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TSLY vs. QQQY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TSLY and QQQY is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

TSLY vs. QQQY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax TSLA Option Income Strategy ETF (TSLY) and Defiance Nasdaq 100 Enhanced Options Income ETF (QQQY). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%NovemberDecember2025FebruaryMarchApril
-17.73%
2.87%
TSLY
QQQY

Key characteristics

Sharpe Ratio

TSLY:

0.55

QQQY:

-0.16

Sortino Ratio

TSLY:

1.13

QQQY:

-0.08

Omega Ratio

TSLY:

1.14

QQQY:

0.99

Calmar Ratio

TSLY:

0.62

QQQY:

-0.15

Martin Ratio

TSLY:

1.53

QQQY:

-0.48

Ulcer Index

TSLY:

20.10%

QQQY:

5.79%

Daily Std Dev

TSLY:

56.58%

QQQY:

17.63%

Max Drawdown

TSLY:

-49.52%

QQQY:

-19.04%

Current Drawdown

TSLY:

-40.66%

QQQY:

-16.51%

Returns By Period

In the year-to-date period, TSLY achieves a -30.87% return, which is significantly lower than QQQY's -12.22% return.


TSLY

YTD

-30.87%

1M

-2.80%

6M

8.74%

1Y

32.41%

5Y*

N/A

10Y*

N/A

QQQY

YTD

-12.22%

1M

-9.73%

6M

-13.11%

1Y

-4.04%

5Y*

N/A

10Y*

N/A

*Annualized

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TSLY vs. QQQY - Expense Ratio Comparison

Both TSLY and QQQY have an expense ratio of 0.99%.


Expense ratio chart for TSLY: current value is 0.99%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TSLY: 0.99%
Expense ratio chart for QQQY: current value is 0.99%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QQQY: 0.99%

Risk-Adjusted Performance

TSLY vs. QQQY — Risk-Adjusted Performance Rank

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

TSLY
The Risk-Adjusted Performance Rank of TSLY is 7070
Overall Rank
The Sharpe Ratio Rank of TSLY is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of TSLY is 7575
Sortino Ratio Rank
The Omega Ratio Rank of TSLY is 7272
Omega Ratio Rank
The Calmar Ratio Rank of TSLY is 7575
Calmar Ratio Rank
The Martin Ratio Rank of TSLY is 5959
Martin Ratio Rank

QQQY
The Risk-Adjusted Performance Rank of QQQY is 1919
Overall Rank
The Sharpe Ratio Rank of QQQY is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQY is 1919
Sortino Ratio Rank
The Omega Ratio Rank of QQQY is 1919
Omega Ratio Rank
The Calmar Ratio Rank of QQQY is 1717
Calmar Ratio Rank
The Martin Ratio Rank of QQQY is 1919
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TSLY vs. QQQY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax TSLA Option Income Strategy ETF (TSLY) and Defiance Nasdaq 100 Enhanced Options Income ETF (QQQY). 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 chart of Sharpe ratio for TSLY, currently valued at 0.55, compared to the broader market-1.000.001.002.003.004.00
TSLY: 0.55
QQQY: -0.16
The chart of Sortino ratio for TSLY, currently valued at 1.13, compared to the broader market-2.000.002.004.006.008.00
TSLY: 1.13
QQQY: -0.08
The chart of Omega ratio for TSLY, currently valued at 1.14, compared to the broader market0.501.001.502.00
TSLY: 1.14
QQQY: 0.99
The chart of Calmar ratio for TSLY, currently valued at 0.62, compared to the broader market0.002.004.006.008.0010.0012.00
TSLY: 0.62
QQQY: -0.15
The chart of Martin ratio for TSLY, currently valued at 1.53, compared to the broader market0.0020.0040.0060.00
TSLY: 1.53
QQQY: -0.48

The current TSLY Sharpe Ratio is 0.55, which is higher than the QQQY Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of TSLY and QQQY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.55
-0.16
TSLY
QQQY

Dividends

TSLY vs. QQQY - Dividend Comparison

TSLY's dividend yield for the trailing twelve months is around 139.05%, more than QQQY's 92.83% yield.


Drawdowns

TSLY vs. QQQY - Drawdown Comparison

The maximum TSLY drawdown since its inception was -49.52%, which is greater than QQQY's maximum drawdown of -19.04%. Use the drawdown chart below to compare losses from any high point for TSLY and QQQY. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-40.66%
-16.51%
TSLY
QQQY

Volatility

TSLY vs. QQQY - Volatility Comparison

YieldMax TSLA Option Income Strategy ETF (TSLY) has a higher volatility of 23.53% compared to Defiance Nasdaq 100 Enhanced Options Income ETF (QQQY) at 11.12%. This indicates that TSLY's price experiences larger fluctuations and is considered to be riskier than QQQY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
23.53%
11.12%
TSLY
QQQY