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ARRNF vs. MSTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ARRNF vs. MSTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Rare Earths Limited (ARRNF) 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, ARRNF achieves a 39.00% return, which is significantly higher than MSTY's -14.73% return.


ARRNF

1D
-7.33%
1M
11.33%
YTD
39.00%
6M
8.55%
1Y
58.86%
3Y*
41.65%
5Y*
70.94%
10Y*

MSTY

1D
-6.76%
1M
-28.46%
YTD
-14.73%
6M
-26.86%
1Y
-61.25%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ARRNF vs. MSTY - Yearly Performance Comparison


2026 (YTD)20252024
ARRNF
American Rare Earths Limited
39.00%23.89%-40.00%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
-14.73%-42.71%200.20%

Correlation

The correlation between ARRNF and MSTY is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

Correlation (All Time)
Calculated using the full available price history since Feb 23, 2024

0.08

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Return for Risk

ARRNF vs. MSTY — Risk / Return Rank

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

ARRNF
ARRNF Risk / Return Rank: 6363
Overall Rank
ARRNF Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
ARRNF Sortino Ratio Rank: 7373
Sortino Ratio Rank
ARRNF Omega Ratio Rank: 7171
Omega Ratio Rank
ARRNF Calmar Ratio Rank: 5959
Calmar Ratio Rank
ARRNF Martin Ratio Rank: 5454
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: 22
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.

ARRNF vs. MSTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Rare Earths Limited (ARRNF) 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.


ARRNFMSTYDifference
Sharpe ratioReturn per unit of total volatility

+1.49

Sortino ratioReturn per unit of downside risk

+3.66

Omega ratioGain probability vs. loss probability

1.24

0.81

+0.43

Calmar ratioReturn relative to maximum drawdown

0.86

-0.86

+1.71

Martin ratioReturn relative to average drawdown

1.21

-1.31

+2.51

ARRNF vs. MSTY - Sharpe Ratio Comparison

The current ARRNF Sharpe Ratio is 0.47, which is higher than the MSTY Sharpe Ratio of -1.02. The chart below compares the historical Sharpe Ratios of ARRNF 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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Sharpe Ratios by Period


ARRNFMSTYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.47

-1.02

+1.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.26

-0.08

Drawdowns

ARRNF vs. MSTY - Drawdown Comparison

The maximum ARRNF drawdown since its inception was -83.01%, which is greater than MSTY's maximum drawdown of -71.79%. Use the drawdown chart below to compare losses from any high point for ARRNF and MSTY.


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Drawdown Indicators


ARRNFMSTYDifference

Max Drawdown

Largest peak-to-trough decline

-83.01%

-71.79%

-11.22%

Max Drawdown (1Y)

Largest decline over 1 year

-69.13%

-71.79%

+2.66%

Max Drawdown (3Y)

Largest decline over 3 years

-69.13%

Max Drawdown (5Y)

Largest decline over 5 years

-83.01%

Current Drawdown

Current decline from peak

-57.09%

-66.48%

+9.39%

Average Drawdown

Average peak-to-trough decline

-46.24%

-26.09%

-20.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

48.94%

46.87%

+2.07%

Volatility

ARRNF vs. MSTY - Volatility Comparison

American Rare Earths Limited (ARRNF) has a higher volatility of 23.12% compared to YieldMax™ MSTR Option Income Strategy ETF (MSTY) at 17.01%. This indicates that ARRNF'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


ARRNFMSTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.12%

17.01%

+6.11%

Volatility (6M)

Calculated over the trailing 6-month period

49.61%

48.79%

+0.82%

Volatility (1Y)

Calculated over the trailing 1-year period

126.38%

60.44%

+65.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

314.60%

71.92%

+242.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

290.52%

71.92%

+218.60%

Dividends

ARRNF vs. MSTY - Dividend Comparison

ARRNF has not paid dividends to shareholders, while MSTY's dividend yield for the trailing twelve months is around 269.45%.


PositionTTM20252024
ARRNF
American Rare Earths Limited
0.00%0.00%0.00%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
269.45%294.61%104.56%

Frequently Asked Questions


ARRNF and MSTY have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ARRNF has higher volatility (23.12%) compared to MSTY (17.01%). In terms of maximum drawdown, ARRNF dropped -83.01% vs MSTY's -71.79%.

ARRNF currently has the higher Sharpe Ratio (0.47 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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