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TSLY vs. TGTX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSLY vs. TGTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax TSLA Option Income Strategy ETF (TSLY) and TG Therapeutics, Inc. (TGTX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TSLY achieves a -11.57% return, which is significantly lower than TGTX's 81.01% return.


TSLY

1D
-2.57%
1M
-6.31%
6M
-10.51%
YTD
-11.57%
1Y
17.02%
3Y*
5.45%
5Y*
10Y*
ALL TIME*
9.88%

TGTX

1D
-1.66%
1M
1.39%
6M
76.51%
YTD
81.01%
1Y
42.34%
3Y*
37.80%
5Y*
7.20%
10Y*
24.92%
ALL TIME*
-7.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSLY vs. TGTX - Yearly Performance Comparison


2026 (YTD)2025202420232022
TSLY
YieldMax TSLA Option Income Strategy ETF
-11.57%13.62%27.83%50.69%-27.09%
TGTX
TG Therapeutics, Inc.
81.01%-0.96%76.23%44.38%45.51%

Correlation

The correlation between TSLY and TGTX is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.15

Correlation (3Y)
Calculated over the trailing 3-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Nov 23, 2022

0.20

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Return for Risk

TSLY vs. TGTX — Risk / Return Rank

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

TSLY
TSLY Risk / Return Rank: 2121
Overall Rank
TSLY Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
TSLY Sortino Ratio Rank: 2121
Sortino Ratio Rank
TSLY Omega Ratio Rank: 2020
Omega Ratio Rank
TSLY Calmar Ratio Rank: 2323
Calmar Ratio Rank
TSLY Martin Ratio Rank: 2222
Martin Ratio Rank

TGTX
TGTX Risk / Return Rank: 7272
Overall Rank
TGTX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
TGTX Sortino Ratio Rank: 7171
Sortino Ratio Rank
TGTX Omega Ratio Rank: 7171
Omega Ratio Rank
TGTX Calmar Ratio Rank: 7373
Calmar Ratio Rank
TGTX Martin Ratio Rank: 7070
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.

TSLY vs. TGTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax TSLA Option Income Strategy ETF (TSLY) and TG Therapeutics, Inc. (TGTX). 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.


TSLYTGTXDifference
Sharpe ratioReturn per unit of total volatility

-0.43

Sortino ratioReturn per unit of downside risk

-0.65

Omega ratioGain probability vs. loss probability

1.10

1.20

-0.09

Calmar ratioReturn relative to maximum drawdown

0.79

1.43

-0.64

Martin ratioReturn relative to average drawdown

1.79

2.76

-0.97

TSLY vs. TGTX - Sharpe Ratio Comparison

The current TSLY Sharpe Ratio is 0.47, which is lower than the TGTX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of TSLY and TGTX, 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

TSLY vs. TGTX - Drawdown Comparison

The maximum TSLY drawdown since its inception was -49.52%, smaller than the maximum TGTX drawdown of -99.52%. Use the drawdown chart below to compare losses from any high point for TSLY and TGTX.


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Drawdown Indicators


TSLYTGTXDifference

Max Drawdown

Largest peak-to-trough decline

-49.52%

-99.52%

+50.00%

Max Drawdown (1Y)

Largest decline over 1 year

-21.64%

-29.81%

+8.17%

Max Drawdown (3Y)

Largest decline over 3 years

-49.52%

-67.71%

+18.19%

Max Drawdown (5Y)

Largest decline over 5 years

-90.18%

Max Drawdown (10Y)

Largest decline over 10 years

-93.19%

Current Drawdown

Current decline from peak

-17.31%

-76.88%

+59.57%

Average Drawdown

Average peak-to-trough decline

-19.72%

-91.34%

+71.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.56%

15.91%

-6.35%

Volatility

TSLY vs. TGTX - Volatility Comparison

YieldMax TSLA Option Income Strategy ETF (TSLY) has a higher volatility of 13.90% compared to TG Therapeutics, Inc. (TGTX) at 11.78%. This indicates that TSLY's price experiences larger fluctuations and is considered to be riskier than TGTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSLYTGTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.90%

11.78%

+2.12%

Volatility (6M)

Calculated over the trailing 6-month period

26.06%

33.39%

-7.33%

Volatility (1Y)

Calculated over the trailing 1-year period

36.22%

47.06%

-10.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.56%

87.80%

-42.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.56%

86.79%

-41.23%

Dividends

TSLY vs. TGTX - Dividend Comparison

TSLY's dividend yield for the trailing twelve months is around 92.25%, while TGTX has not paid dividends to shareholders.


PositionTTM202520242023
TGTX
TG Therapeutics, Inc.
0.00%0.00%0.00%0.00%
TSLY
YieldMax TSLA Option Income Strategy ETF
92.25%91.19%82.30%76.47%

Frequently Asked Questions


TSLY and TGTX have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TSLY has higher volatility (13.90%) compared to TGTX (11.78%). In terms of maximum drawdown, TSLY dropped -49.52% vs TGTX's -99.52%.

TGTX currently has the higher Sharpe Ratio (0.91 vs 0.47), 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 TSLY and TGTX

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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