TSLY vs. TGTX

Last updated Jun 9, 2026

TSLY (YieldMax TSLA Option Income Strategy ETF) is Options Trading fund actively managed by YieldMax, while TGTX (TG Therapeutics, Inc.) is a stock. Over the past 3 years, TSLY returned 11.84%/yr vs 14.25%/yr for TGTX. At a 0.20 correlation, their price movements are largely independent.

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.

Returns By Period

In the year-to-date period, TSLY achieves a -4.80% return, which is significantly lower than TGTX's 37.37% return.

TSLY

• 1D: 4.18%
• 1M: -3.87%
• YTD: -4.80%
• 6M: -2.72%
• 1Y: 38.89%
• 3Y*: 11.84%
• 5Y*: —
• 10Y*: —

TGTX

• 1D: 1.97%
• 1M: -4.46%
• YTD: 37.37%
• 6M: 32.83%
• 1Y: 2.22%
• 3Y*: 14.25%
• 5Y*: 1.88%
• 10Y*: 19.05%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TSLY vs. TGTX - 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%
TGTX TG Therapeutics, Inc.	37.37%	-0.96%	76.23%	44.38%	44.80%

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	0.21
Correlation (All Time) Calculated using the full available price history since Nov 25, 2022	0.20

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: 34
TSLY Sharpe Ratio Rank: 33
TSLY Sortino Ratio Rank: 33
TSLY Omega Ratio Rank: 32
TSLY Calmar Ratio Rank: 40
TSLY Martin Ratio Rank: 32

TGTX

TGTX Risk / Return Rank: 43
TGTX Sharpe Ratio Rank: 44
TGTX Sortino Ratio Rank: 41
TGTX Omega Ratio Rank: 41
TGTX Calmar Ratio Rank: 44
TGTX Martin Ratio Rank: 43

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.

	TSLY	TGTX	Difference
Sharpe ratio: Return per unit of total volatility	1.09	0.05	+1.04
Sortino ratio: Return per unit of downside risk	1.60	0.42	+1.18
Omega ratio: Gain probability vs. loss probability	1.19	1.05	+0.14
Calmar ratio: Return relative to maximum drawdown	1.81	0.07	+1.74
Martin ratio: Return relative to average drawdown	4.37	0.12	+4.25
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TSLY vs. TGTX - Sharpe Ratio Comparison

The current TSLY Sharpe Ratio is 1.09, which is higher than the TGTX Sharpe Ratio of 0.05. 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.

Sharpe Ratios by Period

	TSLY	TGTX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.09	0.05	+1.04
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.02	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.22	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.28	-0.05	+0.32

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.

Drawdown Indicators

	TSLY	TGTX	Difference
Max Drawdown Largest peak-to-trough decline	-49.52%	-99.52%	+50.00%
Max Drawdown (1Y) Largest decline over 1 year	-21.64%	-33.76%	+12.12%
Max Drawdown (3Y) Largest decline over 3 years	-49.52%	-75.69%	+26.17%
Max Drawdown (5Y) Largest decline over 5 years	—	-90.75%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-93.19%	—
Current Drawdown Current decline from peak	-10.98%	-82.46%	+71.48%
Average Drawdown Average peak-to-trough decline	-19.97%	-91.46%	+71.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.93%	19.61%	-10.68%

Volatility

TSLY vs. TGTX - Volatility Comparison

YieldMax TSLA Option Income Strategy ETF (TSLY) and TG Therapeutics, Inc. (TGTX) have volatilities of 12.39% and 12.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TSLY	TGTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.39%	12.21%	+0.18%
Volatility (6M) Calculated over the trailing 6-month period	23.46%	33.01%	-9.55%
Volatility (1Y) Calculated over the trailing 1-year period	35.88%	46.28%	-10.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	45.60%	87.69%	-42.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	45.60%	86.86%	-41.26%

Dividends

TSLY vs. TGTX - Dividend Comparison

TSLY's dividend yield for the trailing twelve months is around 88.79%, while TGTX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023
TGTX TG Therapeutics, 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

Can I hold both TSLY and TGTX in my portfolio?

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.

Which is riskier, TSLY or TGTX?

TSLY has higher volatility (12.39%) compared to TGTX (12.21%). In terms of maximum drawdown, TSLY dropped -49.52% vs TGTX's -99.52%.

Which has better risk-adjusted returns?

TSLY currently has the higher Sharpe Ratio (1.09 vs 0.05), 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.