TSLY vs. BAC
TSLY (YieldMax TSLA Option Income Strategy ETF) is Options Trading fund actively managed by YieldMax, while BAC (Bank of America Corporation) is a stock. Over the past 3 years, TSLY returned 10.28%/yr vs 27.43%/yr for BAC. At a 0.27 correlation, their price movements are largely independent.
Performance
TSLY vs. BAC - Performance Comparison
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Returns By Period
In the year-to-date period, TSLY achieves a -5.22% return, which is significantly lower than BAC's 3.72% return.
TSLY
- 1D
- 1.66%
- 1M
- -6.99%
- YTD
- -5.22%
- 6M
- -7.03%
- 1Y
- 29.62%
- 3Y*
- 10.28%
- 5Y*
- —
- 10Y*
- —
BAC
- 1D
- 2.31%
- 1M
- 13.82%
- YTD
- 3.72%
- 6M
- 3.46%
- 1Y
- 29.23%
- 3Y*
- 27.43%
- 5Y*
- 8.79%
- 10Y*
- 18.19%
TSLY vs. BAC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
TSLY YieldMax TSLA Option Income Strategy ETF | -5.22% | 13.62% | 27.83% | 50.69% | -27.09% |
BAC Bank of America Corporation | 3.72% | 28.04% | 33.85% | 4.83% | -11.14% |
Correlation
The correlation between TSLY and BAC is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2022 | 0.27 |
The correlation between TSLY and BAC shifts across timeframes, from 0.16 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TSLY vs. BAC — Risk / Return Rank
TSLY
BAC
TSLY vs. BAC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax TSLA Option Income Strategy ETF (TSLY) and Bank of America Corporation (BAC). 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.
| TSLY | BAC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.24 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.38 | 1.64 | -0.26 |
| Martin ratioReturn relative to average drawdown | 3.27 | 4.21 | -0.94 |
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Drawdowns
TSLY vs. BAC - Drawdown Comparison
The maximum TSLY drawdown since its inception was -49.52%, smaller than the maximum BAC drawdown of -93.10%. Use the drawdown chart below to compare losses from any high point for TSLY and BAC.
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Drawdown Indicators
| TSLY | BAC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.52% | -93.10% | +43.58% |
Max Drawdown (1Y)Largest decline over 1 year | -21.64% | -17.93% | -3.71% |
Max Drawdown (3Y)Largest decline over 3 years | -49.52% | -27.51% | -22.01% |
Max Drawdown (5Y)Largest decline over 5 years | — | -46.64% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -48.95% | — |
Current DrawdownCurrent decline from peak | -11.38% | -0.36% | -11.02% |
Average DrawdownAverage peak-to-trough decline | -19.92% | -28.30% | +8.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.09% | 6.96% | +2.13% |
Volatility
TSLY vs. BAC - Volatility Comparison
YieldMax TSLA Option Income Strategy ETF (TSLY) has a higher volatility of 12.68% compared to Bank of America Corporation (BAC) at 5.49%. This indicates that TSLY's price experiences larger fluctuations and is considered to be riskier than BAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSLY | BAC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.68% | 5.49% | +7.19% |
Volatility (6M)Calculated over the trailing 6-month period | 23.97% | 16.57% | +7.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.92% | 21.62% | +14.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.59% | 26.89% | +18.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.59% | 30.68% | +14.91% |
Dividends
TSLY vs. BAC - Dividend Comparison
TSLY's dividend yield for the trailing twelve months is around 83.90%, more than BAC's 2.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAC Bank of America Corporation | 2.72% | 1.96% | 2.28% | 2.73% | 2.60% | 1.75% | 2.38% | 1.87% | 2.19% | 1.32% | 1.13% | 1.19% |
TSLY YieldMax TSLA Option Income Strategy ETF | 83.90% | 91.19% | 82.30% | 76.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TSLY and BAC have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSLY has higher volatility (12.68%) compared to BAC (5.49%). In terms of maximum drawdown, TSLY dropped -49.52% vs BAC's -93.10%.
BAC currently has the higher Sharpe Ratio (1.36 vs 0.83), 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.
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