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ABCL vs. MSTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ABCL vs. MSTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AbCellera Biologics Inc. (ABCL) and YieldMax™ MSTR Option Income Strategy ETF (MSTY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ABCL achieves a 64.62% return, which is significantly higher than MSTY's -27.80% return.


ABCL

1D
-1.92%
1M
8.27%
YTD
64.62%
6M
52.57%
1Y
69.07%
3Y*
-8.34%
5Y*
-23.34%
10Y*

MSTY

1D
-4.55%
1M
-31.74%
YTD
-27.80%
6M
-29.80%
1Y
-66.58%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ABCL vs. MSTY - Yearly Performance Comparison


2026 (YTD)20252024
ABCL
AbCellera Biologics Inc.
64.62%16.72%-39.09%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
-27.80%-42.71%212.16%

Correlation

The correlation between ABCL and MSTY is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

Correlation (All Time)
Calculated using the full available price history since Feb 22, 2024

0.36

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Return for Risk

ABCL vs. MSTY — Risk / Return Rank

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

ABCL
ABCL Risk / Return Rank: 6868
Overall Rank
ABCL Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
ABCL Sortino Ratio Rank: 7171
Sortino Ratio Rank
ABCL Omega Ratio Rank: 6767
Omega Ratio Rank
ABCL Calmar Ratio Rank: 6767
Calmar Ratio Rank
ABCL Martin Ratio Rank: 6464
Martin Ratio Rank

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

ABCL vs. MSTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AbCellera Biologics Inc. (ABCL) and YieldMax™ MSTR Option Income Strategy ETF (MSTY). 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.


ABCLMSTYDifference
Sharpe ratioReturn per unit of total volatility

+1.97

Sortino ratioReturn per unit of downside risk

+3.67

Omega ratioGain probability vs. loss probability

1.19

0.79

+0.41

Calmar ratioReturn relative to maximum drawdown

1.26

-0.93

+2.19

Martin ratioReturn relative to average drawdown

2.29

-1.35

+3.64

ABCL vs. MSTY - Sharpe Ratio Comparison

The current ABCL Sharpe Ratio is 0.89, which is higher than the MSTY Sharpe Ratio of -1.08. The chart below compares the historical Sharpe Ratios of ABCL and MSTY, 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

ABCL vs. MSTY - Drawdown Comparison

The maximum ABCL drawdown since its inception was -96.84%, which is greater than MSTY's maximum drawdown of -71.79%. Use the drawdown chart below to compare losses from any high point for ABCL and MSTY.


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Drawdown Indicators


ABCLMSTYDifference

Max Drawdown

Largest peak-to-trough decline

-96.84%

-71.79%

-25.05%

Max Drawdown (1Y)

Largest decline over 1 year

-54.94%

-71.79%

+16.85%

Max Drawdown (3Y)

Largest decline over 3 years

-75.72%

Max Drawdown (5Y)

Largest decline over 5 years

-91.23%

Current Drawdown

Current decline from peak

-90.77%

-71.62%

-19.15%

Average Drawdown

Average peak-to-trough decline

-84.16%

-26.97%

-57.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.23%

49.36%

-19.13%

Volatility

ABCL vs. MSTY - Volatility Comparison

AbCellera Biologics Inc. (ABCL) has a higher volatility of 24.71% compared to YieldMax™ MSTR Option Income Strategy ETF (MSTY) at 19.32%. This indicates that ABCL's price experiences larger fluctuations and is considered to be riskier than MSTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ABCLMSTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.71%

19.32%

+5.39%

Volatility (6M)

Calculated over the trailing 6-month period

55.13%

49.66%

+5.47%

Volatility (1Y)

Calculated over the trailing 1-year period

77.80%

62.02%

+15.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

66.88%

71.82%

-4.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

70.24%

71.82%

-1.58%

Dividends

ABCL vs. MSTY - Dividend Comparison

ABCL has not paid dividends to shareholders, while MSTY's dividend yield for the trailing twelve months is around 286.06%.


PositionTTM20252024
ABCL
AbCellera Biologics Inc.
0.00%0.00%0.00%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
286.06%294.61%104.56%

Frequently Asked Questions


ABCL and MSTY have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ABCL has higher volatility (24.71%) compared to MSTY (19.32%). In terms of maximum drawdown, ABCL dropped -96.84% vs MSTY's -71.79%.

ABCL currently has the higher Sharpe Ratio (0.89 vs -1.08), 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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