TSLY vs. VZ
TSLY (YieldMax TSLA Option Income Strategy ETF) is Options Trading fund actively managed by YieldMax, while VZ (Verizon Communications Inc.) is a stock. Over the past 3 years, TSLY returned 10.28%/yr vs 18.39%/yr for VZ. At a correlation of -0.02, they often move in opposite directions.
Performance
TSLY vs. VZ - Performance Comparison
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Returns By Period
In the year-to-date period, TSLY achieves a -5.22% return, which is significantly lower than VZ's 21.97% return.
TSLY
- 1D
- 1.66%
- 1M
- -6.99%
- YTD
- -5.22%
- 6M
- -7.03%
- 1Y
- 29.62%
- 3Y*
- 10.28%
- 5Y*
- —
- 10Y*
- —
VZ
- 1D
- 2.49%
- 1M
- 1.91%
- YTD
- 21.97%
- 6M
- 21.50%
- 1Y
- 18.98%
- 3Y*
- 18.39%
- 5Y*
- 2.74%
- 10Y*
- 4.44%
TSLY vs. VZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
TSLY YieldMax TSLA Option Income Strategy ETF | -5.22% | 13.62% | 27.83% | 50.69% | -27.09% |
VZ Verizon Communications Inc. | 21.97% | 8.86% | 13.14% | 2.71% | 0.51% |
Correlation
The correlation between TSLY and VZ is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.04 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2022 | -0.02 |
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Return for Risk
TSLY vs. VZ — Risk / Return Rank
TSLY
VZ
TSLY vs. VZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax TSLA Option Income Strategy ETF (TSLY) and Verizon Communications Inc. (VZ). 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.
| TSLY | VZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | -0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.18 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.38 | 1.43 | -0.06 |
| Martin ratioReturn relative to average drawdown | 3.27 | 3.06 | +0.21 |
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Drawdowns
TSLY vs. VZ - Drawdown Comparison
The maximum TSLY drawdown since its inception was -49.52%, roughly equal to the maximum VZ drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for TSLY and VZ.
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Drawdown Indicators
| TSLY | VZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.52% | -50.66% | +1.14% |
Max Drawdown (1Y)Largest decline over 1 year | -21.64% | -13.32% | -8.32% |
Max Drawdown (3Y)Largest decline over 3 years | -49.52% | -14.93% | -34.59% |
Max Drawdown (5Y)Largest decline over 5 years | — | -38.38% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.21% | — |
Current DrawdownCurrent decline from peak | -11.38% | -4.96% | -6.42% |
Average DrawdownAverage peak-to-trough decline | -19.92% | -14.82% | -5.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.09% | 6.23% | +2.86% |
Volatility
TSLY vs. VZ - Volatility Comparison
YieldMax TSLA Option Income Strategy ETF (TSLY) has a higher volatility of 12.68% compared to Verizon Communications Inc. (VZ) at 6.87%. This indicates that TSLY's price experiences larger fluctuations and is considered to be riskier than VZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSLY | VZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.68% | 6.87% | +5.81% |
Volatility (6M)Calculated over the trailing 6-month period | 23.97% | 17.91% | +6.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.92% | 22.78% | +13.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.59% | 21.66% | +23.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.59% | 20.36% | +25.23% |
Dividends
TSLY vs. VZ - Dividend Comparison
TSLY's dividend yield for the trailing twelve months is around 83.90%, more than VZ's 5.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSLY YieldMax TSLA Option Income Strategy ETF | 83.90% | 91.19% | 82.30% | 76.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VZ Verizon Communications Inc. | 5.75% | 6.68% | 6.68% | 6.96% | 6.53% | 4.85% | 4.21% | 3.95% | 4.22% | 4.39% | 4.26% | 4.79% |
Frequently Asked Questions
TSLY and VZ have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSLY has higher volatility (12.68%) compared to VZ (6.87%). In terms of maximum drawdown, TSLY dropped -49.52% vs VZ's -50.66%.
VZ currently has the higher Sharpe Ratio (0.84 vs 0.83), 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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