Many people compare sex to exercise, and in a way, sex is physical exercise. In this case, masturbation would fall under the category of a light exercise, kind of like a warm-up. It involves less movement than penetrative sex, so logically it can't burn you out as much as sex will. However, orgasm is as an orgasm does, and the hormones involved when you orgasm on your own or with a partner are the same. With that, masturbation may still make you feel tired.