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TSLA vs. TSLY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TSLA and TSLY is 0.54, 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.


-0.50.00.51.0
Correlation: 0.5

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.

0.00%50.00%100.00%150.00%NovemberDecember2025FebruaryMarchApril
59.41%
7.64%
TSLA
TSLY

Key characteristics

Sharpe Ratio

TSLA:

0.97

TSLY:

0.49

Sortino Ratio

TSLA:

1.80

TSLY:

1.04

Omega Ratio

TSLA:

1.21

TSLY:

1.13

Calmar Ratio

TSLA:

1.21

TSLY:

0.55

Martin Ratio

TSLA:

3.12

TSLY:

1.32

Ulcer Index

TSLA:

22.97%

TSLY:

20.61%

Daily Std Dev

TSLA:

73.65%

TSLY:

55.55%

Max Drawdown

TSLA:

-73.63%

TSLY:

-49.52%

Current Drawdown

TSLA:

-39.14%

TSLY:

-34.29%

Returns By Period

In the year-to-date period, TSLA achieves a -27.69% return, which is significantly lower than TSLY's -23.45% return.


TSLA

YTD

-27.69%

1M

10.81%

6M

12.53%

1Y

50.49%

5Y*

41.34%

10Y*

34.62%

TSLY

YTD

-23.45%

1M

12.04%

6M

4.86%

1Y

20.41%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

TSLA vs. TSLY — Risk-Adjusted Performance Rank

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

TSLA
The Risk-Adjusted Performance Rank of TSLA is 8282
Overall Rank
The Sharpe Ratio Rank of TSLA is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of TSLA is 8383
Sortino Ratio Rank
The Omega Ratio Rank of TSLA is 7878
Omega Ratio Rank
The Calmar Ratio Rank of TSLA is 8787
Calmar Ratio Rank
The Martin Ratio Rank of TSLA is 8080
Martin Ratio Rank

TSLY
The Risk-Adjusted Performance Rank of TSLY is 6161
Overall Rank
The Sharpe Ratio Rank of TSLY is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of TSLY is 6868
Sortino Ratio Rank
The Omega Ratio Rank of TSLY is 6464
Omega Ratio Rank
The Calmar Ratio Rank of TSLY is 6666
Calmar Ratio Rank
The Martin Ratio Rank of TSLY is 4949
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TSLA vs. TSLY - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for TSLA, currently valued at 0.97, compared to the broader market-2.00-1.000.001.002.003.00
TSLA: 0.97
TSLY: 0.49
The chart of Sortino ratio for TSLA, currently valued at 1.80, compared to the broader market-6.00-4.00-2.000.002.004.00
TSLA: 1.80
TSLY: 1.04
The chart of Omega ratio for TSLA, currently valued at 1.21, compared to the broader market0.501.001.502.00
TSLA: 1.21
TSLY: 1.13
The chart of Calmar ratio for TSLA, currently valued at 1.33, compared to the broader market0.001.002.003.004.005.00
TSLA: 1.33
TSLY: 0.55
The chart of Martin ratio for TSLA, currently valued at 3.12, compared to the broader market-5.000.005.0010.0015.0020.00
TSLA: 3.12
TSLY: 1.32

The current TSLA Sharpe Ratio is 0.97, which is higher than the TSLY Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of TSLA and TSLY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.97
0.49
TSLA
TSLY

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 125.55%.


TTM20242023
TSLA
Tesla, Inc.
0.00%0.00%0.00%
TSLY
YieldMax TSLA Option Income Strategy ETF
125.55%82.30%76.47%

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. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-39.14%
-34.29%
TSLA
TSLY

Volatility

TSLA vs. TSLY - Volatility Comparison

Tesla, Inc. (TSLA) has a higher volatility of 30.91% compared to YieldMax TSLA Option Income Strategy ETF (TSLY) at 23.47%. 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.


10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
30.91%
23.47%
TSLA
TSLY