSLY drawdown of -49.07%. Use the drawdown chart below to compare losses from any high point for TSLA.TO and TSLY.


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Drawdown Indicators


TSLA.TOTSLYDifference

Max Drawdown

Largest peak-to-trough decline

-41.69%

-49.07%

+7.38%

Max Drawdown (1Y)

Largest decline over 1 year

-30.36%

-21.07%

-9.29%

Max Drawdown (3Y)

Largest decline over 3 years

-49.07%

Current Drawdown

Current decline from peak

-15.40%

-7.05%

-8.35%

Average Drawdown

Average peak-to-trough decline

-15.56%

-19.48%

+3.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.03%

9.04%

+3.99%

Volatility

TSLA.TO vs. TSLY - Volatility Comparison

Tesla CDR (CAD Hedged) (TSLA.TO) has a higher volatility of 12.55% compared to YieldMax TSLA Option Income Strategy ETF (TSLY) at 10.03%. This indicates that TSLA.TO'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


TSLA.TOTSLYDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.55%

10.03%

+2.52%

Volatility (6M)

Calculated over the trailing 6-month period

27.19%

22.21%

+4.98%

Volatility (1Y)

Calculated over the trailing 1-year period

44.89%

37.77%

+7.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.86%

44.82%

+11.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

55.86%

44.82%

+11.04%

Dividends

TSLA.TO vs. TSLY - Dividend Comparison

TSLA.TO has not paid dividends to shareholders, while TSLY's dividend yield for the trailing twelve months is around 86.88%.


PositionTTM202520242023
TSLA.TO
Tesla CDR (CAD Hedged)
0.00%0.00%0.00%0.00%
TSLY
YieldMax TSLA Option Income Strategy ETF
86.88%91.19%82.30%76.47%

Frequently Asked Questions


With a correlation of 0.94, TSLA.TO and TSLY move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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