TSLP vs. TSLA

In the year-to-date period, TSLP achieves a -13.37% return, which is significantly higher than TSLA's -14.21% return.

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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.

The current TSLP Sharpe Ratio is 1.02, which is comparable to the TSLA Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of TSLP and TSLA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

TSLP's dividend yield for the trailing twelve months is around 38.26%, while TSLA has not paid dividends to shareholders.

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.

The current volatility for Kurv Yield Premium Strategy Tesla ETF (TSLP) is 9.54%, while Tesla, Inc. (TSLA) has a volatility of 14.12%. This indicates that TSLP experiences smaller price fluctuations and is considered to be less risky than TSLA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.