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TSLZ vs. CRSH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TSLZ and CRSH is 0.94, 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: 0.9

Performance

TSLZ vs. CRSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T-Rex 2X Inverse Tesla Daily Target ETF (TSLZ) and YieldMax Short TSLA Option Income Strategy ETF (CRSH). The values are adjusted to include any dividend payments, if applicable.

-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-88.12%
-33.00%
TSLZ
CRSH

Key characteristics

Daily Std Dev

TSLZ:

146.91%

CRSH:

57.06%

Max Drawdown

TSLZ:

-96.69%

CRSH:

-58.87%

Current Drawdown

TSLZ:

-93.59%

CRSH:

-36.63%

Returns By Period

In the year-to-date period, TSLZ achieves a 46.59% return, which is significantly higher than CRSH's 39.47% return.


TSLZ

YTD

46.59%

1M

-39.37%

6M

-73.06%

1Y

-92.39%

5Y*

N/A

10Y*

N/A

CRSH

YTD

39.47%

1M

-8.39%

6M

-25.73%

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TSLZ vs. CRSH - Expense Ratio Comparison

TSLZ has a 1.05% expense ratio, which is higher than CRSH's 0.99% expense ratio.


TSLZ
T-Rex 2X Inverse Tesla Daily Target ETF
Expense ratio chart for TSLZ: current value is 1.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TSLZ: 1.05%
Expense ratio chart for CRSH: current value is 0.99%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
CRSH: 0.99%

Risk-Adjusted Performance

TSLZ vs. CRSH — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TSLZ
The Risk-Adjusted Performance Rank of TSLZ is 33
Overall Rank
The Sharpe Ratio Rank of TSLZ is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of TSLZ is 11
Sortino Ratio Rank
The Omega Ratio Rank of TSLZ is 11
Omega Ratio Rank
The Calmar Ratio Rank of TSLZ is 00
Calmar Ratio Rank
The Martin Ratio Rank of TSLZ is 77
Martin Ratio Rank

CRSH
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.

TSLZ vs. CRSH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T-Rex 2X Inverse Tesla Daily Target ETF (TSLZ) and YieldMax Short TSLA Option Income Strategy ETF (CRSH). 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 TSLZ, currently valued at -0.63, compared to the broader market-1.000.001.002.003.004.00
TSLZ: -0.63
The chart of Sortino ratio for TSLZ, currently valued at -1.16, compared to the broader market-2.000.002.004.006.008.00
TSLZ: -1.16
The chart of Omega ratio for TSLZ, currently valued at 0.85, compared to the broader market0.501.001.502.002.50
TSLZ: 0.85
The chart of Calmar ratio for TSLZ, currently valued at -0.95, compared to the broader market0.002.004.006.008.0010.0012.00
TSLZ: -0.95
The chart of Martin ratio for TSLZ, currently valued at -1.16, compared to the broader market0.0020.0040.0060.00
TSLZ: -1.16


Chart placeholderNot enough data

Dividends

TSLZ vs. CRSH - Dividend Comparison

TSLZ's dividend yield for the trailing twelve months is around 1.42%, less than CRSH's 100.45% yield.


TTM20242023
TSLZ
T-Rex 2X Inverse Tesla Daily Target ETF
1.42%2.09%12.14%
CRSH
YieldMax Short TSLA Option Income Strategy ETF
100.45%94.27%0.00%

Drawdowns

TSLZ vs. CRSH - Drawdown Comparison

The maximum TSLZ drawdown since its inception was -96.69%, which is greater than CRSH's maximum drawdown of -58.87%. Use the drawdown chart below to compare losses from any high point for TSLZ and CRSH. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%NovemberDecember2025FebruaryMarchApril
-89.53%
-36.63%
TSLZ
CRSH

Volatility

TSLZ vs. CRSH - Volatility Comparison

T-Rex 2X Inverse Tesla Daily Target ETF (TSLZ) has a higher volatility of 76.91% compared to YieldMax Short TSLA Option Income Strategy ETF (CRSH) at 27.71%. This indicates that TSLZ's price experiences larger fluctuations and is considered to be riskier than CRSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%20.00%40.00%60.00%80.00%NovemberDecember2025FebruaryMarchApril
76.91%
27.71%
TSLZ
CRSH
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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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