ALKS vs. MSTY
ALKS (Alkermes plc) is a stock, while MSTY (YieldMax™ MSTR Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax. Over the past year, ALKS returned 36.74% vs -61.25% for MSTY. At a 0.16 correlation, their price movements are largely independent.
Performance
ALKS vs. MSTY - Performance Comparison
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Returns By Period
In the year-to-date period, ALKS achieves a 52.82% return, which is significantly higher than MSTY's -14.73% return.
ALKS
- 1D
- 3.48%
- 1M
- 25.14%
- YTD
- 52.82%
- 6M
- 44.80%
- 1Y
- 36.74%
- 3Y*
- 13.16%
- 5Y*
- 13.13%
- 10Y*
- -0.52%
MSTY
- 1D
- -6.76%
- 1M
- -28.46%
- YTD
- -14.73%
- 6M
- -26.86%
- 1Y
- -61.25%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ALKS vs. MSTY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
ALKS Alkermes plc | 52.82% | -2.71% | -0.52% |
MSTY YieldMax™ MSTR Option Income Strategy ETF | -14.73% | -42.71% | 200.20% |
Correlation
The correlation between ALKS and MSTY is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Feb 23, 2024 | 0.16 |
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Return for Risk
ALKS vs. MSTY — Risk / Return Rank
ALKS
MSTY
ALKS vs. MSTY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alkermes plc (ALKS) 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.
| ALKS | MSTY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.93 | ||
| Sortino ratioReturn per unit of downside risk | +3.29 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 0.81 | +0.38 |
| Calmar ratioReturn relative to maximum drawdown | 1.66 | -0.86 | +2.52 |
| Martin ratioReturn relative to average drawdown | 3.50 | -1.31 | +4.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ALKS | MSTY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | -1.02 | +1.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.01 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 0.26 | -0.16 |
Drawdowns
ALKS vs. MSTY - Drawdown Comparison
The maximum ALKS drawdown since its inception was -96.14%, which is greater than MSTY's maximum drawdown of -71.79%. Use the drawdown chart below to compare losses from any high point for ALKS and MSTY.
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Drawdown Indicators
| ALKS | MSTY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.14% | -71.79% | -24.35% |
Max Drawdown (1Y)Largest decline over 1 year | -22.20% | -71.79% | +49.59% |
Max Drawdown (3Y)Largest decline over 3 years | -31.58% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -33.18% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -80.58% | — | — |
Current DrawdownCurrent decline from peak | -56.39% | -66.48% | +10.09% |
Average DrawdownAverage peak-to-trough decline | -67.25% | -26.09% | -41.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.54% | 46.87% | -36.33% |
Volatility
ALKS vs. MSTY - Volatility Comparison
The current volatility for Alkermes plc (ALKS) is 13.20%, while YieldMax™ MSTR Option Income Strategy ETF (MSTY) has a volatility of 17.01%. This indicates that ALKS experiences smaller price fluctuations and is considered to be less risky 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
| ALKS | MSTY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.20% | 17.01% | -3.81% |
Volatility (6M)Calculated over the trailing 6-month period | 30.12% | 48.79% | -18.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.64% | 60.44% | -19.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.32% | 71.92% | -34.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.29% | 71.92% | -30.63% |
Dividends
ALKS vs. MSTY - Dividend Comparison
ALKS has not paid dividends to shareholders, while MSTY's dividend yield for the trailing twelve months is around 269.45%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
ALKS Alkermes plc | 0.00% | 0.00% | 0.00% |
MSTY YieldMax™ MSTR Option Income Strategy ETF | 269.45% | 294.61% | 104.56% |
Frequently Asked Questions
ALKS and MSTY have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSTY has higher volatility (17.01%) compared to ALKS (13.20%). In terms of maximum drawdown, ALKS dropped -96.14% vs MSTY's -71.79%.
ALKS currently has the higher Sharpe Ratio (0.91 vs -1.02), 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.
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