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TSLA vs. TSLY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSLA vs. TSLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tesla, Inc. (TSLA) 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, TSLA achieves a -15.14% return, which is significantly lower than TSLY's -9.17% return.


TSLA

1D
-5.79%
1M
-10.42%
YTD
-15.14%
6M
-21.41%
1Y
9.44%
3Y*
14.14%
5Y*
10.99%
10Y*
40.34%

TSLY

1D
-4.63%
1M
-8.15%
YTD
-9.17%
6M
-14.89%
1Y
15.73%
3Y*
8.26%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSLA vs. TSLY - Yearly Performance Comparison


2026 (YTD)2025202420232022
TSLA
Tesla, Inc.
-15.14%11.36%62.52%101.72%-27.50%
TSLY
YieldMax TSLA Option Income Strategy ETF
-9.17%13.62%27.83%50.69%-27.09%

Correlation

The correlation between TSLA and TSLY is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

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

0.98

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

0.97

The correlation between TSLA and TSLY has been stable across timeframes, ranging from 0.97 to 0.99 - a consistent structural relationship.

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Return for Risk

TSLA vs. TSLY — Risk / Return Rank

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

TSLA
TSLA Risk / Return Rank: 4949
Overall Rank
TSLA Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
TSLA Sortino Ratio Rank: 4747
Sortino Ratio Rank
TSLA Omega Ratio Rank: 4545
Omega Ratio Rank
TSLA Calmar Ratio Rank: 5050
Calmar Ratio Rank
TSLA Martin Ratio Rank: 5151
Martin Ratio Rank

TSLY
TSLY Risk / Return Rank: 1616
Overall Rank
TSLY Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
TSLY Sortino Ratio Rank: 1616
Sortino Ratio Rank
TSLY Omega Ratio Rank: 1616
Omega Ratio Rank
TSLY Calmar Ratio Rank: 1818
Calmar Ratio Rank
TSLY Martin Ratio Rank: 1717
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 vs. TSLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tesla, Inc. (TSLA) 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.


TSLATSLYDifference
Sharpe ratioReturn per unit of total volatility

-0.23

Sortino ratioReturn per unit of downside risk

-0.22

Omega ratioGain probability vs. loss probability

1.07

1.10

-0.03

Calmar ratioReturn relative to maximum drawdown

0.32

0.73

-0.41

Martin ratioReturn relative to average drawdown

0.72

1.73

-1.01

TSLA vs. TSLY - Sharpe Ratio Comparison

The current TSLA Sharpe Ratio is 0.22, which is lower than the TSLY Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of TSLA 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

TSLA vs. TSLY - Drawdown Comparison

The maximum TSLA drawdown since its inception was -73.63%, which is greater than TSLY's maximum drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for TSLA and TSLY.


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Drawdown Indicators


TSLATSLYDifference

Max Drawdown

Largest peak-to-trough decline

-73.63%

-49.52%

-24.11%

Max Drawdown (1Y)

Largest decline over 1 year

-29.93%

-21.64%

-8.29%

Max Drawdown (3Y)

Largest decline over 3 years

-53.77%

-49.52%

-4.25%

Max Drawdown (5Y)

Largest decline over 5 years

-73.63%

Max Drawdown (10Y)

Largest decline over 10 years

-73.63%

Current Drawdown

Current decline from peak

-22.10%

-15.07%

-7.03%

Average Drawdown

Average peak-to-trough decline

-22.71%

-19.87%

-2.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.37%

9.28%

+4.09%

Volatility

TSLA vs. TSLY - Volatility Comparison

Tesla, Inc. (TSLA) has a higher volatility of 14.29% compared to YieldMax TSLA Option Income Strategy ETF (TSLY) at 12.37%. This indicates that TSLA'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


TSLATSLYDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.29%

12.37%

+1.92%

Volatility (6M)

Calculated over the trailing 6-month period

28.36%

23.73%

+4.63%

Volatility (1Y)

Calculated over the trailing 1-year period

44.68%

36.06%

+8.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.03%

45.52%

+13.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.11%

45.52%

+13.59%

Dividends

TSLA vs. TSLY - Dividend Comparison

TSLA has not paid dividends to shareholders, while TSLY's dividend yield for the trailing twelve months is around 89.48%.


PositionTTM202520242023
TSLA
Tesla, Inc.
0.00%0.00%0.00%0.00%
TSLY
YieldMax TSLA Option Income Strategy ETF
89.48%91.19%82.30%76.47%

Frequently Asked Questions


With a correlation of 0.99, TSLA 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.

TSLA has higher volatility (14.29%) compared to TSLY (12.37%). In terms of maximum drawdown, TSLA dropped -73.63% vs TSLY's -49.52%.

TSLY currently has the higher Sharpe Ratio (0.44 vs 0.22), 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 TSLA 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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