PortfoliosLab logoPortfoliosLab logo
TSYX vs. TSPY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TSYX vs. TSPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TSPY Lift ETF (TSYX) and TappAlpha SPY Growth & Daily Income ETF (TSPY). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TSYX vs. TSPY - Yearly Performance Comparison


Returns By Period


TSYX

1D
4.07%
1M
-7.63%
YTD
6M
1Y
3Y*
5Y*
10Y*

TSPY

1D
2.98%
1M
-5.60%
YTD
-4.76%
6M
-1.72%
1Y
15.56%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


TSYX vs. TSPY - Expense Ratio Comparison

TSYX has a 0.98% expense ratio, which is higher than TSPY's 0.68% expense ratio.


Return for Risk

TSYX vs. TSPY — Risk / Return Rank

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

TSYX

TSPY
TSPY Risk / Return Rank: 5757
Overall Rank
TSPY Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
TSPY Sortino Ratio Rank: 5454
Sortino Ratio Rank
TSPY Omega Ratio Rank: 5858
Omega Ratio Rank
TSPY Calmar Ratio Rank: 6161
Calmar Ratio Rank
TSPY Martin Ratio Rank: 6060
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.

TSYX vs. TSPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TSPY Lift ETF (TSYX) and TappAlpha SPY Growth & Daily Income ETF (TSPY). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

TSYX vs. TSPY - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


TSYXTSPYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.61

0.68

-2.29

Correlation

The correlation between TSYX and TSPY is 0.98, 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.


Dividends

TSYX vs. TSPY - Dividend Comparison

TSYX's dividend yield for the trailing twelve months is around 3.46%, less than TSPY's 16.38% yield.


TTM20252024
TSYX
TSPY Lift ETF
3.46%0.00%0.00%
TSPY
TappAlpha SPY Growth & Daily Income ETF
16.38%13.69%3.45%

Drawdowns

TSYX vs. TSPY - Drawdown Comparison

The maximum TSYX drawdown since its inception was -13.39%, smaller than the maximum TSPY drawdown of -18.02%. Use the drawdown chart below to compare losses from any high point for TSYX and TSPY.


Loading graphics...

Drawdown Indicators


TSYXTSPYDifference

Max Drawdown

Largest peak-to-trough decline

-13.39%

-18.02%

+4.63%

Max Drawdown (1Y)

Largest decline over 1 year

-11.47%

Current Drawdown

Current decline from peak

-9.86%

-6.93%

-2.93%

Average Drawdown

Average peak-to-trough decline

-3.75%

-2.67%

-1.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

Volatility

TSYX vs. TSPY - Volatility Comparison


Loading graphics...

Volatility by Period


TSYXTSPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.04%

Volatility (6M)

Calculated over the trailing 6-month period

9.50%

Volatility (1Y)

Calculated over the trailing 1-year period

20.22%

17.77%

+2.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.22%

16.53%

+3.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.22%

16.53%

+3.69%