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ASGI vs. MSTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ASGI vs. MSTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Abrdn Global Infrastructure Income Fund (ASGI) 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, ASGI achieves a 4.88% return, which is significantly higher than MSTY's -27.80% return.


ASGI

1D
-0.41%
1M
-7.11%
YTD
4.88%
6M
4.49%
1Y
23.72%
3Y*
21.73%
5Y*
11.71%
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)

ASGI vs. MSTY - Yearly Performance Comparison


2026 (YTD)20252024
ASGI
Abrdn Global Infrastructure Income Fund
4.88%44.20%12.31%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
-27.80%-42.71%212.16%

Correlation

The correlation between ASGI and MSTY is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.18

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Return for Risk

ASGI vs. MSTY — Risk / Return Rank

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

ASGI
ASGI Risk / Return Rank: 2121
Overall Rank
ASGI Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
ASGI Sortino Ratio Rank: 1919
Sortino Ratio Rank
ASGI Omega Ratio Rank: 2323
Omega Ratio Rank
ASGI Calmar Ratio Rank: 2121
Calmar Ratio Rank
ASGI Martin Ratio Rank: 2222
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.

ASGI vs. MSTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Abrdn Global Infrastructure Income Fund (ASGI) 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.


ASGIMSTYDifference
Sharpe ratioReturn per unit of total volatility

+2.32

Sortino ratioReturn per unit of downside risk

+3.68

Omega ratioGain probability vs. loss probability

1.23

0.79

+0.45

Calmar ratioReturn relative to maximum drawdown

1.57

-0.93

+2.50

Martin ratioReturn relative to average drawdown

5.07

-1.35

+6.41

ASGI vs. MSTY - Sharpe Ratio Comparison

The current ASGI Sharpe Ratio is 1.24, which is higher than the MSTY Sharpe Ratio of -1.08. The chart below compares the historical Sharpe Ratios of ASGI 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

ASGI vs. MSTY - Drawdown Comparison

The maximum ASGI drawdown since its inception was -23.71%, smaller than the maximum MSTY drawdown of -71.79%. Use the drawdown chart below to compare losses from any high point for ASGI and MSTY.


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Drawdown Indicators


ASGIMSTYDifference

Max Drawdown

Largest peak-to-trough decline

-23.71%

-71.79%

+48.08%

Max Drawdown (1Y)

Largest decline over 1 year

-15.15%

-71.79%

+56.64%

Max Drawdown (3Y)

Largest decline over 3 years

-16.24%

Max Drawdown (5Y)

Largest decline over 5 years

-22.49%

Current Drawdown

Current decline from peak

-9.38%

-71.62%

+62.24%

Average Drawdown

Average peak-to-trough decline

-5.99%

-26.97%

+20.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.70%

49.36%

-44.66%

Volatility

ASGI vs. MSTY - Volatility Comparison

The current volatility for Abrdn Global Infrastructure Income Fund (ASGI) is 6.97%, while YieldMax™ MSTR Option Income Strategy ETF (MSTY) has a volatility of 19.32%. This indicates that ASGI 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


ASGIMSTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.97%

19.32%

-12.35%

Volatility (6M)

Calculated over the trailing 6-month period

17.05%

49.66%

-32.61%

Volatility (1Y)

Calculated over the trailing 1-year period

19.15%

62.02%

-42.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.82%

71.82%

-55.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.52%

71.82%

-54.30%

ASGI vs. MSTY - Expense Ratio Comparison

ASGI has a 1.65% expense ratio, which is higher than MSTY's 0.99% expense ratio.


Dividends

ASGI vs. MSTY - Dividend Comparison

ASGI's dividend yield for the trailing twelve months is around 11.79%, less than MSTY's 286.06% yield.


PositionTTM202520242023202220212020
ASGI
Abrdn Global Infrastructure Income Fund
11.79%10.96%12.84%8.03%8.25%6.33%1.76%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
286.06%294.61%104.56%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ASGI and MSTY have a correlation of 0.21, 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 ASGI (6.97%). In terms of maximum drawdown, ASGI dropped -23.71% vs MSTY's -71.79%.

ASGI currently has the higher Sharpe Ratio (1.24 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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