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TSLY vs. TSL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSLY vs. TSL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax TSLA Option Income Strategy ETF (TSLY) and GraniteShares 1.25x Long Tsla Daily ETF (TSL). 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 -1.68% return, which is significantly higher than TSL's -9.40% return.


TSLY

1D
0.10%
1M
5.56%
YTD
-1.68%
6M
-1.00%
1Y
24.54%
3Y*
15.16%
5Y*
10Y*

TSL

1D
-0.11%
1M
9.37%
YTD
-9.40%
6M
-9.11%
1Y
20.41%
3Y*
20.28%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSLY vs. TSL - Yearly Performance Comparison


2026 (YTD)2025202420232022
TSLY
YieldMax TSLA Option Income Strategy ETF
-1.68%13.62%27.83%50.69%-27.02%
TSL
GraniteShares 1.25x Long Tsla Daily ETF
-9.40%3.49%64.12%113.79%-40.11%

Correlation

The correlation between TSLY and TSL is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

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

0.98

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

0.97

The correlation between TSLY and TSL has been stable across timeframes, ranging from 0.97 to 0.99 - a consistent structural relationship.

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Return for Risk

TSLY vs. TSL — 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: 1919
Sharpe Ratio Rank
TSLY Sortino Ratio Rank: 1919
Sortino Ratio Rank
TSLY Omega Ratio Rank: 2020
Omega Ratio Rank
TSLY Calmar Ratio Rank: 2424
Calmar Ratio Rank
TSLY Martin Ratio Rank: 2222
Martin Ratio Rank

TSL
TSL Risk / Return Rank: 1616
Overall Rank
TSL Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
TSL Sortino Ratio Rank: 1717
Sortino Ratio Rank
TSL Omega Ratio Rank: 1717
Omega Ratio Rank
TSL Calmar Ratio Rank: 1616
Calmar Ratio Rank
TSL Martin Ratio Rank: 1515
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. TSL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax TSLA Option Income Strategy ETF (TSLY) and GraniteShares 1.25x Long Tsla Daily ETF (TSL). 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.


TSLYTSLDifference
Sharpe ratioReturn per unit of total volatility

+0.29

Sortino ratioReturn per unit of downside risk

+0.19

Omega ratioGain probability vs. loss probability

1.14

1.11

+0.03

Calmar ratioReturn relative to maximum drawdown

1.14

0.55

+0.58

Martin ratioReturn relative to average drawdown

2.75

1.26

+1.50

TSLY vs. TSL - Sharpe Ratio Comparison

The current TSLY Sharpe Ratio is 0.65, which is higher than the TSL Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of TSLY and TSL, 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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Sharpe Ratios by Period


TSLYTSLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

0.35

+0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.03

+0.27

Drawdowns

TSLY vs. TSL - Drawdown Comparison

The maximum TSLY drawdown since its inception was -49.52%, smaller than the maximum TSL drawdown of -74.52%. Use the drawdown chart below to compare losses from any high point for TSLY and TSL.


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Drawdown Indicators


TSLYTSLDifference

Max Drawdown

Largest peak-to-trough decline

-49.52%

-74.52%

+25.00%

Max Drawdown (1Y)

Largest decline over 1 year

-21.64%

-36.98%

+15.34%

Max Drawdown (3Y)

Largest decline over 3 years

-49.52%

-63.30%

+13.78%

Current Drawdown

Current decline from peak

-8.07%

-24.91%

+16.84%

Average Drawdown

Average peak-to-trough decline

-20.00%

-38.71%

+18.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.10%

16.38%

-7.28%

Volatility

TSLY vs. TSL - Volatility Comparison

The current volatility for YieldMax TSLA Option Income Strategy ETF (TSLY) is 9.96%, while GraniteShares 1.25x Long Tsla Daily ETF (TSL) has a volatility of 15.25%. This indicates that TSLY experiences smaller price fluctuations and is considered to be less risky than TSL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSLYTSLDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.96%

15.25%

-5.29%

Volatility (6M)

Calculated over the trailing 6-month period

22.37%

34.12%

-11.75%

Volatility (1Y)

Calculated over the trailing 1-year period

38.18%

57.94%

-19.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.50%

73.18%

-27.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.50%

73.18%

-27.68%

TSLY vs. TSL - Expense Ratio Comparison

TSLY has a 1.07% expense ratio, which is lower than TSL's 1.15% expense ratio.


Dividends

TSLY vs. TSL - Dividend Comparison

TSLY's dividend yield for the trailing twelve months is around 83.79%, while TSL has not paid dividends to shareholders.


PositionTTM202520242023
TSL
GraniteShares 1.25x Long Tsla Daily ETF
0.00%0.00%0.00%60.47%
TSLY
YieldMax TSLA Option Income Strategy ETF
83.79%91.19%82.30%76.47%

Frequently Asked Questions


With a correlation of 0.99, TSLY and TSL move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

TSL has higher volatility (15.25%) compared to TSLY (9.96%). In terms of maximum drawdown, TSLY dropped -49.52% vs TSL's -74.52%.

On 3-year performance, TSL leads with 20.28% vs 15.16% for TSLY. On fees, TSLY is cheaper at 1.07% per year. On volatility, TSLY has been the lower-risk option at 9.96%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, TSL has performed better with a 20.28% return vs 15.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TSLY is cheaper with a 1.07% expense ratio, compared with 1.15% for TSL.

TSLY has the higher dividend yield at 83.79%, compared with 0.00% for TSL.

TSLY is categorized as Options Trading, while TSL is Leveraged Equities. They also come from different issuers: YieldMax and GraniteShares. Their fees differ too: 1.07% for TSLY and 1.15% for TSL.

TSLY currently has the higher Sharpe Ratio (0.65 vs 0.35), 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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