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 64.29% vs -66.58% for MSTY. At a 0.14 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 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*
- —
ALKS vs. MSTY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
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
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.
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.
| ALKS | MSTY | Difference | |
|---|---|---|---|
| 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 |
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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
| 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 | -30.98% | — | — |
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 | -50.97% | -71.62% | +20.65% |
Average DrawdownAverage peak-to-trough decline | -67.22% | -26.97% | -40.25% |
Ulcer IndexDepth 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
| ALKS | MSTY | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
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.
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