TSLY vs. TSLA

In the year-to-date period, TSLY achieves a -30.87% return, which is significantly higher than TSLA's -37.91% return.

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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.

The current TSLY Sharpe Ratio is 0.55, which is lower than the TSLA Sharpe Ratio of 0.95. 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.

TSLY's dividend yield for the trailing twelve months is around 139.05%, while TSLA has not paid dividends to shareholders.

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.

The current volatility for YieldMax TSLA Option Income Strategy ETF (TSLY) is 23.53%, while Tesla, Inc. (TSLA) has a volatility of 30.11%. 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.