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YBIT vs. TSLY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YBIT vs. TSLY - Performance Comparison

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

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Returns By Period

In the year-to-date period, YBIT achieves a -30.07% return, which is significantly lower than TSLY's -10.44% return.


YBIT

1D
-0.85%
1M
-19.02%
YTD
-30.07%
6M
-29.90%
1Y
-40.64%
3Y*
5Y*
10Y*

TSLY

1D
-0.09%
1M
-10.60%
YTD
-10.44%
6M
-16.11%
1Y
19.99%
3Y*
9.70%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

YBIT vs. TSLY - Yearly Performance Comparison


2026 (YTD)20252024
YBIT
YieldMax Bitcoin Option Income Strategy ETF
-30.07%-2.49%1.40%
TSLY
YieldMax TSLA Option Income Strategy ETF
-10.44%13.62%94.48%

Correlation

The correlation between YBIT and TSLY is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.43

Correlation (All Time)
Calculated using the full available price history since Apr 23, 2024

0.42

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Return for Risk

YBIT vs. TSLY — Risk / Return Rank

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

YBIT
YBIT Risk / Return Rank: 11
Overall Rank
YBIT Sharpe Ratio Rank: 11
Sharpe Ratio Rank
YBIT Sortino Ratio Rank: 11
Sortino Ratio Rank
YBIT Omega Ratio Rank: 11
Omega Ratio Rank
YBIT Calmar Ratio Rank: 22
Calmar Ratio Rank
YBIT Martin Ratio Rank: 11
Martin Ratio Rank

TSLY
TSLY Risk / Return Rank: 2020
Overall Rank
TSLY Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
TSLY Sortino Ratio Rank: 1919
Sortino Ratio Rank
TSLY Omega Ratio Rank: 1919
Omega Ratio Rank
TSLY Calmar Ratio Rank: 2222
Calmar Ratio Rank
TSLY Martin Ratio Rank: 2020
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.

YBIT vs. TSLY - Risk-Adjusted Trends Comparison

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


YBITTSLYDifference
Sharpe ratioReturn per unit of total volatility

-1.67

Sortino ratioReturn per unit of downside risk

-2.60

Omega ratioGain probability vs. loss probability

0.81

1.12

-0.31

Calmar ratioReturn relative to maximum drawdown

-0.86

0.93

-1.79

Martin ratioReturn relative to average drawdown

-1.50

2.20

-3.71

YBIT vs. TSLY - Sharpe Ratio Comparison

The current YBIT Sharpe Ratio is -1.11, which is lower than the TSLY Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of YBIT and TSLY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

YBIT vs. TSLY - Drawdown Comparison

The maximum YBIT drawdown since its inception was -47.30%, roughly equal to the maximum TSLY drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for YBIT and TSLY.


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Drawdown Indicators


YBITTSLYDifference

Max Drawdown

Largest peak-to-trough decline

-47.30%

-49.52%

+2.22%

Max Drawdown (1Y)

Largest decline over 1 year

-47.30%

-21.64%

-25.66%

Max Drawdown (3Y)

Largest decline over 3 years

-49.52%

Current Drawdown

Current decline from peak

-47.23%

-16.26%

-30.97%

Average Drawdown

Average peak-to-trough decline

-15.91%

-19.86%

+3.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.03%

9.11%

+17.92%

Volatility

YBIT vs. TSLY - Volatility Comparison

YieldMax Bitcoin Option Income Strategy ETF (YBIT) and YieldMax TSLA Option Income Strategy ETF (TSLY) have volatilities of 11.55% and 12.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YBITTSLYDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.55%

12.05%

-0.50%

Volatility (6M)

Calculated over the trailing 6-month period

29.42%

23.70%

+5.72%

Volatility (1Y)

Calculated over the trailing 1-year period

36.83%

35.63%

+1.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.69%

45.47%

-6.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.69%

45.47%

-6.78%

YBIT vs. TSLY - Expense Ratio Comparison

YBIT has a 0.99% expense ratio, which is lower than TSLY's 1.07% expense ratio.


Dividends

YBIT vs. TSLY - Dividend Comparison

YBIT's dividend yield for the trailing twelve months is around 106.69%, more than TSLY's 92.69% yield.


PositionTTM202520242023
TSLY
YieldMax TSLA Option Income Strategy ETF
92.69%91.19%82.30%76.47%
YBIT
YieldMax Bitcoin Option Income Strategy ETF
106.69%88.33%60.00%0.00%

Frequently Asked Questions


YBIT and TSLY have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TSLY has higher volatility (12.05%) compared to YBIT (11.55%). In terms of maximum drawdown, YBIT dropped -47.30% vs TSLY's -49.52%.

On 1-year performance, TSLY leads with 19.99% vs -40.64% for YBIT. On fees, YBIT is cheaper at 0.99% per year. On volatility, YBIT has been the lower-risk option at 11.55%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, TSLY has performed better with a 19.99% return vs -40.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

YBIT is cheaper with a 0.99% expense ratio, compared with 1.07% for TSLY.

YBIT has the higher dividend yield at 106.69%, compared with 92.69% for TSLY.

YBIT is categorized as Cryptocurrency, while TSLY is Options Trading. Their fees differ too: 0.99% for YBIT and 1.07% for TSLY.

TSLY currently has the higher Sharpe Ratio (0.57 vs -1.11), 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.

Portfolio Optimizer

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