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

Correlation

The correlation between TSLY and TSLA is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 1.0

Performance

TSLY vs. TSLA - Performance Comparison

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

0.00%50.00%100.00%150.00%NovemberDecember2025FebruaryMarchApril
2.20%
54.34%
TSLY
TSLA

Key characteristics

Sharpe Ratio

TSLY:

0.37

TSLA:

0.89

Sortino Ratio

TSLY:

0.88

TSLA:

1.67

Omega Ratio

TSLY:

1.11

TSLA:

1.19

Calmar Ratio

TSLY:

0.40

TSLA:

0.94

Martin Ratio

TSLY:

1.12

TSLA:

3.17

Ulcer Index

TSLY:

17.46%

TSLA:

19.35%

Daily Std Dev

TSLY:

52.91%

TSLA:

69.12%

Max Drawdown

TSLY:

-49.52%

TSLA:

-73.63%

Current Drawdown

TSLY:

-37.61%

TSLA:

-41.07%

Returns By Period

In the year-to-date period, TSLY achieves a -27.32% return, which is significantly higher than TSLA's -29.98% return.


TSLY

YTD

-27.32%

1M

-0.95%

6M

1.58%

1Y

24.55%

5Y*

N/A

10Y*

N/A

TSLA

YTD

-29.98%

1M

-0.66%

6M

13.55%

1Y

69.69%

5Y*

54.88%

10Y*

36.43%

*Annualized

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Risk-Adjusted Performance

TSLY vs. TSLA — 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 4545
Overall Rank
The Sharpe Ratio Rank of TSLY is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of TSLY is 5454
Sortino Ratio Rank
The Omega Ratio Rank of TSLY is 5353
Omega Ratio Rank
The Calmar Ratio Rank of TSLY is 4343
Calmar Ratio Rank
The Martin Ratio Rank of TSLY is 3636
Martin Ratio Rank

TSLA
The Risk-Adjusted Performance Rank of TSLA is 8080
Overall Rank
The Sharpe Ratio Rank of TSLA is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of TSLA is 8080
Sortino Ratio Rank
The Omega Ratio Rank of TSLA is 7575
Omega Ratio Rank
The Calmar Ratio Rank of TSLA is 8383
Calmar Ratio Rank
The Martin Ratio Rank of TSLA is 7979
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. TSLA - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for TSLY, currently valued at 0.37, compared to the broader market-1.000.001.002.003.004.005.00
TSLY: 0.37
TSLA: 0.89
The chart of Sortino ratio for TSLY, currently valued at 0.88, compared to the broader market-2.000.002.004.006.008.0010.0012.00
TSLY: 0.88
TSLA: 1.67
The chart of Omega ratio for TSLY, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.00
TSLY: 1.11
TSLA: 1.19
The chart of Calmar ratio for TSLY, currently valued at 0.40, compared to the broader market0.005.0010.0015.00
TSLY: 0.40
TSLA: 1.14
The chart of Martin ratio for TSLY, currently valued at 1.12, compared to the broader market0.0020.0040.0060.0080.00100.00
TSLY: 1.12
TSLA: 3.17

The current TSLY Sharpe Ratio is 0.37, which is lower than the TSLA Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of TSLY and TSLA, 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-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.37
0.89
TSLY
TSLA

Dividends

TSLY vs. TSLA - Dividend Comparison

TSLY's dividend yield for the trailing twelve months is around 121.73%, while TSLA has not paid dividends to shareholders.


TTM20242023
TSLY
YieldMax TSLA Option Income Strategy ETF
121.73%82.33%76.47%
TSLA
Tesla, Inc.
0.00%0.00%0.00%

Drawdowns

TSLY vs. TSLA - Drawdown Comparison

The maximum TSLY drawdown since its inception was -49.52%, smaller than the maximum TSLA drawdown of -73.63%. Use the drawdown chart below to compare losses from any high point for TSLY and TSLA. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-37.61%
-41.07%
TSLY
TSLA

Volatility

TSLY vs. TSLA - Volatility Comparison

The current volatility for YieldMax TSLA Option Income Strategy ETF (TSLY) is 23.30%, while Tesla, Inc. (TSLA) has a volatility of 27.86%. This indicates that TSLY experiences smaller price fluctuations and is considered to be less risky than TSLA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
23.30%
27.86%
TSLY
TSLA
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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