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ALKS vs. MSTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ALKS vs. MSTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alkermes plc (ALKS) 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, ALKS achieves a 71.80% return, which is significantly higher than MSTY's -27.80% return.


ALKS

1D
4.45%
1M
30.62%
YTD
71.80%
6M
68.73%
1Y
64.29%
3Y*
12.97%
5Y*
14.41%
10Y*
1.29%

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)

ALKS vs. MSTY - Yearly Performance Comparison


2026 (YTD)20252024
ALKS
Alkermes plc
71.80%-2.71%-1.44%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
-27.80%-42.71%212.16%

Correlation

The correlation between ALKS and MSTY is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.14

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Return for Risk

ALKS vs. MSTY — Risk / Return Rank

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

ALKS
ALKS Risk / Return Rank: 8282
Overall Rank
ALKS Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
ALKS Sortino Ratio Rank: 8181
Sortino Ratio Rank
ALKS Omega Ratio Rank: 8080
Omega Ratio Rank
ALKS Calmar Ratio Rank: 8383
Calmar Ratio Rank
ALKS Martin Ratio Rank: 8282
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.

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.

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.


ALKSMSTYDifference
Sharpe ratioReturn per unit of total volatility

+2.66

Sortino ratioReturn per unit of downside risk

+4.29

Omega ratioGain probability vs. loss probability

1.29

0.79

+0.50

Calmar ratioReturn relative to maximum drawdown

2.91

-0.93

+3.84

Martin ratioReturn relative to average drawdown

6.76

-1.35

+8.11

ALKS vs. MSTY - Sharpe Ratio Comparison

The current ALKS Sharpe Ratio is 1.58, which is higher than the MSTY Sharpe Ratio of -1.08. The chart below compares the historical Sharpe Ratios of ALKS 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

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


ALKSMSTYDifference

Max Drawdown

Largest 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

-30.98%

Max Drawdown (5Y)

Largest decline over 5 years

-33.18%

Max Drawdown (10Y)

Largest decline over 10 years

-80.58%

Current Drawdown

Current decline from peak

-50.97%

-71.62%

+20.65%

Average Drawdown

Average peak-to-trough decline

-67.22%

-26.97%

-40.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.54%

49.36%

-39.82%

Volatility

ALKS vs. MSTY - Volatility Comparison

The current volatility for Alkermes plc (ALKS) is 10.29%, while YieldMax™ MSTR Option Income Strategy ETF (MSTY) has a volatility of 19.32%. 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


ALKSMSTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.29%

19.32%

-9.03%

Volatility (6M)

Calculated over the trailing 6-month period

30.44%

49.66%

-19.22%

Volatility (1Y)

Calculated over the trailing 1-year period

40.91%

62.02%

-21.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.38%

71.82%

-34.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.31%

71.82%

-30.51%

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 286.06%.


PositionTTM20252024
ALKS
Alkermes plc
0.00%0.00%0.00%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
286.06%294.61%104.56%

Frequently Asked Questions


ALKS and MSTY have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSTY has higher volatility (19.32%) compared to ALKS (10.29%). In terms of maximum drawdown, ALKS dropped -96.14% vs MSTY's -71.79%.

ALKS currently has the higher Sharpe Ratio (1.58 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

Find the right allocation for ALKS and MSTY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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