TSLP vs. NFLP

Last updated Apr 1, 2026

Compare and contrast key facts about Kurv Yield Premium Strategy Tesla ETF (TSLP) and Kurv Yield Premium Strategy Netflix ETF (NFLP).

TSLP and NFLP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TSLP is an actively managed fund by Kurv. It was launched on Oct 26, 2023. NFLP is an actively managed fund by Kurv. It was launched on Oct 26, 2023.

Performance

TSLP vs. NFLP - Performance Comparison

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

TSLP vs. NFLP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
TSLP Kurv Yield Premium Strategy Tesla ETF	-19.02%	9.77%	41.53%	18.42%
NFLP Kurv Yield Premium Strategy Netflix ETF	0.30%	-1.54%	53.24%	13.96%

Returns By Period

In the year-to-date period, TSLP achieves a -19.02% return, which is significantly lower than NFLP's 0.30% return.

TSLP

• 1D: 5.94%
• 1M: -8.81%
• YTD: -19.02%
• 6M: -15.84%
• 1Y: 30.02%
• 3Y*: —
• 5Y*: —
• 10Y*: —

NFLP

• 1D: 3.42%
• 1M: -0.97%
• YTD: 0.30%
• 6M: -20.64%
• 1Y: -5.09%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

TSLP vs. NFLP - Expense Ratio Comparison

Both TSLP and NFLP have an expense ratio of 0.99%.

TSLP

Kurv Yield Premium Strategy Tesla ETF

NFLP

Kurv Yield Premium Strategy Netflix ETF

Return for Risk

TSLP vs. NFLP — Risk / Return Rank

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

TSLP

TSLP Risk / Return Rank: 38
TSLP Sharpe Ratio Rank: 36
TSLP Sortino Ratio Rank: 44
TSLP Omega Ratio Rank: 39
TSLP Calmar Ratio Rank: 40
TSLP Martin Ratio Rank: 33

NFLP

NFLP Risk / Return Rank: 10
NFLP Sharpe Ratio Rank: 9
NFLP Sortino Ratio Rank: 10
NFLP Omega Ratio Rank: 10
NFLP Calmar Ratio Rank: 10
NFLP Martin Ratio Rank: 10

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. NFLP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kurv Yield Premium Strategy Tesla ETF (TSLP) and Kurv Yield Premium Strategy Netflix ETF (NFLP). 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.

	TSLP	NFLP	Difference
Sharpe ratio Return per unit of total volatility	0.63	-0.16	+0.79
Sortino ratio Return per unit of downside risk	1.16	-0.00	+1.16
Omega ratio Gain probability vs. loss probability	1.15	1.00	+0.15
Calmar ratio Return relative to maximum drawdown	0.95	-0.12	+1.07
Martin ratio Return relative to average drawdown	2.76	-0.26	+3.01
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TSLP vs. NFLP - Sharpe Ratio Comparison

The current TSLP Sharpe Ratio is 0.63, which is higher than the NFLP Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of TSLP and NFLP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	TSLP	NFLP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.63	-0.16	+0.79
Sharpe Ratio (All Time) Calculated using the full available price history	0.37	0.91	-0.54

Correlation

The correlation between TSLP and NFLP is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

TSLP vs. NFLP - Dividend Comparison

TSLP's dividend yield for the trailing twelve months is around 32.14%, more than NFLP's 22.51% yield.

	TTM	2025	2024	2023
TSLP Kurv Yield Premium Strategy Tesla ETF	32.14%	31.05%	21.82%	4.39%
NFLP Kurv Yield Premium Strategy Netflix ETF	22.51%	26.56%	19.87%	3.21%

Drawdowns

TSLP vs. NFLP - Drawdown Comparison

The maximum TSLP drawdown since its inception was -46.00%, which is greater than NFLP's maximum drawdown of -43.48%. Use the drawdown chart below to compare losses from any high point for TSLP and NFLP.

Drawdown Indicators

	TSLP	NFLP	Difference
Max Drawdown Largest peak-to-trough decline	-46.00%	-43.48%	-2.52%
Max Drawdown (1Y) Largest decline over 1 year	-29.39%	-43.48%	+14.09%
Current Drawdown Current decline from peak	-25.19%	-28.42%	+3.23%
Average Drawdown Average peak-to-trough decline	-15.36%	-8.08%	-7.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.17%	20.29%	-10.12%

Volatility

TSLP vs. NFLP - Volatility Comparison

Kurv Yield Premium Strategy Tesla ETF (TSLP) has a higher volatility of 12.83% compared to Kurv Yield Premium Strategy Netflix ETF (NFLP) at 7.80%. This indicates that TSLP's price experiences larger fluctuations and is considered to be riskier than NFLP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TSLP	NFLP	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.83%	7.80%	+5.03%
Volatility (6M) Calculated over the trailing 6-month period	28.17%	26.24%	+1.93%
Volatility (1Y) Calculated over the trailing 1-year period	47.99%	32.50%	+15.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	48.94%	28.07%	+20.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	48.94%	28.07%	+20.87%