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TSLP vs. TSLA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSLP vs. TSLA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kurv Yield Premium Strategy Tesla ETF (TSLP) and Tesla, Inc. (TSLA). 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 -14.43% return, which is significantly lower than TSLA's -10.95% return.


TSLP

1D
1.61%
1M
-4.62%
YTD
-14.43%
6M
-19.59%
1Y
14.07%
3Y*
5Y*
10Y*

TSLA

1D
1.04%
1M
-5.99%
YTD
-10.95%
6M
-16.77%
1Y
24.31%
3Y*
15.41%
5Y*
14.03%
10Y*
39.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSLP vs. TSLA - Yearly Performance Comparison


2026 (YTD)202520242023
TSLP
Kurv Yield Premium Strategy Tesla ETF
-14.43%9.77%41.53%18.37%
TSLA
Tesla, Inc.
-10.95%11.36%62.52%20.76%

Correlation

The correlation between TSLP and TSLA is 0.98 - 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

0.98

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2023

0.98

The correlation between TSLP and TSLA has been stable across timeframes, ranging from 0.98 to 0.98 - a consistent structural relationship.

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Return for Risk

TSLP vs. TSLA — Risk / Return Rank

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

TSLP
TSLP Risk / Return Rank: 1414
Overall Rank
TSLP Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
TSLP Sortino Ratio Rank: 1515
Sortino Ratio Rank
TSLP Omega Ratio Rank: 1414
Omega Ratio Rank
TSLP Calmar Ratio Rank: 1313
Calmar Ratio Rank
TSLP Martin Ratio Rank: 1313
Martin Ratio Rank

TSLA
TSLA Risk / Return Rank: 5858
Overall Rank
TSLA Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
TSLA Sortino Ratio Rank: 5757
Sortino Ratio Rank
TSLA Omega Ratio Rank: 5454
Omega Ratio Rank
TSLA Calmar Ratio Rank: 6060
Calmar Ratio Rank
TSLA Martin Ratio Rank: 6161
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. TSLA - Risk-Adjusted Trends Comparison

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


TSLPTSLADifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.31

Omega ratioGain probability vs. loss probability

1.09

1.12

-0.03

Calmar ratioReturn relative to maximum drawdown

0.45

0.82

-0.37

Martin ratioReturn relative to average drawdown

1.04

1.84

-0.80

TSLP vs. TSLA - Sharpe Ratio Comparison

The current TSLP Sharpe Ratio is 0.35, which is lower than the TSLA Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of TSLP and TSLA, 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

TSLP vs. TSLA - Drawdown Comparison

The maximum TSLP drawdown since its inception was -46.00%, smaller than the maximum TSLA drawdown of -73.63%. Use the drawdown chart below to compare losses from any high point for TSLP and TSLA.


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Drawdown Indicators


TSLPTSLADifference

Max Drawdown

Largest peak-to-trough decline

-46.00%

-73.63%

+27.63%

Max Drawdown (1Y)

Largest decline over 1 year

-32.00%

-29.93%

-2.07%

Max Drawdown (3Y)

Largest decline over 3 years

-53.77%

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

-20.95%

-18.25%

-2.70%

Average Drawdown

Average peak-to-trough decline

-15.79%

-22.71%

+6.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.75%

13.25%

+0.50%

Volatility

TSLP vs. TSLA - Volatility Comparison

Kurv Yield Premium Strategy Tesla ETF (TSLP) has a higher volatility of 14.89% compared to Tesla, Inc. (TSLA) at 13.43%. This indicates that TSLP's price experiences larger fluctuations and is considered to be riskier than TSLA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSLPTSLADifference

Volatility (1M)

Calculated over the trailing 1-month period

14.89%

13.43%

+1.46%

Volatility (6M)

Calculated over the trailing 6-month period

30.35%

28.33%

+2.02%

Volatility (1Y)

Calculated over the trailing 1-year period

41.56%

44.31%

-2.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

48.76%

58.99%

-10.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.76%

59.15%

-10.39%

Dividends

TSLP vs. TSLA - Dividend Comparison

TSLP's dividend yield for the trailing twelve months is around 29.57%, while TSLA has not paid dividends to shareholders.


PositionTTM202520242023
TSLA
Tesla, Inc.
0.00%0.00%0.00%0.00%
TSLP
Kurv Yield Premium Strategy Tesla ETF
29.57%31.05%21.82%4.39%

Frequently Asked Questions


With a correlation of 0.98, TSLP and TSLA 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.

TSLP has higher volatility (14.89%) compared to TSLA (13.43%). In terms of maximum drawdown, TSLP dropped -46.00% vs TSLA's -73.63%.

TSLA currently has the higher Sharpe Ratio (0.55 vs 0.35), 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 TSLA

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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