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TSLP vs. BNO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSLP vs. BNO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kurv Yield Premium Strategy Tesla ETF (TSLP) and United States Brent Oil Fund LP (BNO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TSLP achieves a -8.72% return, which is significantly lower than BNO's 90.47% return.


TSLP

1D
0.04%
1M
7.73%
YTD
-8.72%
6M
-8.30%
1Y
15.63%
3Y*
5Y*
10Y*

BNO

1D
1.99%
1M
-10.29%
YTD
90.47%
6M
86.00%
1Y
91.89%
3Y*
27.93%
5Y*
24.16%
10Y*
13.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSLP vs. BNO - Yearly Performance Comparison


2026 (YTD)202520242023
TSLP
Kurv Yield Premium Strategy Tesla ETF
-8.72%9.77%41.53%18.42%
BNO
United States Brent Oil Fund LP
90.47%-5.44%9.67%-13.14%

Correlation

The correlation between TSLP and BNO is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.15

Correlation (All Time)
Calculated using the full available price history since Oct 30, 2023

0.00

The correlation between TSLP and BNO shifts across timeframes, from -0.15 (1 year) to 0.00 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

TSLP vs. BNO — Risk / Return Rank

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

TSLP
TSLP Risk / Return Rank: 1515
Overall Rank
TSLP Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
TSLP Sortino Ratio Rank: 1515
Sortino Ratio Rank
TSLP Omega Ratio Rank: 1616
Omega Ratio Rank
TSLP Calmar Ratio Rank: 1515
Calmar Ratio Rank
TSLP Martin Ratio Rank: 1414
Martin Ratio Rank

BNO
BNO Risk / Return Rank: 6565
Overall Rank
BNO Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
BNO Sortino Ratio Rank: 5656
Sortino Ratio Rank
BNO Omega Ratio Rank: 6060
Omega Ratio Rank
BNO Calmar Ratio Rank: 8888
Calmar Ratio Rank
BNO Martin Ratio Rank: 5555
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.

TSLP vs. BNO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kurv Yield Premium Strategy Tesla ETF (TSLP) and United States Brent Oil Fund LP (BNO). 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.


TSLPBNODifference
Sharpe ratioReturn per unit of total volatility

-1.86

Sortino ratioReturn per unit of downside risk

-1.96

Omega ratioGain probability vs. loss probability

1.10

1.38

-0.28

Calmar ratioReturn relative to maximum drawdown

0.49

5.17

-4.68

Martin ratioReturn relative to average drawdown

1.20

9.76

-8.56

TSLP vs. BNO - Sharpe Ratio Comparison

The current TSLP Sharpe Ratio is 0.37, which is lower than the BNO Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of TSLP and BNO, 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


TSLPBNODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.37

2.23

-1.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.14

+0.32

Drawdowns

TSLP vs. BNO - Drawdown Comparison

The maximum TSLP drawdown since its inception was -46.00%, smaller than the maximum BNO drawdown of -87.06%. Use the drawdown chart below to compare losses from any high point for TSLP and BNO.


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Drawdown Indicators


TSLPBNODifference

Max Drawdown

Largest peak-to-trough decline

-46.00%

-87.06%

+41.06%

Max Drawdown (1Y)

Largest decline over 1 year

-32.00%

-17.87%

-14.13%

Max Drawdown (3Y)

Largest decline over 3 years

-23.75%

Max Drawdown (5Y)

Largest decline over 5 years

-33.70%

Max Drawdown (10Y)

Largest decline over 10 years

-75.18%

Current Drawdown

Current decline from peak

-15.68%

-10.29%

-5.39%

Average Drawdown

Average peak-to-trough decline

-15.73%

-40.17%

+24.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.16%

9.45%

+3.71%

Volatility

TSLP vs. BNO - Volatility Comparison

The current volatility for Kurv Yield Premium Strategy Tesla ETF (TSLP) is 12.75%, while United States Brent Oil Fund LP (BNO) has a volatility of 14.22%. This indicates that TSLP experiences smaller price fluctuations and is considered to be less risky than BNO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSLPBNODifference

Volatility (1M)

Calculated over the trailing 1-month period

12.75%

14.22%

-1.47%

Volatility (6M)

Calculated over the trailing 6-month period

28.48%

36.10%

-7.62%

Volatility (1Y)

Calculated over the trailing 1-year period

42.87%

41.46%

+1.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

48.60%

35.38%

+13.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.60%

36.68%

+11.92%

TSLP vs. BNO - Expense Ratio Comparison

TSLP has a 0.99% expense ratio, which is higher than BNO's 0.90% expense ratio.


Dividends

TSLP vs. BNO - Dividend Comparison

TSLP's dividend yield for the trailing twelve months is around 30.32%, while BNO has not paid dividends to shareholders.


PositionTTM202520242023
BNO
United States Brent Oil Fund LP
0.00%0.00%0.00%0.00%
TSLP
Kurv Yield Premium Strategy Tesla ETF
30.32%31.05%21.82%4.39%

Frequently Asked Questions


TSLP and BNO have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BNO has higher volatility (14.22%) compared to TSLP (12.75%). In terms of maximum drawdown, TSLP dropped -46.00% vs BNO's -87.06%.

On 1-year performance, BNO leads with 91.89% vs 15.63% for TSLP. On fees, BNO is cheaper at 0.90% per year. On volatility, TSLP has been the lower-risk option at 12.75%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, BNO has performed better with a 91.89% return vs 15.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BNO is cheaper with a 0.90% expense ratio, compared with 0.99% for TSLP.

TSLP has the higher dividend yield at 30.32%, compared with 0.00% for BNO.

TSLP is categorized as Derivative Income, while BNO is Oil & Gas. They also come from different issuers: Kurv and Concierge Technologies. Their fees differ too: 0.99% for TSLP and 0.90% for BNO.

BNO currently has the higher Sharpe Ratio (2.23 vs 0.37), 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 TSLP and BNO

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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