TSLY vs. MSTR
TSLY (YieldMax TSLA Option Income Strategy ETF) is Options Trading fund actively managed by YieldMax, while MSTR (Strategy Inc) is a stock. Over the past 3 years, TSLY returned 11.84%/yr vs 65.16%/yr for MSTR. At a 0.38 correlation, their price movements are largely independent.
Performance
TSLY vs. MSTR - Performance Comparison
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Returns By Period
In the year-to-date period, TSLY achieves a -4.80% return, which is significantly higher than MSTR's -16.29% return.
TSLY
- 1D
- 4.18%
- 1M
- -3.87%
- YTD
- -4.80%
- 6M
- -2.72%
- 1Y
- 38.89%
- 3Y*
- 11.84%
- 5Y*
- —
- 10Y*
- —
MSTR
- 1D
- 5.61%
- 1M
- -32.19%
- YTD
- -16.29%
- 6M
- -30.75%
- 1Y
- -66.03%
- 3Y*
- 65.16%
- 5Y*
- 19.92%
- 10Y*
- 21.08%
TSLY vs. MSTR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
TSLY YieldMax TSLA Option Income Strategy ETF | -4.80% | 13.62% | 27.83% | 50.69% | -27.02% |
MSTR Strategy Inc | -16.29% | -47.53% | 358.54% | 346.15% | -19.74% |
Correlation
The correlation between TSLY and MSTR is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Nov 25, 2022 | 0.38 |
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Return for Risk
TSLY vs. MSTR — Risk / Return Rank
TSLY
MSTR
TSLY vs. MSTR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax TSLA Option Income Strategy ETF (TSLY) and Strategy Inc (MSTR). 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.
| TSLY | MSTR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.03 | ||
| Sortino ratioReturn per unit of downside risk | +3.25 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 0.82 | +0.37 |
| Calmar ratioReturn relative to maximum drawdown | 1.81 | -0.86 | +2.67 |
| Martin ratioReturn relative to average drawdown | 4.37 | -1.27 | +5.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TSLY | MSTR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | -0.94 | +2.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.22 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.29 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.12 | +0.15 |
Drawdowns
TSLY vs. MSTR - Drawdown Comparison
The maximum TSLY drawdown since its inception was -49.52%, smaller than the maximum MSTR drawdown of -99.86%. Use the drawdown chart below to compare losses from any high point for TSLY and MSTR.
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Drawdown Indicators
| TSLY | MSTR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.52% | -99.86% | +50.34% |
Max Drawdown (1Y)Largest decline over 1 year | -21.64% | -76.53% | +54.89% |
Max Drawdown (3Y)Largest decline over 3 years | -49.52% | -77.42% | +27.90% |
Max Drawdown (5Y)Largest decline over 5 years | — | -84.11% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -89.27% | — |
Current DrawdownCurrent decline from peak | -10.98% | -73.15% | +62.17% |
Average DrawdownAverage peak-to-trough decline | -19.97% | -86.47% | +66.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.93% | 52.19% | -43.26% |
Volatility
TSLY vs. MSTR - Volatility Comparison
The current volatility for YieldMax TSLA Option Income Strategy ETF (TSLY) is 12.39%, while Strategy Inc (MSTR) has a volatility of 21.43%. This indicates that TSLY experiences smaller price fluctuations and is considered to be less risky than MSTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSLY | MSTR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.39% | 21.43% | -9.04% |
Volatility (6M)Calculated over the trailing 6-month period | 23.46% | 56.80% | -33.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.88% | 70.82% | -34.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.60% | 90.87% | -45.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.60% | 73.77% | -28.17% |
Dividends
TSLY vs. MSTR - Dividend Comparison
TSLY's dividend yield for the trailing twelve months is around 88.79%, while MSTR has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
MSTR Strategy Inc | 0.00% | 0.00% | 0.00% | 0.00% |
TSLY YieldMax TSLA Option Income Strategy ETF | 88.79% | 91.19% | 82.30% | 76.47% |
Frequently Asked Questions
TSLY and MSTR have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSTR has higher volatility (21.43%) compared to TSLY (12.39%). In terms of maximum drawdown, TSLY dropped -49.52% vs MSTR's -99.86%.
TSLY currently has the higher Sharpe Ratio (1.09 vs -0.94), 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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